The chair offers a series of lectures and seminars in mathematical statistics. The main courses are

Generalized Linear Models [MA3403]

The main topic of this course will be regression methods for non-normal response data. These generalized linear models (GLM) include regression models for binary, count, nominal and positive response data. Applications of these models can be found in finance, insurance, economics, medicine and biology. In addition to classical GLM's such as logistic, probit, Poisson, Gamma and log linear models, we will discuss extensions to adjust for overdispersion and models with random effects. Both theory and practice will be emphasized.

Statistik Grundlagen [MA2402]

Während sich die Wahrscheinlichkeitstheorie mit Modellen für unsichere Ereignisse und deren Aussagen beschäftigt, versucht die Statistik, Beobachtungen eines Zufallsmechanismus systematisch zusammenzufassen, um dadurch Rückschlüsse auf das zugrunde liegende Modell zu ziehen. Mögliche Aufgabenstellungen der Statistik können beispielsweise sein, die Zuverlässigkeit einer Maschine herauszufinden, ein Medikament auf seine Wirksamkeit zu testen, ... Weiterlesen

Time Series Analysis [MA3411]

A time series is a collection of observations, each of which is recorded at a specific time point. Such data sets are numerous, examples are the daily average temperature in Munich, the population growth of the last hundred years, the win/loss profile of a football club, the number of claims per month of an insurance company, or the price of a financial asset measured in milliseconds. The aim of this course is the development of mathematical tools and statistical methods to model and analyse such time series.
Read more

The complete list of current lectures and seminars can be found in the class schedule.