mastfi
Department of Finance
- Center for Statistics
Mads
Stehr
Adjunkt
Kontor:
SOL/A4.19
Tel:
+4538153647
E-mail:
mast.fi@cbs.dk
534627
Præsentation
Mads Stehr is an Assistant Professor in Statistics at the Department of Finance, and he holds a PhD in Statistics and Probability Theory from Aarhus University. His research lies mainly within applied probability theory including Lévy-based modeling and extreme value theory.
Primære forskningsområder
Applied probability theory
Lévy-based spatio-temporal modeling
Extreme value theory
Numerical integration based on stationary sampling
Link til denne hjemmeside
www.cbs.dk/staff/mastfi
Kurser
Stokastiske processer og deres statistiske analyse
Publikationer sorteret efter:
2023
Anders Rønn-Nielsen; Mads Stehr / Extremal Clustering and Cluster Counting for Spatial Random Fields
I: Bernoulli, Vol. 29, Nr. 4, 11.2023, s. 2771-2796
I: Bernoulli, Vol. 29, Nr. 4, 11.2023, s. 2771-2796
Tidsskriftartikel > peer review
2022
Anders Rønn-Nielsen; Mads Stehr / Extremes of Lévy-driven Spatial Random Fields with Regularly Varying Lévy Measure
I: Stochastic Processes and Their Applications, Vol. 150, 8.2022, s. 19-49
I: Stochastic Processes and Their Applications, Vol. 150, 8.2022, s. 19-49
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / Extremes of Subexponential Lévy-driven Random Fields in the Gumbel Domain of Attraction
I: Extremes, Vol. 25, Nr. 1, 3.2022, s. 79–105
I: Extremes, Vol. 25, Nr. 1, 3.2022, s. 79–105
Tidsskriftartikel > peer review
Mads Stehr; Markus Kiderlen; Karl‐Anton Dorph‐Petersen / Improving Cavalieri Volume Estimation Based on Non‐equidistant Planar Sections : The Trapezoidal Estimator.
I: Journal of Microscopy, Vol. 288, Nr. 1, 10.2022, s. 40-53
I: Journal of Microscopy, Vol. 288, Nr. 1, 10.2022, s. 40-53
Tidsskriftartikel > peer review
2021
Mads Stehr; Anders Rønn-Nielsen / Extreme Value Theory for Spatial Random Fields – With Application to a Lévy-Driven Field
I: Extremes, Vol. 24, Nr. 4, 12.2021, s. 753–795
I: Extremes, Vol. 24, Nr. 4, 12.2021, s. 753–795
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-time Model with Convolution Equivalent Lévy Measure
I: Journal of Applied Probability, Vol. 58, Nr. 1, 3.2021, s. 42-67
I: Journal of Applied Probability, Vol. 58, Nr. 1, 3.2021, s. 42-67
Tidsskriftartikel > peer review
2020
Mads Stehr; Markus Kiderlen / Asymptotic Variance of Newton–Cotes Quadratures Based on Randomized Sampling Points
I: Advances in Applied Probability, Vol. 52, Nr. 4, 12.2020, s. 1284-1307
I: Advances in Applied Probability, Vol. 52, Nr. 4, 12.2020, s. 1284-1307
Tidsskriftartikel > peer review
Mads Stehr; Markus Kiderlen / Improving the Cavalieri Estimator under Non-Equidistant Sampling and Dropouts
I: Image Analysis and Stereology, Vol. 39, Nr. 3, 2020, s. 197-212
I: Image Analysis and Stereology, Vol. 39, Nr. 3, 2020, s. 197-212
Tidsskriftartikel > peer review
Mads Stehr / Stereology and Spatio-temporal Models : Numerical Integration Methods for Volume Estimation and Extremes for Lévy-based Models.
Aarhus : Aarhus University. Department of Mathematics 2020, 145 s.
Aarhus : Aarhus University. Department of Mathematics 2020, 145 s.
Ph.d.-afhandling
2019
Mads Stehr; Markus Kiderlen / Asymptotic Variance of Newton-Cotes Quadratures based on Randomized Sampling Points
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 33 s. (CSGB Research Reports, Nr. 2)
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 33 s. (CSGB Research Reports, Nr. 2)
Working paper
2019
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-Time Model with Convolution Equivalent Lévy Measure
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 s. (CSGB Research Reports, Nr. 9)
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 s. (CSGB Research Reports, Nr. 9)
Working paper
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