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My name is Bennet Ströh and I am a postdoctoral researcher at the Department of Mathematics at Imperial College London and research associate at the Alan Turing Institute working with Professor Almut Veraart and Professor Axel Gandy. I am mainly interested in stochastic modeling of time series and spatio-temporal data using stochastic processes and random fields.
Stochastic modeling of time series and spatio-temporal data
Statistical methods for stochastic processes and random fields
Non-stationary stochastic models
Lévy-driven stochastic models
Dependence measures and limit theorems
Postdoctoral researcher at the Department of Mathematics. Research on various topics in applied and mathematical statistics. In particular:
Doctoral researcher at the Institute of Mathematical Finance. Research in the areas: mathematical statistics, probability theory, time-series analysis and stochastic calculus. In particular I worked on
Main tasks include:
Staffed at a leading german electric utility company. Project goal was to validate an update in the companies solution for regulatory reporting of OTC gas and power contracts in the framework of the European Market Infrastructure Regulation (EMIR). In particular I fulfilled the following tasks:
We obtain central limit theorems for stationary random fields employing a novel measure of dependence called θ-lex weak dependence. Our general results apply to mixed moving average fields (MMAF in short) and ambit fields.
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