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Our research is focusing on the development of models and statistical estimation and testing procedures for nonlinear time series and general stochastic processes, concentrating on applications in finance, risk analysis, biomedical data analysis and image analysis. Technically, the research topics are local smoothing methods, wavelet-based function estimates and neural networks in nonparametric time series and regression analysis as well as semi-parametric extreme value statistics for time series.
Further informations about our research topics can be found under Research.