Professor Dr. Holger Drees

Address Universität Hamburg
Fachbereich Mathematik
Bereich Mathematische Statistik und Stochastische Prozesse
Bundesstraße 55
20146 Hamburg

Projects

As Applicant
- Completed projects
  - Mathematik (Heisenberg Fellowships)
  - Modelling and prediction of financial returns using locally stationary time series models (Research Grants)
  - Efficient nonparametric regression when the support is bounded (Research Units)
As Spokesperson
- Completed projects
  - FOR 1735: Structural Inference in Statistics: Adaptation and Efficiency (Research Units)
As Participating Person
- Completed projects
  - Extremal Behavior of Time Series: Refined Models, Analysis and Inference (Research Grants)