Wolfgang Wefelmeyer


Vita


June 30, 1949: Born in Haltern am See.


Research interests

Statistics for stochastic processes.


Employment

Since October 1, 2014: Retired.

November 1, 2003-September 30, 2014: Professor (C3) of Applied Mathematics (Mathematical Statistics), Mathematical Institute, University of Cologne, Germany.

August 30, 2002-May 21, 2003: Visiting Assistant Professor, Department of Mathematical Sciences, Binghamtom University, Binghamton, New York, USA.

April 1, 1994-October 31, 2003: Professor (C3) of Stochastics, Department of Mathematics, University of Siegen, Germany.

November 5, 1992-March 31, 1994: Akademischer Oberrat, Mathematical Institute, University of Cologne, Germany.

October 10, 1987-September 16, 1988: Visiting Associate Professor, Department of Mathematical Sciences, Johns Hopkins University, Baltimore, Maryland, USA. Supported by a Feodor Lynen grant of the Alexander von Humboldt foundation.

January 1, 1980-November 4, 1992: Akademischer Rat, Mathematical Institute, University of Cologne, Germany.

January 1, 1974-December 31, 1979: Wissenschaftlicher Assistent, Mathematical Institute, University of Cologne, Germany.


Education

December 12, 1991: Habilitation, Mathematics, University of Cologne, Germany.
February 3, 1979: Promotion, Mathematics, University of Cologne, Germany.
December 21, 1973: Diplom, Mathematics, University of Cologne, Germany.


Visits

September 30-October 6, 2010: Department of Mathematical Sciences, University of Copenhagen, Denmark.

April 8-22, 2016;   September 10-21, 2014;   October 9-30, 2011;   February 22-March 11, 2010;   August 7-19, 2009;   September 20-October 3, 2008;   August 27-September 10, 2007: Department of Statistics, Texas A&M University, College Station, Texas, USA.

June 3-15, 2007;   July 18-30, 2004: Mathematisches Forschungsinstitut Oberwolfach, Germany.
Research in Pairs with Anton Schick.

December 12-18, 2001: Department of Statistics, University of New South Wales, Sydney, Australia.

September 14-20, 2008;   October 24-November 2, 2003;   March 8-16, 2003;   February 28-March 14, 2002;   February 16-March 9, 2001: Department of Mathematics, Arizona State University, Tempe, Arizona, USA. Partially supported by the National Science and Engineering Research Council (NSERC), Canada.

March 31-April 5, 1996;   March 28-April 5, 1995: Department of Statistics, Florida State University, Tallahassee, Florida, USA.

April 23-May 4, 2016;   September 21-26, 2014;   October 30-November 10, 2011;   August 14-27, 2007;   March 8-19, 2006;   March 18-25, 2002;   March 9-23, 2001;   May 15-24, 1998;   August 13-20, 1992: Department of Mathematical Sciences, Binghamton University, New York, USA.

September 9-27, 1991: Mathematical Sciences Research Institute (MSRI), Berkeley, California, USA. Program Semiparametric Models and Survival Analysis.

February 13-April 14, 1991: Department of Statistics, Colorado State University, Fort Collins, Colorado, USA.

April 2-8, 2016;   November 10-16, 2011;   August 6-14, 2007;   February 22-March 16, 2000;   June 18-August 19, 1998;   March 10-May 15, 1998;   July 8-August 18, 1997;   July 5-31, 1996;   February 19-March 13, 1996;   July 19-August 16, 1995;   February 20-March 26, 1995;   July 14-August 30, 1994;   March 2-April 1, 1993;   July 24-September 7, 1992;   February 19-March 9, 1992;   September 27-October 21, 1991;   March 7-April 22, 1989;   August 23-September 16, 1988: Department of Mathematics, University of British Columbia, Vancouver, Canada. Partially supported by the National Science and Engineering Research Council (NSERC), Canada.

March 21-31, 1988: Faculty of Technical Mathematics and Informatics, Delft University of Techology, Delft, The Netherlands.


Editorial service

October 24, 2007-December 31, 2021: Associate Editor of Journal of Nonparametric Statistics.

November 23, 2005-December 30, 2009: Associate Editor of International Journal of Statistics and Management System.

