Stephan Haug

Technische Universität München

Lehrstuhl für Mathematische Statistik (Prof. Drton)

Postadresse

Postal:
Boltzmannstr. 3
85748 Garching b. München

Tel.: (work pref) +49 (89) 289 - 17429
Raum: 8101.02.129
haug(at)tum.de

Papers

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2022

Heinemann, Paul; Haug, Stephan; Schmidhalter, Urs: Evaluating and defining agronomically relevant detection limits for spectral reflectance-based assessment of N uptake in wheat. European Journal of Agronomy 140, 2022, 126609 mehr… Volltext ( DOI )

2021

Sturm, David J.; Bachner, Joachim; Renninger, Denise; Haug, Stephan; Demetriou, Yolanda: A cluster randomized trial to evaluate need-supportive teaching in physical education on physical activity of sixth-grade girls: A mixed method study. Psychology of Sport and Exercise 54, 2021, 101902 mehr… Volltext ( DOI )

2020

Bachner, Joachim; Sturm, David J.; Haug, Stephan; Demetriou, Yolanda: Multi-level validation of the German physical activity self-efficacy scale in a sample of female sixth-graders. BMC Public Health 20 (1), 2020 mehr… Volltext ( DOI )
Sturm, David J.; Bachner, Joachim; Haug, Stephan; Demetriou, Yolanda: The German Basic Psychological Needs Satisfaction in Physical Education Scale: Adaption and Multilevel Validation in a Sample of Sixth-Grade Girls. International Journal of Environmental Research and Public Health 17 (5), 2020, 1554 mehr… Volltext ( DOI )

2019

Do Rêgo Sousa, T., Haug, S., and Klüppelberg, C.: Indirect inference for Lévy-driven continuous-time GARCH models. Scandinavian Journal of Statistics 46 (3), 2019, 765-801 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2018

Haug, S., Klüppelberg, C., and Straub, G.: Fractionally integrated COGARCH processes. Journal of Financial Econometrics 16 (4), 2018, 599–628 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2017

Jaser, M., Haug, S., and Min, A.: A simple non-parametric goodness-of-fit test for elliptical copulas. Dependence Modeling 5 (1), 2017, 330-353 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2015

Haug, S., Klüppelberg, C., and Kuhn, G.: Copula structure analysis based on extreme dependence. Statistics and Its Interface 8 (1), 2015, 93-107 mehr… Volltext ( DOI ) Volltext (mediaTUM)
Vogel, C., Heister, K., Buegger, F., Tanuwidjaja, I., Haug, S., Schloter, M., and Kögel-Knabner, I.: Clay mineral composition modifies decomposition and sequestration of organic carbon and nitrogen in fine soil fractions. Biology and Fertility of Soils 51, 2015, 427-442 mehr… Volltext ( DOI )

2014

Bauer, A., and Haug, S.: Verwendung von Dummy-Variablen bei der statistischen Analyse von Talsperrenmessdaten. Wasserwirtschaft 4, 2014, 28-33 mehr… Volltext ( DOI )
Bimüller, C., Dannenmann, M., Tejedor, J., von Lützow, M., Buegger, F., Meier, R., Haug, S., Schroll, R. and Kögel-Knabner, I.: Prolonged summer droughts retard soil N processing and stabilization in organo-mineral fractions. Soil Biology & Biochemistry 68 (1), 2014, 241-251 mehr… Volltext ( DOI )
Bimüller, C., Mueller, C.W., von Lützow, M., Kreyling, O., Kölbl, A., Haug, S., Schloter, M.,, and Kögel-Knabner, I.: Decoupled carbon and nitrogen mineralization in soil particle size fractions of a forest topsoil. Soil Biology & Biochemistry 78 (4), 2014, 263-273 mehr… Volltext ( DOI )

