{"id":118,"date":"2017-10-09T12:16:40","date_gmt":"2017-10-09T10:16:40","guid":{"rendered":"https:\/\/www.hsu-hh.de\/statistik\/?page_id=118"},"modified":"2026-02-18T07:52:18","modified_gmt":"2026-02-18T06:52:18","slug":"research","status":"publish","type":"page","link":"https:\/\/www.hsu-hh.de\/statistik\/en\/research","title":{"rendered":"Research"},"content":{"rendered":"\n

also see the Colloquium of the Mathematics and Statistics Group \u00bb<\/a><\/p>\n\n\n\n

Research topics at the Department of Mathematics and Statistics:<\/h2>\n\n\n\n
\"\"<\/div>
Count time series
<\/strong>Diagnostic test procedures, modeling, parameter estimation and forecasting
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Categorical time series
<\/strong>Analytic tools, visual representation, modeling, estimation and testing
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Statistical process control
<\/strong>ARL<\/abbr> computation, discrete measurements, control charts and estimation uncertainty
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Data mining
<\/strong>Rule-based procedures, sequential data, stochastic modeling and market-basket analysis
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Portfolio optimization
<\/strong>Portfolio optimization by taking account of estimation risks as well as linear and nonlinear constraints in large asset universes
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Financial mathematics
<\/strong>Pricing and valuation in efficient markets, arbitrage pricing theory, and the closed-end fund puzzle
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Copulas and extreme value theory
<\/strong>Complex dependence structures, elliptical distributions with heavy tails, and random matrix theory
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Robust covariance matrices
<\/strong>M-estimation of covariance matrices with high-dimensional and missing data as well as serial dependence
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n
\"\"<\/div>
Functional data analysis
<\/strong>Methodology for functional data analysis, in particular based on statistical and machine learning techniques
(further information \u00bb<\/a>)<\/div><\/div>\n\n\n\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

also see the Colloquium of the Mathematics and Statistics Group \u00bb Research topics at the Department of Mathematics and Statistics:<\/p>\n","protected":false},"author":98,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-118","page","type-page","status-publish","hentry","category-research"],"_links":{"self":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/pages\/118","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/users\/98"}],"replies":[{"embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/comments?post=118"}],"version-history":[{"count":29,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/pages\/118\/revisions"}],"predecessor-version":[{"id":1319,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/pages\/118\/revisions\/1319"}],"wp:attachment":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/media?parent=118"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/categories?post=118"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tags?post=118"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}