June 11, 2002-September 30, 2007: Associate Editor of Statistics & Decisions.

July 12, 2000-October 28, 2023: Associate Editor of Statistical Inference for Stochastic Processes.

August 23, 1991-December 31, 1999: Associate Editor of Stochastic Processes and their Applications.

Reviewer for Mathematical Reviews.

Referee at various times for:

Acta Applicandae Mathematicae;
Annals of Applied Probability;
Annals of the Institute of Statistical Mathematics;
Annals of Statistics;
Applicable Analysis;
Bernoulli;
Canadian Journal of Statistics;
Communications in Statistics Theory and Methods;
Computational Statistics;
Computational Statistics and Data Analysis;
Electronic Journal of Statistics;
Extremes;
International Journal of Statistics and Management System;
International Statistical Review;
Journal of the American Statistical Association;
Journal of Inequalities and Applications;
Journal of Multivariate Analysis;
Journal of Nonparametric Statistics;
Journal of Applied Mathematics and Decision Sciences;
Journal of Probability and Statistics;
Journal of the Royal Statistical Society: Series B;
Journal of Statistical Planning and Inference;
Journal of Statistical Theory and Practice;
Journal of Time Series Analysis;
Kybernetika;
Mathematical Methods of Statistics;
Metrika;
Scandinavian Journal of Statistics;
Statistica Sinica;
Statistical Inference for Stochastic Processes;
Statistical Methodology;
Statistical Papers;
Statistics;
Statistics & Decisions;
Statistics & Probability Letters;
Stochastic Processes and their Applications;
Stochastics;
Stochastics and Stochastics Reports.


Memberships

Institute of Mathematical Statistics since 1984;
Bernoulli Society for Mathematical Statistics and Probability since 1988;
American Mathematical Society since 1988;
Deutsche Mathematiker-Vereinigung since 1988;
European Mathematical Society since 1991;
Fachgruppe Stochastik since 1993;
Verein zur Förderung des Mathematischen Forschungsinstituts Oberwolfach since 1997.

Elected member of the International Statistical Institute since 2005.


Conference organization

September 20-21, 2011: Studierendenkonferenz auf der Jahrestagung der Deutschen Mathematiker-Vereinigung, Cologne, Germany.
Organizers: S. Friedl, W. Wefelmeyer.

June 8-11, 2010: Stochastic Modeling Techniques and Data Analysis International Conference, Chania, Greece.
Member of Scientific Committee.

March 4-7, 2008: 8th German Open Conference on Probability and Statistics, Aachen, Germany.
Chair of section on curve estimation.

September 5-11, 1999: Jahrestagung der Deutschen Mathematiker-Vereinigung, Mainz, Germany.
Organizers of session on statistics: H. Dette, W. Wefelmeyer.

July 26-28, 1999: 10th INFORMS Applied Probability Conference, Ulm, Germany.
Organizer of session on inference for stochastic processes.

June 30-July 4, 1996: Stochastic Inference, Monte Carlo and Empirical Methods. AMS-IMS-SIAM Joint Summer Research Conference, Mount Holyoke College, South Hadley, Massachusetts, USA.
Organizers: I. W. McKeague (chair), P. E. Greenwood (cochair), S. Murphy, M. Phelan, W. Wefelmeyer.


Invited lectures

June 11-16, 2016: Third Conference of the International Society for Nonparametric Statistics,
Avignon, France.
Estimators for Markov chains with missing observations.

July 6-10, 2015: European Meeting of Statisticians, Amsterdam, Netherlands.
Estimation in nonparametric regression with discrete errors.

September 17-20, 2012: DMV Annual Meeting, Minisymposium on Nonparametric Statistics,
Saarbrücken, Germany.
Density estimators for invertible linear processes.

January 10-11, 2010: Advances in Statistical Science:
International Conference in Celebration of 90th Birth Anniversary of Professor C. R. Rao,
Kolkata, India.
Variance bounds for estimators in autoregressive models with constraints.

January 4-8, 2010: International Conference on Statistics, Probability, Operations Research, Computer Science and Allied Areas,
Visakhapatnam, India.
Nonstandard behavior of density estimators for functions of independent observations.

June 16-19, 2009: III International Symposium on Semi-Markov Models: Theory and Applications,
Cagliari, Italy.
Blockwise empirical likelihood and efficiency for semi-Markov processes.

