Deutsche Version
News

Job Position: The Institute for Mathematical Stochastics invites applications for the position of a Research Assistant and Lecturer to begin on October 1, 2013 . Applications should be send by June 1, 2013 (details).

Next talk in the Stochastics Colloquium:

05.06.2013, 11:15, Juan Juan Cai (TU Delft, The Netherlands)
"Estimation of the marginal expected shortfall: the mean when a related variable is extreme" (Abstract)

Next talk in the Colloquium "Stochastics in Practice":

31.05.2013, 14:15, Prof. Dr. Viktor Benes (Charles University, Prague)
"On dimension reduction of covariates in stochastic geometry models" (Abstract)

European Meeting of Statisticians: From 20 to 25 July 2013 there will be the 29th European Meeting of Statisticians in Budapest, Hungary (details).
Joint Statistical Meetings, Montréal: To celebrate the International Year of Statistics 2013 there are Joint Statistical Meetings (JSM) in Montréal from 3 to 8 August (details).
Conference on Structural Inference in Statistics, Potsdam: From 17. to 19. September the conference on Structural Inference in Statistics will be in Potsdam, Germany (details).
Pressemitteilung - Neue Emmy-Noether-Nachwuchsgruppe: (Details).

2013 International Year of Statistics: In recognition of the fundamental importance of the field of Statistics for society the year 2013 has been announced the International Year of Statistics. The Statistics year 2013 is an initiative of various international organizations, in particular of the International Statistical Institute.
Schmidt-Hieber
Dr. Johannes Schmidt-Hieber
Foto Dr. Johannes Schmidt-Hieber


Institut für Mathematische Stochastik


Goldschmidtstrasse 7
37077 Göttingen

Room:Raum 563, Gebaeude GZG: Goldschmidtstr. 3-5 (GZG)
Phone:+ 49 551 39 13508
Fax:+49 551 39 13505
Mail:schmidth@math.uni-goettingen.de
Curriculum vitae
1984 Born in Freiburg im Breisgau.
2003 -2004 Studies in Mathematics, Universität Freiburg.
2004 Abitur.
2004-2007 Studies in Mathematics, Universität Göttingen.
2005-2007 Scholarship of German National Academic Foundation (Studienstiftung des dt. Volkes).
2006-2007 Visiting Scholar at UC Davis.
2007-2010 PhD student, supervisor Prof. Dr. Axel Munk.
2007- 2008 Supported by SFB 755 "Nanoscale Photonic Imaging".
2008- 2010 Associate member of Graduate School "Identification in Mathematical Models".
2008- 2011 Supported by FOR 916 "Statistical Regularisation".
2010 Doctor in Mathematics (Doppelpromotion, summa cum laude), Institut für Mathematische Stochastik, Göttingen and Institut für mathematische Statistik und Versicherungslehre, Bern, Switzerland.
2011- 2013 DFG Research Fellowship for a two-year stay at Vrije Universiteit Amsterdam and ENSAE, Paris.
Since June 2011, I am at Vrije Uiversiteit Amsterdam. See also my homepage.
Related activities:
-Team leader and member of the jury at 16th International Mathematics Competition, Budapest 2009.
Awards:
-3rd prize at 13th International Mathematics Competition (IMC), Odessa 2006.
-3rd prize at 14th International Mathematics Competition (IMC), Blagoevgrad 2007.
-Oberwolfach Leibniz Graduate Students Grant for the Oberwolfach Workshop “Challenges in Statistical Theory: Complex Data Structures and Algorithmic Optimization”
Selected Talks:
-AIP Vienna 2009: "Minimax Estimation of the Volatility in High-Frequency Models Corrupted by Noise".
-Oberwolfach Workshop "Challenges in Statistical Theory" (together with A. Munk): "The Estimation of Different Scales in Microstructure Noise Models from a Nonparametric Regression Perspective ".
-FOR 916 meeting Bern, 2009: "The estimation of different scales in microstructure noise models from a nonparametric regression perspective ".
-Humboldt-Universität Berlin, Nov. 2009: "Nonparametric Volatility Estimation in Microstructure Noise Models."
-"Rencontres de statistiques mathematiques", Luminy 2009: "Nonparametric Volatility Estimation in Microstructure Noise Models."
-IISA-ISPS Joint Statistical Meeting, Visakhapatnam 2010: "Nonparametric Estimation of the Volatility Function in High-Frequency Models Corrupted by Noise".
-GOCPS 2010, Leipzig: " Nonparametric Volatility Estimation in Microstructure Noise Models".
-IMS 2010, Gothenburg: "Adaptive Estimation of the Instantaneous Volatility in Microstructure Noise Models".
-EMS 2010, Piraeus: "Adaptive Estimation of Volatility under Microstructure Noise".
-Fourier meets Wavelets, Karlsruhe, 2010: "Wavelet and Fourier Based Estimation of Volatility under Microstructure Noise".
-Universität Hamburg: "Nonparametric Methods for Spot Volatility Estimation under Microstructure Noise."
-Universität Heidelberg: "Nonparametric Methods for Spot Volatility Estimation under Microstructure Noise."
-CFE'10, London: "Nonparametric Spot Volatility Estimation in Microstructure Noise Models."
Publications