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Author |
|
| Name | Staud, Torben |
| Research field | Mathematics |
| Career stage | doctoral researcher |
| Home university/institution | Ruhr-Universität Bochum (RUB) |
| Department/Research unit at home university/institution | Mathmatics |
| Chair/Working group at home institution | Chair of Mathematical Statistics |
International activity |
|
| Country | Belgium |
| Location | Louvain-la-Neuve |
| University | Université catholique de Louvain |
| Fund Research School | PR.INT |
| Type of activity | research stay |
| Period |
starts 02-02-2024 ends 17-03-2024 |
| Keywords | Mathematical Statistics, Extreme Value Statistics, Bootstrap, Maximum Likelihood Estimation, time-series |
| Report | Professor Johan Segers is a renowned statistician working in extreme value statistics among other things at the Institute of Statistics, Biostatistics, and Actuarial Sciences (ISBA), Université catholique de Louvain. The aim of my research stay was to obtain results regarding bootstrapping for extremes and estimation theory for non-stationary extremes, which verify the statistical methodology used in applications, e.g., climatology. In order to reach this goal, I worked closely with Professor Segers and his team. Furthermore, I attended research seminars organized by the ISBA. During the stay, we were able to prove the strong consistency of Maximum Likelihood Estimators in non-regular statistical models. Additionally, we gained valuable insights about bootstrapping sliding block maxima. It is planned to include these results in two publications within scientific journals, which then constitute a major part of my PhD thesis. Altogether, the research stay and collaboration with Professor Segers were productive, educational, and enjoyable. I am very grateful for the opportunity given by PR.INT and the support of Professor Segers and my advisor Professor Bücher. |