May 15-16, 2009: Symposium on New Directions in Asymptotic Statistics, Athens, Georgia, USA.
Efficient estimators in nonlinear and heteroscedastic autoregressive models with constraints.

May 12-13, 2005: Francqui Foundation Workshop, Brussels, Belgium.
Efficient estimators in semiparametric time series models.

August 19-23, 2002: 24th European Meeting of Statisticians, Prague, Czech Republic.
Plug-in estimators for time series and regression models.

December 19-21, 2001: International Conference on Statistics, Combinatorics and Related Areas
and the Eighth International Conference of the Forum for Interdisciplinary Mathematics,
Wollongong, Australia.
Autoregression, estimating functions, and optimality criteria.

May 15-19, 2000: XXXIIèmes Journées de Statistique, Fès, Maroc.
Efficient estimators for semiparametric autoregressive models.

May 10-12, 2000: Symposium on Inference for Stochastic Processes, Athens, Georgia, USA.
Plug-in estimators in semiparametric stochastic process models.

July 26-28, 1999: 10th INFORMS Applied Probability Conference, Ulm, Germany.
Nonparametric estimators for random fields.

August 23-28, 1998: Prague Stochastics '98, Prague, Czech Republic.
Judging MCMC estimators by their asymptotic variance.

November 13-15, 1996: AIO Meeting, Arnhem, The Netherlands.
Efficient estimation in Markov chain models.

June 30-July 4, 1996: Stochastic Inference, Monte Carlo and Empirical Methods.
AMS-IMS-SIAM Joint Summer Research Conference,
Mount Holyoke College, South Hadley, Massachusetts, USA.
Information bounds for Gibbs samplers.

March 21-23, 1996: Symposium on Estimating Functions, Athens, Georgia, USA.
Quasi-likelihood models for Markov chains.

March 26-28, 1995: 237th Meeting of the IMS, Birmingham, Alabama, USA.
Outperforming empirical estimators for Gibbs samplers.

August 9-13, 1992: 55th Annual Meeting of the IMS, Boston, Massachusetts, USA.
Estimating functions and efficiency for stochastic processes.

September 2-6, 1991: 19th European Meeting of Statisticians, Barcelona, Spain.
Efficient estimation in filtered models.

May 27-30 1991: XXIIIèmes Journées de Statistique, Strasbourg, France.
Efficiency of estimators based on life history data.


Talks at workshops

July 4, 2014: Zehntes Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, Germany.
Dichteschätzer in Integralfunktionalen, in Regressionsmodellen mit diskreten Kovariablen und unter punktweisen Nebenbedingungen.

June 27, 2012: Achtes Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, Germany.
Effiziente Schätzer in Zeitreihen mit zufällig fehlenden Beobachtungen.

June 7-9, 2012: Statistical Methods for Dynamical Stochastic Models (DYNSTOCH 2012), Paris, France.
Density estimators for invertible linear processes.

December 9, 2010: Siebtes Kölner und Düsseldorfer Oberseminar über Stochastik, Düsseldorf, Germany.
Das Verhalten von Schätzern in falsch spezifizierten Regressionsmodellen.

June 16-19, 2010: International Conference DYNSTOCH Meeting, Angers, France.
Non-standard behavior of density estimators for functions of independent observations.

December 3, 2009: Fünftes Kölner und Düsseldorfer Oberseminar über Stochastik, Düsseldorf, Germany.
Schätzer in heteroskedastischen nichtlinearen autoregressiven Modellen mit zusätzlichen strukturellen Annahmen.

January 30, 2009: Viertes Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, Germany.
Dichteschätzer für stationäre Zeitreihen mit unabhängigen Innovationen.

January 18, 2008: Zweites Kölner und Düsseldorfer Oberseminar über Stochastik, Köln, Germany.
Ungewöhnliche Konvergenzraten von Dichteschätzern für Funktionen unabhängiger Zufallsvariablen.

September 12-13, 2006: 17th Scientific Statistical Seminar Wroclaw-Marburg, Köln, Germany.
Efficient prediction in linear time series.

June 8-10, 2006: Workshop on Statistical Methods for Dynamical Stochastic Models, Mainz, Germany.
Estimating the stationary density of linear time series.

