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PhD and Habilitation Theses
2020
- Bayesian time series modeling with copula structures. Dissertation, 2020 mehr…
2019
- Development and Evaluation of Sampling-based Parameter Estimation Methods for Dynamic Biological Processes. Dissertation, 2019 mehr…
- Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 mehr…
- Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products. Dissertation, 2019 mehr…
2018
- Nonparametric estimation in simplified vine copula models. Dissertation, 2018 mehr…
2017
- Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr…
- Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr…
- D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 mehr…
- Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 mehr…
2015
2014
- Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 mehr…
2013
- Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr…
- Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr…
- Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr…
2012
- Bayesian model inference in dynamic biological systems using Markov Chain Monte Carlo methods. Dissertation, 2012 mehr…
2011
- Dependence modelling – From regression to copulas. Habilitation, 2011 mehr…
2010
- Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 mehr…
Diploma, Master and Bachelor Theses
2020
- Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
- Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
- Conditional Kendall's τ estimation based on weights. Masterarbeit, 2020 mehr…
2019
2018
- D-vine copula based mean regression and a comparison with gradient boosting. Masterarbeit, 2018 mehr…
- Regular vine copula based quantile regression. Masterarbeit, 2018 mehr…
- Dependence modelling of operational risk with special focus on multivariate compound Poisson processes. Masterarbeit, 2018 mehr…
- Value at Risk Estimation with Subset Simulation. Masterarbeit, 2018 mehr…
2017
- D-Vine Copula Based Modelling and Forecasting of Exposure Limits in Reinsurance. Masterarbeit, 2017 mehr…
- Empirical study of GAM vine copula models for S&P 100 data. Masterarbeit, 2017 mehr…
- Calibration of ensemble weather forecasts using D-vine copula models. Masterarbeit, 2017 mehr…
- D-vine quantile regression for mixed discrete and continuous data with applications to bank stress testing. Masterarbeit, 2017 mehr…
2016
- Identification of Directly Imputable Missing Data Patterns Using R-vine Copulas and Application to Multiple Imputation. Masterarbeit, 2016 mehr…
- Kernel Estimation of Conditional Copula Densities. Masterarbeit, 2016 mehr…
- Sparse structure selection for high-dimensional vine copula models. Masterarbeit, 2016 mehr…
- Vine Copula Modeling in Operational Risk. Masterarbeit, 2016 mehr…
- Recognition of Truncated Vine Copula Models by Application of Gaussian DAG Structures. Masterarbeit, 2016 mehr…
2015
- Bayesian Analysis of the One-Factor Copula Model with Applications to Finance. Masterarbeit, 2015 mehr…
- Multivariate Survival Analysis using Vine-Copulas. Masterarbeit, 2015 mehr…
- Visualization of Trivariate Vine Copulae. Bachelorarbeit, 2015 mehr…
- Vine Copula based analysis of online customer demand under market competition. Masterarbeit, 2015 mehr…
- Likelihood Discrimination of Three Dimensional Vine Copula Models. Masterarbeit, 2015 mehr…
2014
2013
- Nonparametric Estimation of Three Dimensional Pair-Copula Constructions. Masterarbeit, 2013 mehr…
- Return and VaR Prediction of Equity Portfolios Using DAG and R-Vine Copula Based Models. Masterarbeit, 2013 mehr…
- Copula Based Discriminant Analysis with Application. Masterarbeit, 2013 mehr…
- Modeling Dependencies among Financial Asset Returns Using Copulas. Masterarbeit, 2013 mehr…
- Properties of extreme-value copulas. Diplomarbeit, 2013 mehr…
- Predicting Temperature Time Series Using Spatial Vine Copulae. Masterarbeit, 2013 mehr…
2012
- Sequential R-Vine Copula Selection Using Different Weights. Diplomarbeit, 2012 mehr…
- Copula-based Analysis of Interdependence among Companies in the Banking and Insurance Sector. Diplomarbeit, 2012 mehr…
- Modeling dependence among meteorological measurements and tree ring data. Diplomarbeit, 2012 mehr…
- Parent orderings in pair-copula Bayesian networks. Diplomarbeit, 2012 mehr…
- Heuristic Sequential Model Selection Strategies for R-Vine Copulas: Comparison and Applications. Masterarbeit, 2012 mehr…
- Local change point detection in time-varying R-vine copula models. Diplomarbeit, 2012 mehr…
2011
2010
- Truncated and simplified regular vines and their applications. Diplomarbeit, 2010 mehr…
- Statistical Inference for Regular Vines and Application. Diplomarbeit, 2010 mehr…
- Bayesian inference for D-vine pair-copula constructions based on different bivariate families. Diplomarbeit, 2010 mehr…
- Modelling Dependence between Loss Triangles using Copula and DVine Constructions. Diplomarbeit, 2010 mehr…
- Selecting pair-copula families for regular vines with application to the multivariate analysis of European stock market indices. Diplomarbeit, 2010 mehr…
- Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families. Diplomarbeit, 2010 mehr…
2009
- Joint estimation of parameters in multivariate normal regression with correlated errors using pair-copula constructions and an application to finance. Diplomarbeit, 2009 mehr…
2008
- Bayesian Analysis of Multivariate Time Series Models based on Pair-Copula Construction. Diplomarbeit, 2008 mehr…
2007
- Modellierung von stochastischen Abhängigkeitsstrukturen auf Graphen. Diplomarbeit, 2007 mehr…