Prof. Dr. Jürgen Franke

Jürgen Franke is heading the research group Applied Mathematical Statistics at the University of Kaiserslautern, Germany. The activities of the group center around estimation, forecasting, testing and classification as well as model selection and validation in the context of nonlinear regression, time series and spatial stochastic processes. The main models and methods under investigation are nonlinear models for financial time series, nonparametric estimation of trend and volatility functions using local smoothing (e.g. kernel estimates, wavelets) and global approximation (e.g. neural networks), extreme value theory for time series with applications in risk management, non-stationary time series models with slowly varying dependence structure resp. sudden changes in the generating mechanism, Markov random fields on lattices as image models and image denoising in the presence of correlated noise. Additional to fundamental mathematical research, a wide spectrum of applied topics from engineering, finance and environmental subjects is covered, too. Jürgen Franke is member of the DFG special interest group SPP 1114 "Mathematical Methods of Time Series Analysis and Digital Image Processing", spokesman of the graduate college "Mathematics and Practice", and co-editor of "Journal of Time Series Analysis", "Statistics & Decision" and "Computational Statistics".

Personal Homepage

http://www.mathematik.uni-kl.de/~franke/

Project Participation

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r11 - 30 Apr 2007 - NicoleRauch