Dr. Sebastian Kühnert

• Aue, A., Kühnert, S. and Rice, G. (2025).
  On the Estimation of Invertible Functional Time Series.
  Aneiros, G., Bongiorno, E.G., Goia, A., Hušková, M. (eds) New Trends in Functional Statistics and Related Fields. IWFOS 2025.
  Contributions to Statistics. Springer, Cham.
  DOI: 10.1007/978-3-031-92383-8_4
• Kühnert, S. (2024).
  Estimating lagged (cross-)covariance operators of L^p-m-approximable processes in Cartesian product Hilbert spaces
  Journal of Time Series Analysis
• 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

• Electronic Journal of Statistics
• Journal of Multivariate Analysis
• Journal of the Royal Statistical Society, Series A (Statistics in Society)
• Metrika
• Statistics: A Journal of Theoretical and Applied Statistics
• Stochastics: An International Journal of Probability and Stochastic Processe

2025

• Contributed talk, 17th German Probability and Statistics Days (GPSD) 2025, Dresden (DE), Mar

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

• 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