Profile

Teaching and research in probability theory, stochastic processes, financial mathematics, mathematical and applied statistics.

Research topics

Fundamental research in

  • probability theory,
  • mathematical statistics and financial mathematics (asymptotic methods, limit theorems),
  • stochastic processes (structural changes and long-range dependence),
  • financial time series (GARCH-models).

Methodical investigations include

  • stochastic simulation (queuing systems)
  • and statistical modeling (generalized linear models).

Application of statistical methods in

  • medicine (clinical studies, lifetime modeling),
  • environmental research (exploratory data analysis, prediction and forecasting)
  • and high-tech companies (experimental design, multivariate process control).

Periodical organization of international conferences and workshops.

Research funding

Basic research is funded by the Austrian research foundation FWF and the doctoral school discrete mathematics. Applied research is funded by the Austrian research foundation FFG and by partners (public agencies and private companies).   

Contact
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Institute of Statistics
Kopernikusgasse 24/III
8010 Graz
Tel.: +43 (0) 316 / 873 - 6475
Fax: +43 (0) 316 / 873 - 6977
www.statistics.tugraz.at