January 6-8, 2005: Statistique Asymptotique des Processus Stochastiques V, Le Mans, France.
Imputing responses that are not missing.

June 3-5, 2004: Workshop on Statistical Methods for Dynamical Stochastic Models (DYNSTOCH 2004), Copenhagen, Denmark.
Root n consistent density estimation.

September 22-23, 2003: Probability, Statistics and Modelling in Public Health, Workshop in Honor of Marvin Zelen, Bordeaux, France.
Imputing responses that are not missing.

August 31-September 6, 2003: Resampling Methods for Checking Models and Statistical Hypotheses, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Efficient prediction in nonlinear autoregressive models.

May 22-24, 2003: 4th Workshop on Statistical Methods for Dynamical Stochastic Models (DYNSTOCH 2003), Helsinki, Finland.
Efficient prediction for nonlinear autoregressive models.

May 19-21, 2002: Workshop on Statistical Inference for Stochastic Processes (DYNSTOCH 2002), Cartagena, Spain.
Plug in estimators in autoregressive models and regression.

December 7-8, 2000: Statistique Asymptotique des Processus Stochastiques III, Le Mans, France.
Estimating stationary laws of linear processes by infinite-order U-statistics.

May 27-29, 1999: Workshop on Statistics of Stochastic Processes, Munzingen, Germany.
Estimators for Markov chain models.

March 7-13, 1999: Tagung über Mathematische Stochastik (Finance and Statistics), Mathematisches Forschungsinstitut Oberwolfach, Germany.
Efficient estimators in autoregressive models.

March 1-7, 1998: Tagung über Mathematische Stochastik, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Efficient estimators for semiparametric time series.

September 12-13, 1997: Mathematisches Kolloquium über Wirtschaftsmathematik und Stochastik, Rostock, Germany.
Statistische Bewertung von Markov-Ketten-Monte-Carlo-Verfahren.

June 30-July 5, 1997: Workshop on Semiparametrics and Time Series, Leiden, The Netherlands.
Judging Markov Chain Monte Carlo by statistical criteria.

April 24-26, 1997: Workshop on Statistical Inference for Stochastic Processes, Rennes, France.
Information bounds for Gibbs samplers.

April 29-May 3, 1996: Workshop on Statistical Inference for Stochastic Processes, Sandbjerg, Denmark.
Regression models for Markov chains.

February 9, 1996: Mini-Workshop on Semi- and Non-Parametric Estimation, Tilburg, The Netherlands.
Quasi-likelihood regression models for Markov chains.

November 8-9, 1995: Mini-Kolloquium über Statistik stochastischer Prozesse, Bonn.
Estimators based on Gibbs samplers.

December 11-17, 1994: Meeting on Asymptotics for High-Dimensional Statistical Models, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Improved use of the Gibbs sampler.

September 5-10, 1994: Workshop on Stochastics and Finance, Berlin, Germany.
Factoring the likelihood of regression models for stochastic processes.

January 26-28, 1994: Workshop on Statistics for Stochastic Processes, Paris, France.
Quasi-likelihood models and optimal inference.

December 13-19, 1992: Meeting on Asymptotic Statistics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Quasi-likelihood models and efficient estimation.

August 19-21, 1991: Postgraduate Course on Recent Developments in Asymptotic Statistics, Helsinki, Finland.
Efficiency in filtered statistical models.

December 1-7, 1991: Meeting on Statistics for Stochastic Processes, Mathematisches Forschungsinstitut Oberwolfach, Germany.
An optimality property of the maximum likelihood estimator in misspecified models.

March 11-17, 1990: Meeting on Mathematical Stochastics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Efficient estimation in partially specified semimartingale models.

December 11-17, 1988: Meeting on Martingale Methods in Statistics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Efficient nonparametric maximum likelihood estimators for partially specified models.

March 8-14, 1987: Meeting on Mathematical Stochastics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Estimation of functionals in the independent, not identically distributed case.

March 9-15, 1986: Meeting on Mathematical Stochastics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
Regularity of estimator-sequences for real valued functionals.

November 20-26, 1977: Meeting on Asymptotic Methods in Statistics, Mathematisches Forschungsinstitut Oberwolfach, Germany.
1. An asymptotically complete class of tests.
2. A third order optimum property of the maximum likelihood estimator.


