Michael Hoffmann

Dr. Michael Hoffmann

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

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

Publications

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.

Submitted:

Hoffmann, M., Vetter, M. and Dette, H. (2016). Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes. (PDF).

Books

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

Theses

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