2019
- Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 mehr… BibTeX
- Simulation-based estimation of time series and stochastic volatility processes. Dissertation, 2019 mehr… BibTeX
- Stochastic modeling in space and time with Lévy-driven random fields. Dissertation, 2019 mehr… BibTeX
2018
2017
- Statistical Modelling and Estimation of Space-Time Extremes. Dissertation, 2017 mehr… BibTeX
- Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr… BibTeX
- Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr… BibTeX
- Time series analysis in Hilbert spaces – Estimation of functional linear processes and prediction of traffic. Dissertation, 2017 mehr… BibTeX
- D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 mehr… BibTeX
- Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 mehr… BibTeX
2015
- Tempo-Spatial Stochastic Integral Processes: Theory and Applications. Dissertation, 2015 mehr… BibTeX
- Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 mehr… BibTeX
- Conditional extreme value analysis for random vectors using polar representations. Dissertation, 2015 mehr… BibTeX
2014
2013
- Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr… BibTeX
- Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr… BibTeX
- Turbulence modelling by time-series methods – A non-parametric approach. Dissertation, 2013 mehr… BibTeX
- Spectral Analysis of High-Frequency Continuous-Time ARMA Models. Dissertation, 2013 mehr… BibTeX
- Statistical Modelling of Extremes in Space and Time Using Max-Stable Processes. Dissertation, 2013 mehr… BibTeX
- Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr… BibTeX
- On the estimation of jumps of continuous-time stochastic processes. Dissertation, 2013 mehr… BibTeX
2012
- Stochastic processes beyond semimartingales with application to interest rates, credit risk and volatility modeling. Dissertation, 2012 mehr… BibTeX
- Extremal Behavior of Multivariate Mixed Moving Average Processes and of Random Walks with Dependent Increments. Dissertation, 2012 mehr… BibTeX
- Eigenvalues of Large Random Matrices with Dependent Entries and Strong Solutions of SDEs. Dissertation, 2012 mehr… BibTeX
2011
- Parameter Estimation of Multivariate Lévy Processes. Dissertation, 2011 mehr… BibTeX
- Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations. Dissertation, 2011 mehr… BibTeX
- Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries. Dissertation, 2011 mehr… BibTeX
2010
2009
2007
2006
- Hierarchical Bayesian spatial regression models with applications to non-life insurance. Dissertation, 2006 mehr… BibTeX
- Portfolio Credit Risk Modelling With Heavy-Tailed Risk Factors. Dissertation, 2006 mehr… BibTeX
- Integrated risk management when the stock price follows an exponential Levy process. Dissertation, 2006 mehr… BibTeX
- On Dependence and Extremes. Dissertation, 2006 mehr… BibTeX
- Fractional Lévy Processes, CARMA Processes and Related Topics. Dissertation, 2006 mehr… BibTeX
2004
- Extremes of Lévy Driven Moving Average Processes with Applications in Finance. Dissertation, 2004 mehr… BibTeX
- Regression Models for Ordinal Valued Time Series – Estimation and Applications in Finance. Dissertation, 2004 mehr… BibTeX
- Hierarchical Binary Spatial Regression Models with Cluster Effects. Dissertation, 2004 mehr… BibTeX