Stefan Birr

Stefan Birr

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Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
44780 Bochum
Deutschland

Gebäude NA 3/76
Tel.: +49 (0)234 / 32 28330
Fax: +49 (0)234 / 32 14559

E-Mail: stefan.birr@ruhr-uni-bochum.de



Office hours:

By appointment

Research Interests:

Time series

Publications

Birr, S., Volgushev, S., Kley, T., Dette H. and Hallin, M. (2017+). Quantile spectral analysis for locally stationary time series. To appear in: Journal of the Royal Statistical Society, Ser. B.

Submitted:

Birr, S., Dette, H., Hallin, M., Kley, T. and Volgushev, S. (2016). On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities. (PDF)