RTG 1953, Universities of Heidelberg and Mannheim

The universities of Heidelberg and Mannheim offer an ideal scientific framework for an RTG with its research aims. The consortium consists of six researchers with expertise in its research fields. They are strongly linked into international research in nonparametrics, high- dimensional models, time series analysis and diffusion models. The members of the consortium are working on high-dimensional and on non-parametric models, on time series analysis, on spatio-temporal processes and in financial mathematics as well as on diffusion models.

The RTG has a broad view of mathematical statistics and its research is motivated by different strands of scientific discussion contexts. It sees it as an essential point that in the programme discrete time, continuous-time models and spatial processes are included at the same time. The study of these fields allows the doctoral researchers a deeper mathematical view and the differences in the mathematics and statistics of the fields offer a high potential for future research. In addition the scientific programme contains many computational aspects. This concerns for example mathematical theory on algorithms for statistical procedures, considerations about their practical implementation, some questions on the simulation of diffusion processes and algorithms for the calculation of estimators in time series analysis.