Dipl.-Math. oec. Florian Schwaiger
Area of
work:
mathematical and applied statistics
Research interests:
- model selection in hidden Markov- and mixture models
- modeling financial time series with focus on time-dependence of volatility
- implementation in R
R packages:
I participated in the development of the following R packages, for
download and detailed descriptions see: released packages of
our workgroup.
- SwitchingVolatility: parameter estimation, testing und simulation in hidden Markov models with state dependent normal distributions.
- bimodalitytest, silvermantest und qLRT: packages to test several hypotheses.
- pGME: penalized gaussian mixture estimation.
Teaching:
- winter term 2011/2012
- summer term 2011
- winter term 2010/2011
Contact:
Room 06 A12
Tel: +49 6421 28 25405
Fax: +49 6421 28 25469
E-Mail: schwaige@mathematik.uni-marburg.de
Secretary's office:
Fax: +49 6421 28 25469
E-Mail: schwaige@mathematik.uni-marburg.de
Secretary's office:
Ms. M. Bauerbach, 07 A06
