Dr. Michael Hoffmann


Ruhr-Universitaet Bochum
Department of Mathematics
Institute of Statistics
Wasserstrasse 223, Room 1.38
D-44799 Bochum

Tel.: +49 (0)234 / 32 23038
Fax: +49 (0)234 / 32 14559

E-Mail: michael.hoffmann@ruhr-uni-bochum.de

Office hours

By appointment

Research interests

Statistics for stochastic processes


Hoffmann, M., Vetter, M. and Dette, H. (2018+). Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes. To appear in: Stochastic Processes and their Applications.

Bücher, A., Hoffmann, M., Vetter, M. and Dette, H. (2017). Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Bernoulli, Vol. 23(2), 1335-1364.

Hoffmann, M. and Vetter, M. (2017). Weak convergence of the empirical truncated distribution function of the Lévy measure of an Ito semimartingale. Stochastic Processes and their Applications, Vol. 127(5), 1517-1543.


Hoffmann, M.: (2018). On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process. arXiv:1802.08658


Stochastische Integration - Eine Einführung in die Finanzmathematik, 2016.
BestMasters - Springer, ISBN 978-3-658-14131-8.


Nonparametric change-point inference for the jump-behaviour of time-continuous processes
PhD Thesis Mathematics, Ruhr-Universität Bochum, 2017