Skip to the navigation.Skip to the content.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