Raum:
1371
Telefon:
040-6541-3608
E-Mail:
moellert (at) hsu-hh.de
Besucheranschrift
Helmut-Schmidt-Universität
Gebäude H1
Holstenhofweg 85
22043 Hamburg
Postanschrift
Dr. Tobias A. Möller
Fächergruppe Mathematik/Statistik
Helmut-Schmidt-Universität
Postfach 700822
22008 Hamburg
Lehrveranstaltungen
- Statistik II – Übung (FT 2018)
- Mathematik für Wirtschaftswissenschaftler – Übung (HT 2015, 2017)
- Fortgeschrittene Mathematik für Ökonomen – Vorlesung (WT 2017)
- Mathematik für Wirtschaftswissenschaftler – Vorlesung (HT 2016)
- Fortgeschrittene Mathematik für Ökonomen – Übung (WT 2015, 2016)
- Grundlagen der Zeitreihenanalyse – Übung (FT 2015)
Publikationen
- Möller, T.A., Weiß, C.H., Kim, H.-Y. [2018] ‚Modelling counts with state-dependent zero inflation‘,
Statistical Modelling, accepted. - Weiß, C.H., Scotto, M.G., Möller, T.A., Gouveia, S. [2018] ‚The max-BARMA models for counts with bounded support‘, Statistics & Probability Letters, accepted.
- Gouveia, S., Möller, T.A., Weiß, C.H., Scotto, M.G. [2018] ‚A full ARMA model for counts with bounded support and its application to rainy-days time series‘, Stochastic Environmental Research and Risk Assessment.
- Kim, H.-Y., Weiß, C.H., Möller, T.A. [2018] ‚Testing for an excessive number of zeros in time series of bounded counts‘, Statistical Methods and Applications, accepted.
- Möller, T.A., Weiß, C.H., Kim, H.-Y., Sirchenko, A. [2018] ‚Modeling Zero Inflation in Count Data Time Series with Bounded Support‘, Methodology and Computing in Applied Probability.
- Scotto, M.G., Weiß, C.H., Möller, T.A., Gouveia, S. [2017] ‚The Max-INAR(1) model for count processes‘, TEST, accepted.
- Möller, T.A., Silva, M.E., Weiß, C.H., Scotto, M.G., Pereira, I. [2016] ‚Self-Exciting Threshold Binomial Autoregressive Processes‘. AStA Advances in Statistical Analysis.
- