Past workshops
On September 23, 2025, the 6th StAnDS workshop was held in memory of Hans-Peter Scheffler at the Emmy Noether Campus of the University of Siegen. The workshop was initiated by Hans-Peter Scheffler in 2015.
| Time | Lecture |
|---|---|
| 13:30 - 14:00 | Alexander Schnurr (University of Siegen) Dependence Analysis Using Ordinal Patterns With Ties |
| 14:00 - 14:30 | Marco Oesting (University of Stuttgart) Central Limit Theory for Peaks-Over-Threshold Partial Sums of Long Memory Linear Time Series |
| 14:30 - 15:00 | Daniel Curkovic (HHU Düsseldorf) Normal Approximation on Product Spaces via p-Poincaré Inequalities |
| 15:00 - 15:30 | Nils Detering (HHU Düsseldorf) Too big to fail? What random networks tell us about financial crises |
| 15:30 - 16:00 | Coffee break |
| 16:00 - 17:00 | Peter Kern (HHU Düsseldorf) & Alfred Müller (University of Siegen) The life and work of Hans-Peter Scheffler |
On October 2, 2024, the 5th StAnDS-Workshop took place at the Emmy-Noether-Campus of the University of Siegen.
| Time | Lecture |
|---|---|
| 14:00 - 14:30 | Angelika Silbernagel (University of Siegen) Limit Theorems for the Symbolic Correlation Integral for Short-Range Dependent Time Series |
| 14:30 - 15:00 | Alfred Müller (University of Siegen) Stochastics Orders Under Uncertainty |
| 15:00 - 15:30 | Stefan Richter (HHU Düsseldorf) Asymptotic Theory for Constant Step Size Stochastic Gradient Descent |
| 15:30 - 16:00 | Coffee break |
| 16:00 - 16:30 | Alexander Schnurr (University of Siegen) On the Various Connections Between Markov Processes and Semimartingales |
| 16:30 - 17:00 | Nicole Hufnagel (HHU Düsseldorf) Hausdorff Dimension of Collision Times for the Multivariate Bessel Process |
| 17:00 - 17:30 | Peter Kern (HHU Düsseldorf) Hausdorff Dimension of Stable Lévy Processes With Measurable Drift |
On November 22, 2019 the 4th StAnDS-Workshop took place at the Heinrich Heine University.
| Time | Lecture |
|---|---|
| 10:30 - 11:10 | Christian Müller (HHU Düsseldorf) Multivariate Generalized Ornstein-Uhlenbeck Processes and Connections to Semiselfsimilarity Properties |
| 11:15 - 11:55 | Ines Münker (University of Siegen) Ordinal Patterns in Long-Range Dependent Time Series |
| 12:00 - 12:40 | Tobias Jennessen (HHU Düsseldorf) Method of Moments Estimators for the Extremal Index of a Stationary Time Series |
| 12:40 - 14:00 | Lunch break |
| 14:00 - 14:40 | Matthias Reuber (University of Siegen) ACopula-Based Tme Series Model for Global Horizontal Irradiation |
| 14:45 - 15:25 | Axel Bücher (HHU Düsseldorf) On the Block Maxima Method in Extreme Value Statistics |
| 15:30 - 16:10 | Marco Oesting (University of Siegen) Estimation of the Spectral Measure of Regularly Varying Random Vectors |
On September 5, 2018, the 3rd StAnDS-Workshop took place at the Emmy-Noether-Campus of the University of Siegen.
| Time | Lecture |
|---|---|
| 10:00 - 10:45 | Svenja Lage (HHU Düsseldorf) Semi-fractionated diffusions |
| 10:45 - 11:30 | Dustin Kremer (University of Siegen) Multi operator stable random fields |
| 11:30 - 12:15 | Peter Kern (HHU Düsseldorf) About Borel mixtures |
| 12:15 - 13:30 | Lunch break |
| 13:30 - 14:15 | Marco Oesting (University of Siegen) Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series |
| 14:15 - 15:00 | Axel Bücher (HHU Düsseldorf) The Empirical Copula Process: Weak Convergence With Respect to Weighted and Skorohod-Type Metrics |
| 15:00 - 15:45 | Alfred Müller (University of Siegen) Bounds for the Energy Score for Distributions With Given Marginals |
On September 29, 2017, the 2nd StAnDS Workshop took place at the Heinrich Heine University.
| Time | Lecture |
|---|---|
| 10:00 - 10:45 | Matthias Reuber (University of Siegen) Stochastic models for daily and hourly PV yields |
| 10:45 - 11:30 | Marc Ditzhaus (HHU Düsseldorf) The Detection Boundary and the Higher Criticism Test for High Dimensional Data |
| 11:30 - 12:15 | Marco Oesting (University of Siegen) Efficient Simulation of Brown-Resnick Processes by Means of Locally Equivalent Log-Gaussian Representations |
| 12:15 - 13:30 | Lunch break |
| 13:30 - 14:15 | Peter Kern (HHU Düsseldorf) DilativelyStable Processes |
| 14:15 - 15:00 | Alexander Schnurr (University of Siegen) The fourth characteristic of a semimartingale |
| 15:00 - 15:45 | Ercan Sönmez (HHU Düsseldorf) On the Carrying Dimension of Self-Similar Occupation Measures |
On July 3, 2015 the 1st StAnDS-Workshop took place at the Emmy-Noether-Campus of the University of Siegen.
| Time | Lecture |
|---|---|
| 10:15 - 10:45 | Hans-Peter Scheffler (University of Siegen) f-implicitlystable distributions and their areas of attraction |
| 10:55 - 11:25 | Johannes Goldbach (University of Siegen) Theory of f-implicitly max-infinitely divisible distributions |
| 11:35 - 12:05 | Ercan Sönmez (HHU Düsseldorf) Hausdorff dimension of operator-scaling random leaves |
| 12:15 - 13:00 | Lunch break |
| 13:00 - 13:30 | Peter Kern (HHU Düsseldorf) Dimension results for paths of operator-semistable Lévy processes |
| 13:40 - 14:10 | Dustin Kremer (University of Siegen) Operator-stable and operator-self-similar vector fields |
| 14:20 - 14:50 | Alfred Müller (University of Siegen) Between First and Second-Order Stochastic Dominance |
| 15:00 - 15:45 | Coffee break |
| 15:45 - 16:15 | Kevin Berk (University of Siegen) Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models |
| 16:25 - 16:55 | Alexander Schnurr (TU Dortmund) Ordinal Pattern Statistics with Applications in Finance, Hydrology and Medicine |