Stochastic Models, Statistics and Their Applications

Dresden, Germany, March 2019

  • Ansgar Steland
  • Ewaryst Rafajłowicz
  • Ostap Okhrin
Conference proceedings SMSA 2019

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 294)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Plenary Lectures

    1. Front Matter
      Pages 1-1
    2. Winfried Stute
      Pages 3-11
    3. Irène Gijbels, Rezaul Karim, Anneleen Verhasselt
      Pages 13-40
    4. Mathias Mørck Ljungdahl, Mark Podolskij
      Pages 41-56
  3. Theory and Related Topics

    1. Front Matter
      Pages 57-57
    2. Eckhard Liebscher
      Pages 111-120
    3. Zdeněk Hlávka, Marie Hušková
      Pages 143-155
    4. Boris Darkhovsky, Alexandra Piryatinska
      Pages 157-176
    5. Qinghua Liu, Rui Zhang, Yao Xie
      Pages 177-192
    6. Christian H. Weiß
      Pages 239-250
  4. Stochastic Models, Methods and Simulations

    1. Front Matter
      Pages 267-267
    2. Jan Pablo Burgard, Joscha Krause, Hariolf Merkle, Ralf Münnich, Simon Schmaus
      Pages 269-290
    3. Maria Eduarda Silva, Isabel Silva, Cristina Torres
      Pages 291-303
    4. E. Gonçalves, N. Mendes-Lopes
      Pages 305-314
    5. Johannes Bracher
      Pages 323-333
    6. Sebastian Büscher, Manuel Batram, Dietmar Bauer
      Pages 335-349
    7. Undine Falkenhagen, Wolfgang Kössler, Hans-J. Lenz
      Pages 351-359
  5. Applications and Algorithms

    1. Front Matter
      Pages 361-361
    2. Antoine Tordeux, Mohcine Chraibi, Armin Seyfried, Andreas Schadschneider
      Pages 363-372
    3. Artur Gramacki, Marek Kowal, Małgorzata Mazurkiewicz, Jarosław Gramacki, Anna Pławiak-Mowna
      Pages 373-383
    4. Przemysław Śliwiński, Paweł Wachel, Adrian Gałęziowski
      Pages 385-392
    5. Sarah Krömer, Wolfgang Stummer
      Pages 393-407
  6. Back Matter
    Pages 449-450

About these proceedings


This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.


high-dimensional statistics statistics for stochastic processes stochastic models big data machine learning econometrics copulas simulations data science survival analysis nonparameteric estimation change points and detection random fields reliability theory algorithms

Editors and affiliations

  • Ansgar Steland
    • 1
  • Ewaryst Rafajłowicz
    • 2
  • Ostap Okhrin
    • 3
  1. 1.Institute of StatisticsRWTH Aachen UniversityAachenGermany
  2. 2.Department of Control Systems and MechatronicsWrocław University of TechnologyWrocławPoland
  3. 3.Institute of Transport and EconomicsTechnische Universität DresdenDresdenGermany

Bibliographic information

  • DOI
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-030-28664-4
  • Online ISBN 978-3-030-28665-1
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site