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Professor Dr. Yarema Okhrin

Address Universität Augsburg
Institut für Statistik und Mathematische Wirtschaftstheorie
Lehrstuhl für Statistik
Universitätsstraße 16
86159 Augsburg

ORCID-ID 0000-0003-4704-5233

Projects

As Applicant
- Current projects
  - Development of sequential statistical methods for detection and identification of changes in matrixvariate processes with application to image analysis, finance and network data. (Research Grants)
  - Empirical Similarity: estimation, multivariate extensions, and applications (Research Grants)
- Completed projects
  - Wishart Processes in Statistics and Econometrics: Theory and Applications (Research Grants)
  - Vine copula base modelling and forecasting of multivariate realized volatility time-series (Research Grants)

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