Dr. Sebastian Kühnert

• 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

• 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
• Metrika

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