Statistical Modeling of Complex Systems and Processes

Team of Supervisors

As a joint program of the University of Heidelberg and Mannheim University the research training program is run by a team of professors from these universities. The core groups are members of the mathematics departments. Additionally, associated colleagues from nearby institutions contribute to the research training. 

Philipps University of Marburg, Stochastics Institute

  • statistics of stochastic processes
  • high-frequency financial data 
  • non-parametric statistics

Tel.: 0049 6421 28-25464
Fax: 0049 6421 28-25469
E-Mail: bingel(at)mathematik

Heidelberg University, Institute of Applied Mathematics

  • mathematical statistics, in particular time series analysis
  • graphical models with applications in finance and neuro science

Phone: +49-6221-54-14170
Fax: +49-6221-54-5331
Email: dahlhaus(at)statlab.uni-heidelberg.de

University of Mannheim, Institute of Mathematics

  • SDEs (with jumps)
  • Lévy processes
  • branching processes
  • self-similar Markov processes

Tel.: +49-621-1812437
Fax: +49-621-1812666
E-mail: doering(at)uni-mannheim.de

Heidelberg Institute for Theoretical Studies

  • statistics and probability
  • forecasting; with applications in atmospheric
  • environmental and earth sciences
  • economics, among other sisciplines

Phone: +49-6221-533287
Fax: +49-6221-533298
Email: tilmann.gneiting(at)h-its.org

University of Mannheim, Department of Economics

  • (Non-stationary and Multivariate) Time Series Analysis
  • Bootstrap Techniques for Dependent Data
  • Fourier and Wavelet Methods in Statistics
  • Statistical Analysis of Text Data
  • High-dimensional Time Series Modeling for Networks
  • Time Series Econometrics

Tel.: +49 621 181 1938
E-Mail: cjentsch(at)mail.uni-mannheim.de

Heidelberg University, Institute of Applied Mathematics

  • statistical ill-posed inverse problems
  • spatio-temporal models
  • nonparametric and semiparametric inference
  • adaptive estimation
  • nonparametric Bayesian inference

Phone: +49- 6221-54-14190
Fax: +49-6221-54-14101
e-mail: johannes(at)math.uni-heidelberg.de 

Heidelberg University, Institute of Applied Mathematics

  • mathematical statistics and econometrics
  • in particular non- and semiparametrics
  • time series analysis
  • high-dimensional regression models
  • structured nonparametric models, with applications in finance and microeconometrics

Phone: +49-6221-54-14180
Fax: +49-6221-54-14101
Email:  mammen@math.uni-heidelberg.de 

School of Business Informatics and Mathematics, Institute of Mathematics.
Research areas:

  • Numerical Methods for Stochastic Processes,
  • Monte Carlo methods,
  • Information Based Complexity,
  • Stochastic Analysis

Tel.: +49-621-1812454
Fax: +49-621-1812666
E-mail: neuenkirch(at)kiwi.math.uni-mannheim.de 

University of Mannheim, Institute of Mathematics

  • probability theory
  • stochastic analysis with applications to mathematical finance and economics

Phone: +49-621-1812513
Fax: +49-621-1812666
Email: schied(at)uni-mannheim.de 

University of Mannheim, Institute of Mathematics

  • nonlinear optimization
  • (statistical) inverse problems
  • uncertainty quantification

Tel.: +49-621-1812545
Fax: +49-621-1812666
E-Mail: c.schillings(at)uni-mannheim.de

University of Mannheim, Institute of Mathematics

  • mathematical statistics, in particular: extreme value theory
  • geostatistics and stochastic geometry with applications in ecology
  • finance
  • forestry
  • genetics and marketing

Phone: +49-621-181255
Fax: +49-621-1812506
Email: schlather(at)math.uni-mannheim.de

Technical University Darmstadt, Institute of Stochastics

  • applied probability and statistics
  • applications to stochastic networks

Phone: +49-6221-544979
Fax: +49-6221-545331
Email: wichelhaus(at)statlab.uni-heidelberg.de