• 8010

    Kopernikusgasse 24 Graz

    Austria

Fingerprint Dive into the research topics where Institute of Statistics (5060) is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.

Mathematics

Time series
Weak Dependence
Functional Data
Functional Principal Component Analysis
Time Series Models
Functional Linear Model
Dependence Structure
Strong Invariance Principle
Piecewise Deterministic Markov Process
Berry-Esseen Bound
Gerber-Shiu Function
Sliced Inverse Regression
Regression Model
Reinsurance
Empirical Process
Principal Components
Stationary Sequences
Error Bounds
Multivariate Time Series
Uniform Bound
Independent Random Variables
Generalized Autoregressive Conditional Heteroscedasticity
Market Model
Dividend
Normal Approximation
Dependent
Swap
Discrete Fourier transform
Predictors
Multivariate Models
Dependent Data
Covariance Structure
Structural Change
Stationarity
Fault Detection
Econometrics
Approximation Methods
Central limit theorem
Smoothness
Inflation
Discrepancy
Convergence Rate
Two Parameters
Multiplicative
Dynamic Model
Logarithmic
Smoothing Techniques
Monitoring
Curve
Transaction Costs
GARCH Model
Regression
Multivariate GARCH
Optimal Stochastic Control
Dimension Reduction
Model
Moment
Trigonometric Sums
Optimal Strategy
Asymptotic Test
Insurance
Metric
Nonlinear Time Series
Decrease
Ruin Probability
Simulation Study
Financial Data
Selection Model
Model Fitting
Control Function
Costs
Penalty Function
Coefficient
Approximation
Ruin Theory
Parametric Model
Time Series Analysis
Theorem
Model Selection
Integro-partial Differential Equations
Volatility
Quantify
Serial Dependence
Continuous Time
Long-run
Cubature
Dimensionality
Hilbert space
Probability of Ruin
Monte Carlo Integration
Parameter Estimation
Quasi-Monte Carlo
Threshold Function
Risk Process
Existence and Uniqueness
Functional Model
Fundamental Frequency
Ellipticity
Requirements
Dimensionality Reduction