2013

Daun, T. J., Braun, D. G., Frank, C., Haug, S. and Lienkamp, M.: Evaluation of driving behavior and the efficacy of a predictive eco-driving assistance system for heavy commercial vehicles in a driving simulator experiment. 16th International IEEE Conference on Intelligent Transportation Systems (ITSC 2013), IEEE, 2013 mehr… Volltext ( DOI )
Gerike, R., Gehlert, T., and Haug, S.: Time use of the mobile and the immobile in time-use surveys and transport surveys – II. In: Joachim Schreiner, Hans-Heinrich Blotevogel, Susanne Frank, Christian Holz-Rau, Nina Schuster: Mobilitäten und Immobilitäten: Menschen - Ideen - Dinge - Kulturen - Kapital. Klartext, 2013, 121-138 mehr…

2012

Hermann, J.M., Haug, S., Westphalen, M., DePatta Pillar, V. and Pfadenhauer, J.: Shrubs versus 'gullivers': Woody species coping with disturbance in grasslands. Plant Ecology 213 (11), 2012, 1757-1768 mehr… Volltext ( DOI )
Wiesmeier, M., Spörlein, P., Geuß, U., Hangen, E., Haug, S., Reischl, A., Schilling, B., von Lutzow, M., Kögel-Knabner, I.: Soil organic carbon stocks in southeast Germany as affected by land use, soil type and sampling depth. Global Change Biology 18 (7), 2012, 2233-2245 mehr… Volltext ( DOI )

2011

Haug, S., Klüppelberg, C. and Peng, L.: Statistical models and methods for dependence in insurance data. Journal of the Korean Statistical Society 40 (2), 2011, 125-139 mehr… Volltext ( DOI ) Volltext (mediaTUM)
Haug, S., Stelzer, R.: Multivariate ECOGARCH processes. Econometric Theory 27 (2), 2011, 344-371 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2010

Czado, C. and Haug, S.: An ACD-ECOGARCH(1,1) model. Journal of Financial Econometrics 8 (3), 2010, 335-344 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2009

Karg, M., Haug, S., Kühnlenz, K. and Buss, M. (2009): A dynamic model and system-theoretic analysis of affect based on a piecewise linear system. Proceedings of the 18th IEEE International Symposium on Robot and Human Interactive Communication (Ro-Man), 2009 mehr… Volltext ( DOI )

2007

Haug S. and Czado, C.: An exponential continuous time GARCH process. Journal of Applied Probability 44 (4), 2007, 960-976 mehr… Volltext ( DOI ) Volltext (mediaTUM)
Haug, S., Klüppelberg, C., Lindner, A. and Zapp, M.: Method of moment estimation in the COGARCH(1,1) model. The Econometrics Journal 10 (2), 2007, 320-341 mehr… Volltext ( DOI ) Volltext (mediaTUM)

2006

Haug, S. and Czado, C.: Mixed effect models for absolute log returns of ultra high frequency data. Applied Stochastic Models in Business and Industry 22 (3), 2006, 243-267 mehr… Volltext ( DOI ) Volltext (mediaTUM)
Haug, S., Czado, C.: A fractionally integrated ECOGARCH process. Discussion Paper 484 beim SFB 386 "Diskrete Strukturen"., 2006 mehr… Volltext (mediaTUM)

Theses

Exponential COGARCH and other continuous time models with applications to high frequency data (2007)
Dissertation, Technische Universität München.

Untersuchung lokal stationärer Zeitreihen mittels Wavelets (2002)
Diplomarbeit, Technische Universität München.

Teaching

Current courses

Wintersemester 2023/24

Titel	Termine	Vortragende/r (Mitwirkende/r)
Exercises for Fundamentals of Mathematical Statistics [MA5441]		S. Haug
Fundamentals of Mathematical Statistics [MA5441]		S. Haug
Oberseminar Statistics and Data Science		C. Czado M. Drton A. McCormack S. Haug

A list of previous courses can be found on TUMonline.

Supervised theses