Dr. Sebastian Kühnert

Research Assistant

Address:
Ruhr University Bochum
Department of Mathematics
Institute of Statistics
Building IB 2/83
Universitätsstrasse 150
D-44801 Bo­chum

Phone:
+49 234/32-15994

E-Mail:
Sebastian (dot)Kuehnert(at)ruhr-uni-bochum.de

Office hours

by appointment

 

Research Interests

  • Functional Time Series Analysis (FTSA)
  • Operatorial Statistics
  • Asymptotic Statistics
  • Weak dependence
  • Time Series Analysis
  • Functional Data Analysis (FDA)

Publications

Submitted

  • Kühnert, S., Rice, G. and Aue, A. (2024)
    Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes.
    arXiv: 2407.12221

Thesis

  • Über funktionale ARCH- und GARCH-Zeitreihen
    Doctorial-Thesis Mathematik, Universität Rostock, 2019
    Prof. Dr. Alexander Meister
  • Parameterschätzung für Exponentially tempered Power Law-Verteilungen
    Master-Thesis Mathematik, Universität Siegen, 2013
    Prof. Dr. Hans-Dieter Scheffler
  • Verteilungsinvariante Risikomaße und Shortfallrisk
    Bachelor-Thesis Mathematik, Universität Siegen, 2010
    Prof. Dr. Alfred Müller

Reviewer for journals

  • Eletronic Journal of Statistics
  • Journal of Multivariate Analysis
  • Statistics: A Journal of Theoretical and Applied Statistics
  • Stochastics: An International Journal of Probability and Stochastic Processes

Talks auf Conferences

2024

  • Invited talk, CFE-CMStatistics 2024, London (UK), Dec
  • Contributed talk, Bernoulli-ims 11th World Congress in Probability and Statistics, Bochum(DE), Aug
  • Invited talk, 2024 WNAR/IMS/Graybill Annual Meeting, Fort Collins, CO (US), Jun
  • Invited talk, STA 290 Seminar, Davis, CA (US), May
  • Invited talk, IMA Asia-Pacific Rim Meeting 2024, Melbourne (AU), Jan

2023

  • Invited talk, Seminar at Institute of Statistics, Ruhr-Universität Bochum, Bochum (DE), Dec
  • Invited talk, MODAL Seminar of the National Institute for Research in Digital Science and Technology INRIA, Lille (FR), Sep
  • Invited talk, STA 290 Seminar, Davis, CA (US), Feb

2022

  • Poster talk, EcoDep 2022 Conference on Networks Reconstruction, Paris (FR), Jun
  • Poster talk, Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series, Maastricht (NL), Jun
  • Invited talk, MODAL Seminar of the National Institute for Research in Digital Science and Technology INRIA, Lille (FR), May

2021

  • Invited talk, 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CM Statistics 2021), London (UK), Dec
  • Contributed talk, German Probability & Statistics Days Mannheim (GPSD Mannheim), Mannheim (DE), Sep
  • Contributed talk, 5th International Workshop on Functional and Operatorial Statistics (IWFOS 2021), Brno (CZ), Jun

2019

  • Contributed talk, 10th International Workshop on Simulation and Statistics (SIMSTAT 2019), Salzburg (AT), Sep

2018

  • Contributed talk, 4th Conference of the International Society for Nonparametric Statistics (ISNPS 2018), Salerno (IT), Jun

Others

  • Research visit: INRIA-MODAL, Université Lille (Sophie-Dabo Niang), Lille (FR), Aug 28-Sep 17 2023,
  • Research visit: LaMME, Université Paris-Saclay (Juhyun Park), Paris (FR), Jul 17-19 2023,
  •  Auslandssemester: Teilnahme an Kursen des Studiengangs 'Master of Applied Mathematics', Queensland University of Technology (QUT), Brisbane (AU), Feb-Jul 2011
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