Seminar talks

July 2, 2018: Fakultät für Mathematik, Ruhr-Universität Bochum, Germany.
Estimators for periodically or randomly observed Markov chains.

April 26, 2016: Department of Mathematical Sciences, Binghamton University, New York, USA.
Density estimators in regression models with errors in covariates.

April 15, 2016: Department of Statistics, Texas A&M University, USA.
Estimators for Markov chains with missing observations.

April 7, 2016: Department of Statistics, University of British Columbia, Canada.
Estimators for Markov chains with missing observations.

March 20, 2014: European Center for Advanced Research in Economics and Statistics, Brussels, Belgium.
Nonstandard behavior of density estimators for functions of independent observations.

November 16, 2012: Fachbereich Mathematik, Universität Hamburg, Germany.
Nonregular convergence rates for estimators in regression models.

November 15, 2011: Department of Statistics, University of British Columbia, Canada.
Non-standard behavior of density estimators for functions of independent observations.

November 3, 2011: Department of Mathematical Sciences, Binghamton University, New York, USA.
Non-standard behavior of density estimators for functions of independent observations.

October 1, 2010: Department of Mathematical Sciences, University of Copenhagen, Denmark.
Estimators for nonparametric models with conditional constraints.

August 30, 2007: Department of Statistics, Texas A&M University, USA.
Non-standard behavior of density estimators for sums of squares.

August 23, 2007: Department of Mathematical Sciences, Binghamton University, New York, USA.
Non-standard behavior of density estimators for sums of squares.

June 29, 2007: Mathematisches Institut, Universität zu Köln, Germany.
Einige paradoxe Ergebnisse der asymptotischen Statistik.

March 16, 2006: Department of Mathematical Sciences, Binghamton University, New York, USA.
Partially observed Markov chains.

December 1, 2005: Institut für Mathematik, Universität Mainz, Germany.
Schätzen in partiell beobachteten Zeitreihen.

December 17, 2004: Mathematisches Institut, Heinrich-Heine-Universität Düsseldorf, Germany.
Einige paradoxe Ergebnisse der semiparametrischen Statistik.

November 25, 2004: Mathematisches Institut, Universität zu Köln, Germany.
Effiziente Schätzer für Zeitreihen.

January 28, 2004: CentER, Tilburg University, Netherlands.
Root n consistent estimators for densities and conditional expectations in time series.

December 4, 2003: Mathematisches Institut, Universität zu Köln, Germany.
Optimale Schätzer in Regressionsmodellen mit unvollständig beobachteten Zielvariablen.

October 22, 2003: European Center for Advanced Research in Economics and Statistics, Brussels, Belgium.
Exploiting independence of innovations in time series.

October 17, 2003: Institut de statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
Exploiting independence of innovations in time series.

April 23, 2003: Department of Statistical Science, Cornell University, Ithaca, New York.
Efficient prediction for nonlinear autoregressive processes.

January 8, 2003: Mathematisches Institut, Universität zu Köln, Germany.
Schätzen in Zeitreihen mit unabhängigen Innovationen.

November 15, 2002: Department of Food and Resource Economics, University of Delaware, Delaware, USA.
Optimal estimators for semiparametric time series models.

November 7, 2002: Department of Mathematical Sciences, Binghamton University, New York, USA.
Imputing responses that are not missing.

March 21, 2002: Department of Mathematical Sciences, State University of New York at Binghamton, New York, USA.
Plug-in estimators for regression models and time series.

March 7, 2002: Department of Mathematics, Arizona State University, Tempe, Arizona, USA.
Plug-in estimators for regression models and time series.

December 12, 2001: Department of Statistics, University of New South Wales, Sydney, Australia.
Estimators for semiparametric models using U-statistics.

October 24, 2001: CentER, Tilburg University, Netherlands.
Estimators for time series based on U-statistics.

March 22, 2001: Department of Mathematical Sciences, State University of New York at Binghamton, New York, USA.
Statistics applied to MCMC.

March 6, 2000: Peter Wall Institute for Advanced Studies, Vancouver, Canada.
Statistical analysis of stochastic resonance in a threshold detector.

