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Completed doctoral theses

Completed doctoral theses at the Eurpopean University Viadrina

 Datum / Thema Dissertation
Dr. Patrick Vetter

10.04.2017

Raum-Zeit-Modellirung der globalen CO2 Konzentration

Dr. Liubov Rabyk

30.01.2017

Design of EWMA Control Schemes for Long-Memory Processes

Dr. Daniel Ambach

30.11.2016

Nutzen und Chancen der Windenergie für Polen und Deutschland - ökonomische und politische Gesichtspunkte

Prof. Dr. Philipp Otto

17.11.2016

Spatial and Spatiotemporal Stochastic Processes - Modelling and Detection of Spatial Structural Breaks with Applications in Economics and Biometrics

Dr. Taras Lazariv 02.07.2015

New Approaches for Monitoring Time Series Data

Prof. Dr. Nestor Parolya 18.12.2013

Multi-Period and High-Dimensional Portfolio selection Problems

Dr. Robert Garthoff 17.04.2013

Monitoring Multivariate Nonliner Time Series

Dr. Sergiy Ragulin 14.02.2012

Sequential Control Procedures in Portfolio Mangement

Senior Associate at UniCredit Bank AG, Munich

Dr. Iryna Okhrin

13.07.2010

Surveillance of the optimal Portfolio composition

Prof. Dr. Ostap Okhrin 06.02.2008

Hierarchical Archimedian Copulas: Structure Determination, Properties, Applications

Prof. Dr. Taras Zabolotskyy 19.09.2007

Properties of Optimal Portfolio Weights and Their Characteristics

Prof. Dr. Roman Kozhan 09.03.2006

Portfolio Selection under the Choquet Expected Utility Model

Dr. Przemysław Śliwa    20.10.2005

Continuous Inspection Schemes for Monitoring Multivariate Linear and Nonlinear Time Series

Prof. Dr. Olha Bodnar

05.07.2005

CUSUM Control Charts for Multivariate Financial Time Series

Dr. Dobromir Tzotchev 02.06.2005

Sequential Surveillance of Continuous-Time Interest Rate Models

Prof. Dr. Taras Bodnar 08.11.2004

Optimal Portfolios in an Elliptical Model- Statistical Analysis and Tests for Efficiency

Prof. Dr. Yarema Okhrin

09.07.2004

Distributional Properties and Estimation of Optimal Portfolios

Prof. Dr. Vasyl Golosnoy

26.05.2004

Sequental Control of Portfolio Weights

Dr. Maciej Rosolowski 01.10.2003

Control Charts for the Mean and the Autocovariances of Financial Time Series

Dr. Bernd Schmid 11.07.2001

Pricing Credit Linked Financial Instruments - Theory and Empirical Evidence

Dr. Stefan Schipper 09.11.2000

Sequential Methods for Detecting Changes in the Volatility of Economic Time Series

Prof. Dr. Thomas Severin 10.06.1999

Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen

 

Completed doctoral thesis at the University Ulm

  Datum / Thema Dissertation
Dr. Holger Kramer

18.06.1997

On Control Charts for Time Series

Dr. Alexander Schöne 11.07.1997

Neue Entwicklungen der statistischen Prozesskontrolle

Dr. Thomas Flak 07.07.1992

Ausreißertests basierend auf Extremsummen und Methoden zur Ausreißeridentifikation bei Zeitreihen