Gastgeber*innen während der Förderung
| Prof. Dr. Wolfgang Härdle | Institut für Statistik und Ökonometrie, Humboldt-Universität zu Berlin, Berlin |
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| Prof. Dr. Wolfgang Härdle | School of Business and Economics, Humboldt-Universität zu Berlin, Berlin |
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| Beginn der ersten Förderung | 01.06.2020 |
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Projektbeschreibung der*des Nominierenden
| Professor Wu is an international leader in the study of large sample theory for time dependent data. He introduced the functional dependence measure concept, which enables a systematic theoretical framework for such an asymptotic theory. He designed fast online algorithms to compute statistics of time series. In Germany, he works on topics in high dimensional non-stationary time dependent data. |