November 19, 1999: Mathematical Institute, University of Giessen, Germany.
Schätzen der Fehlerverteilung in (Auto-)Regressionsmodellen.

October 20, 1999: Statistical Institute, University of Bremen, Germany.
Die räumliche Ausbreitung von Epidemien.

March 1, 1998: Department of Statistics, University of British Columbia, Vancouver, Canada.
Judging MCMC estimators by their asymptotic variance.

January 1, 1998: Faculty of Mathematics and Informatics, University of Würzburg, Germany.
Effiziente Schätzer für Zeitreihen.

December 16, 1997: Faculty of Mathematics, University of Paderborn, Germany.
Effizienz empirischer Schätzer für Zufallsfelder mit lokalen Interaktionen.

December 3, 1997: Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, Germany.
Efficient estimation in Markov chain models.

June 13, 1997: Statistics Seminar, ETH Zurich, Switzerland.
Statistische Bewertung von Markov-Ketten-Monte-Carlo-Verfahren.

December 6, 1996: Institute of Statistics, Université Libre, Brussels, Belgium.
Estimating stationary laws of time series.

April 4, 1995: Department of Statistics, Florida State University, Tallahassee, Florida, USA.
Asymptotically optimal estimation in misspecified time series models.

November 27, 1993: Department of Mathematics, University of Mainz, Germany.
Symmetries of the Gibbs sampler and improved estimators.

October 18, 1993: Institute for Insurance Mathematics and Mathematical Statistics, University of Stockholm, Sweden.
Improved use of the Gibbs sampler.

July 9, 1993: Department of Mathematics, University of Potsdam, Germany.
On the optimal use of the Gibbs sampler.

January 25, 1993: Mathematical Institute, University of Oslo, Norway.
Quasi-likelihood models and efficient estimation.

August 17, 1992: Department of Mathematical Sciences, State University of New York at Binghamton, New York, USA.
Efficient empirical estimators for Markov chains.

June 16, 1992: Mathematical Seminar, University of Kiel, Germany.
Efficient empirical estimators for Markov chains.

May 19, 1992: Department of Mathematics, University of Siegen, Germany.
On the efficiency of empirical estimators for Markov processes.

February 10, 1992: Mathematical Institute, University of Oslo, Norway.
The maximum likelihood estimator in misspecified models.

December 16, 1991: Mathematical Institute, University of Düsseldorf, Germany.
Efficient estimation in misspecified models.

21. November 1991: Institute for Stochastics, Humboldt University, Berlin, Germany.
Efficient estimation in misspecified models.

October 8, 1991: Department of Statistics and Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, Canada.
Efficient estimation for filtered models.

March 26, 1991: Department of Statistics, Colorado State University, Fort Collins, Colorado, USA.
Efficient estimation for stochastic processes.

January 25, 1990: Institute for Applied Mathematics, University of Heidelberg, Germany.
Efficient estimation for stochastic processes.

January 14, 1989: Department of Statistics, University of British Columbia, Vancouver, Canada.
Efficient nonparametric maximum likelihood estimators for partially specified filtered models.

February 17, 1988: Department of Statistics, University of Michigan, Ann Arbor, Michigan, USA.
Efficient estimation of integrated intensity functions.

February 16, 1988: Department of Statistics and Probability, Michigan State University, East Lansing, Michigan, USA.
Nonparametric maximum likelihood estimation of functionals.

December 16, 1987: Department of Biostatistics, School of Hygiene and Public Health, Johns Hopkins University, Baltimore, Maryland, USA.
Nonparametric maximum likelihood estimation of functionals.

November 19, 1987: Department of Mathematical Sciences, State University of New York at Binghamton, New York, USA.
Estimation of mixing distributions.

October 29, 1987: Department of Mathematical Sciences, Johns Hopkins University, Baltimore, Maryland, USA.
Estimating functionals in the i.n.i.d. case.

January 16, 1987: Mathematical Institute, University of Giessen, Germany.
Asymptotic efficiency of estimators for finite-dimensional functionals.


Contributed talks

March 6-9, 2012: Stochastik-Tage, Mainz, Germany.
Nonstandard behavior of density estimators for functions of independent observations.

June 7-10, 2011: Applied Stochastic Models and Data Analysis, Rome, Italy.
The behavior of estimators in misspecified regression models.

