Research

The research group works on inference for infinite dimensional problems, i.e. problems when the unknown parameter lies in function classes. Some research areas are:

• Order restricted inference.
• Limit distributions for nonregular statistical functionals.
• Nonparametric methods for dependent data, in particular strong (long range) and weak dependence for stationary processes.
• Nonparametric methods for hidden Markov chains and state space models.

The applications are to:

• Density estimation, regression problems and spectral densities.
• Survival analysis for use in medicine, engineering and biology.
• Inference for multivariate extreme value distributions.
• Inference for extremal quantiles in high dimensional distributions.
• Prediction of extremal events.

Teaching

PhD level courses: Inference Theory