Statistical Modeling of Complex Systems and Processes

The research training group (RTG) 1953 "Statistical Modeling of Complex Systems and Processes" is a joint initiative for research training in mathematics by Heidelberg University and the University of Mannheim. The research training is devoted to fundamental research in the area of advanced nonparametric statistical modeling of complex stochastic systems and processes and offers young doctoral researchers an advanced mathematical basis and international contacts for their research at the frontier of modern theoretical statistics. Here, fundamental research means both the development and the mathematical investigation of new methodologies, which is essential for a thorough understanding of complex situations.

Research fields include:

  • high-dimensional models
  • time series analysis
  • continuous-time processes
  • financial mathematics
  • spatial statistics
  • stochastic networks

The Universities of Heidelberg and Mannheim provide a highly stimulating scientific environment for the doctoral researchers and thus an excellent basis for the Research Training Group.