June 8-11, 2010: Stochastic Modeling Techniques and Data Analysis International Conference, Chania, Crete, Greece.
Non-standard behavior of density estimators for functions of independent observations.

August 1-6, 2009: Joint Statistical Meetings, Washington, DC, USA.
Density estimators for invertible linear processes.

May 4-7, 2008: 8th German Open Conference on Probability and Statistics, Aachen, Germany.
Estimators for alternating nonlinear autoregression.

May 29-June 1, 2007: 12th International Conference on Applied Stochastic Models and Data Analysis, Chania, Crete, Greece.
Inference for alternating time series.

March 27-30, 2007: Statistik unter einem Dach, Bielefeld, Germany.
Root-$n$ consistent density estimators for invertible linear processes.

May 29-31, 2006: International Conference on Statistical Models for Biomedical and Technical Systems, Limassol, Cyprus.
Estimators for partially observed Markov chains.

March 21-24, 2000: Hamburger Stochastik-Tage 2000, Hamburg, Germany.
Estimating the innovation distribution in nonlinear autoregression.

August 10-18, 1999: 52nd Session of the International Statistical Institute, Helsinki, Finland.
1. Efficient estimators for semiparametric Markov chain models.
2. Discussant of Invited Paper Meeting on semiparametric models for dependent data.

July 5-11, 1998: 25th Conference on Stochastic Processes and Their Applications, Corvallis, Oregon, USA.
Improving empirical estimators for finite range Gibbs fields.

August 21-25, 1995: 21st European Meeting of Statisticians, Aarhus, Denmark.
Exploiting local interactions for improved use of the Gibbs sampler.

February 16-17, 1994: Nordrhein-Westfälisches Kolloquium über Mathematische Statistik, Bonn, Germany.
Symmetries of the Gibbs sampler and improved estimators.

September 13-16, 1993: Marburger Stochastik-Tage, Marburg, Germany.
Optimal use of the Gibbs sampler.

September 4-9, 1993: Fifth Prague Symposium on Asymptotic Statistics, Prague , Czech Republic.
Improving maximum quasi-likelihood estimators.

August 25-September 2, 1993: 49th Session of the International Statistical Institute, Florence, Italy.
Quasi-likelihood models and optimal inference.

June 21-25, 1993: 22nd Conference on Stochastic Processes and Their Applications, Amsterdam, The Netherlands.
Nonparametric estimators for semi-Markov processes.

September 14-18, 1992: 20th European Meeting of Statisticians, Bath, England.
Efficient empirical estimators for Markov step processes.

February 17-18, 1992: Nordrhein-Westfälisches Kolloquium über Mathematische Statistik, Aachen, Germany.
Estimation in misspecified models.

August 13-16, 1991: Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku/Abo, Finland.
Estimating functions and efficiency in a filtered model.

June 26-30, 1991: Meeting on Asymptotic Statistical Methods, Siegen, Germany.
Estimating functions and efficiency in a filtered model.

August 13-18,1990: 2nd World Congress of the Bernoulli Society and 53rd Annual Meeting of the IMS, Uppsala, Schweden.
Partially specified filtered models and efficiency.

June 21-22, 1990: Nordrhein-Westfälisches Kolloquium über Mathematische Statistik, Duisburg, Germany.
Partially specified models and efficiency.

July 6-9, 1989: Meeting on Asymptotic Statistical Methods, Dortmund, Germany.
Efficient nonparametric estimation for stochastic processes.

August 14-18, 1988: 51th Annual Meeting of the IMS, Fort Collins, Colorado, USA.
Efficient estimation for filtered models.

July 2-5, 1987: Zweite Bayreuther Statistiktagung, Bayreuth, Germany.
The power of tests against composite alternatives.

September 14-20, 1986: Sixth Pannonian Symposium on Mathematical Statistics, Bad Tatzmannsdorf, Austria.
Testing hypotheses on independent, not identically distributed models.

July 5-7, 1985: Bayreuther Statistiktagung, Bayreuth, Germany.
Local asymptotic normality with rates.

May 20-24, 1985: Fifth Pannonian Symposium on Mathematical Statistics, Visegrad, Hungary.
Local asymptotic normality with rates.

