Dr. Sebastian Kühnert
Wissenschaftlicher Mitarbeiter
Adresse:
Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
IB 2/83
Universitätsstraße 150
D-44801 Bochum
![Dr. Sebastian Kühnert Dr. Sebastian Kühnert](/fileadmin/_processed_/e/1/csm_Sebastian_65766c35d2.jpg)
Sprechzeiten
Nach Vereinbarung
Arbeitsgebiete
- Funktionale Zeitreihen
- Operatorschätzung
- Asymptotische Statistik
- Schwache Abhängigkeit
- Zeitreihen
- Funktionale Daten
Publikationen
- Kühnert, S. (2024).
Estimating lagged (cross-)covariance operators of L^p-m-approximable processes in Cartesian product Hilbert spaces
Journal of Time Series Analysis
DOI: 10.1111/jtsa.12772 - Kühnert, S. (2022).
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
Electronic Journal of Statistics, 16(2), 4823-4862 - Kühnert, S.(2020).
Functional ARCH and GARCH models: A Yule-Walker approach
Electronic Journal of Statistics, 14(2), 4321-4360
Eingereicht
- Kühnert, S., Rice, G. and Aue, A. (2024)
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes.
arXiv: 2407.12221
Abschlussarbeiten
- Über funktionale ARCH- und GARCH-Zeitreihen
Dissertation Mathematik, Universität Rostock, 2019
Prof. Dr. Alexander Meister - Parameterschätzung für Exponentially tempered Power Law-Verteilungen
Masterarbeit Mathematik, Universität Siegen, 2013
Prof. Dr. Hans-Dieter Scheffler - Verteilungsinvariante Risikomaße und Shortfallrisk
Bachelorarbeit Mathematik, Universität Siegen, 2010
Prof. Dr. Alfred Müller
Gutachter für Zeitschriften
- 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