List of talks given at conferences, workshops and in seminars


  • IRBA 2.0 - New Approaches to Wholesale Credit Risk Modelling at Deutsche Bank. Seminar talk, Universität Ulm, June 2017.

  • Variable selection and dimension reduction criteria in functional regression models,
    invited talk, 2nd Conference of the International Society for NonParametric Statistics, Cádiz, Spain, June 2014.

  • Reaction times in the monitoring of ARMA time series. Seminar talk, Charles University, Prague, March 2014.

  • Estimation of high-dimensional spectral density matrices under sparsity constraints,
    German Probability and Statistics Days, Ulm, March 2014.

  • Functional principal components - Uniform results on the projection dimension for infinite dimensional functional data. Seminar talk, Université Libre, Bruxelles, February 2014.

  • Functional change-point analysis with increasing number of projections,
    Workshop on ’Inference for Change-Point and Related Processes“, Isaac Newton Institute, Cambridge, January 2014.

  • Functional Change-Point Analysis with Increasing Number of Projections,
    Statistische Woche, Berlin, September 2013.

  • Monitoring autoregressive moving average time series,
    invited talk, Workshop on "New Developments in Econometrics and Time Series", Brussels, September 2013.

  • Testing the equality of covariance operators in functional samples,
    invited talk, S.Co.2013, Milan, September 2013.

  • Inferenz in funktionalen Stichproben: Ein Test auf Gleichheit des Kovarianzoperators,
    8. Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, June 2012.

  • Asymptotic distribution of the delay time in Page's sequential procedure,
    Conference on "Statistical Methods for Financial Data III", Graz, May 2012, (Poster presentation).

  • Testing the equality of covariance operators in functional samples,
    10th German Probability and Statistics Days, Mainz, March 2012.

  • Asymptotic distribution of the delay time in Page's sequential procedure,
    Workshop on "Time Series: Models, Breaks and Applications", Karlsruhe, February 2012, (Poster presentation).

  • Change-point detection in (functional) linear models,
    Workshop on "Functional Methods in Probability Theory and Probabilistic Number Theory", Kiev, September 2011

  • Page's CUSUM in sequential change-point analysis - Asymptotic distribution of the stopping time,
    21. Scientific Statistical Seminar Marburg - Wroclaw on "Topics in Theoretical and Applied Statistics", Marburg, September 2011

  • Page's CUSUM for the detection of changes in linear models with conditionally heteroskedastic errors,
    Annual Meeting of the German Mathematical Society (DMV), Köln, September 2011.

  • Page's CUSUM for the detection of changes in linear models - Asymptotic normality of the stopping time under early change alternatives,
    Seminar talk, Charles University, Prague, March 2011.

  • Page's CUSUM for changes in linear models,
    Seminar talk, University of Utah, November 2010.

  • Das CUSUM-Verfahren von Page zum Aufdecken von Strukturbrüchen in linearen Modellen,
    6. Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, July 2010.

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    Some useful links

    Frankfurt School of Finance and Management

    Stochastics group at University of Cologne

  • Workgroup of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Dr. Hanspeter Schmidli
  • Homepage of
    Prof. Dr. Wolfgang Wefelmeyer
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