August 21-25, 1978: 11th European Meeting of Statisticians, Hradec Kralove, Czechoslovakia.
A third order envelope power function for tests in the presence of nuisance parameters.


Further meetings

March 13, 2023: Recent Global Challenges in Insurance, International Symposium in Honour of Hanspeter Schmidli's 60th Birthday, Cologne, Germany.

July 21-22, 2017: International Workshop on Non- and Semiparametric Statistics, Düsseldorf, Germany.

June 12-16, 2014: 2nd Conference of the International Society of NonParametric Statistics, Cádiz, Spain.

May 3, 2013: Neuntes Kölner und Düsseldorfer Oberseminar über Stochastik, Düsseldorf, Germany.

September 19-22, 2011: Jahrestagung der Deutschen Mathematiker-Vereinigung, Köln, Germany.

July 15, 2010: Sechstes Düsseldorfer und Kölner Oberseminar über Stochastik, Köln, Germany.

October 8-10, 2009: DYNSTOCH 2009, Berlin, Germany.

June 20, 2008: Drittes Düsseldorfer und Kölner Oberseminar über Stochastik, Düsseldorf, Germany.

December 6-8, 2007: Copulae: Theory and Practice, Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany.

June 21, 2007: Erstes Düsseldorfer und Kölner Oberseminar über Stochastik, Düsseldorf, Germany.

June 13-16, 2001: Colloque DYNSTOCH, Statistical Methods for Dynamical Stochastic Models (DYNSTOCH 2001), Paris, France.

September 21-23, 2000: First Workshop on Statistical Methods for Dynamical Stochastic Models (DYNSTOCH 2000), Padova, Italy.

February 17-18, 1999: Nordrhein-Westfälisches Kolloquium über Mathematische Statistik (Stochastik), Düsseldorf, Germany.

August 11-15, 1997: Workshop on Stochastic Partial Differential Equations, Vancouver, Canada.

August 4-9, 1997: Workshop on Stochastic Non-Linear Dynamics, Vancouver, Canada.

July 30-August 1, 1997: Third International Probability Symposium, Park City, Utah, USA.

July 28-31, 1997: 60th Annual Meeting of the IMS, Park City, Utah, USA.

March 18-19, 1997: Nordrhein-Westfälisches Kolloquium über Mathematische Statistik (Stochastik), Cologne, Germany.

November 11-13, 1996: Lunteren Meeting, Lunteren, The Netherlands.

March 14-16, 1996: Seminar on Stochastic Processes, Durham, North Carolina, USA.

August 28-September 1, 1995: Workshop on Probability and Physics, Renkum, The Netherlands.

December 10, 1993: Symposium über Mathematische Statistik, Vienna, Austria.

August 8-12, 1990: Research Workshop on Spread of Epidemics: Stochastic Modelling and Data Analysis, Skokloster, Sweden.

November 13-15, 1989: 18th Lunteren Meeting, Lunteren, The Netherlands.

August 17-19, 1988: Symposium on Probability and its Applications, Fort Collins, Colorado, USA.

November 12-14, 1984: Lunteren Meeting, Lunteren, The Netherlands.

September 3-7, 1984: 16th European Meeting of Statisticians, Marburg, Germany.

December 11-17, 1983: Meeting on Asymptotic Statistics, Mathematisches Forschungsinstitut Oberwolfach, Germany.

September 19-23, 1983: Meeting of the Deutsche Mathematiker-Vereinigung, Cologne, Germany.

March 28-April 3, 1982: Meeting on Mathematical Stochastics, Mathematisches Forschungsinstitut Oberwolfach, Germany.

August 31-September 4, 1981: 14th European Meeting of Statisticians, Wroclaw, Poland.

November 20-21, 1980: Meeting on Density Estimation and Related Topics, Siegen, Germany.

September 8-12, 1980: 13th European Meeting of Statisticians, Brighton, England.

September 3-7, 1979: 12th European Meeting of Statisticians, Varna, Bulgaria.

November 10-16, 1974: Meeting on Asymptotic Methods in Statistics, Mathematisches Forschungsinstitut Oberwolfach, Germany.

June 24-29, 1974: Colloquium on Limit Theorems of Probability Theory and Statistics, Keszthely, Hungary.


Created: 30 August 1996,   last updated: 28 October 2023.