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Dr. Johannes Brutsche

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Address

Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)

Office: Room 228
Tel: +49 (0)761 / 203-5672
Fax: +49 (0)761 / 203 - 5661
E-Mail: johannes.brutsche@stochastik.uni-freiburg.de

 

Office hour

By appointment.

 

Research interests

  • Nonparametric statistics
  • Statistics for stochastic processes
  • Model missspecification
  • Fractional Brownian motion
  • Machine Learning

 

 

Publications 

  • Brutsche, J. and Rohde, A. (2022). Sharp adaptive similarity testing with pathwise stability for ergodic diffusions. (Preprint)

 

Teaching

 

Talks

  • 17.12.2021 FDM-Seminar, University of Freiburg
  • 10.03.2023 16th German Probability and Statistics Days, University Duisburg/Essen
  • 27.03.2023 DynStoch Conference, Imperial College London
  • 25.05.2023 41st Finnish Summer School on Probability and Statistics, Lammi
  • 02.08.2023 6th International Conference on Econometrics and Statistics, Waseda University, Tokyo (invited)

 

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