Dr. Sebastian Kühnert
Wissenschaftlicher Mitarbeiter
Adresse:
Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
IB 2/83
Universitätsstraße 150
D-44801 Bochum
Telefon:
+49 234/32-15994

Sprechzeiten
Nach Vereinbarung
Arbeitsgebiete
- Funktionale Zeitreihen
- Operatorschätzung
- Asymptotische Statistik
- Zeitreihen
Publikationen
- 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
Gutachter für Zeitschriften
- 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
Vorträge
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
Sonstiges
- 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