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Research Interests

Research Interests and Third-Party Funds 

Interessensgebiete / Interests

  • Semimartingales, characteristics, SDEs
  • Markov processes (Hunt, Itô, Feller, Lévy), stationarity 
  • Path properties of stochastic processes, time change equations
  • Statistics of stochastic processes, ordinal patterns, structural breaks, long range dependence
  • Hydrological time series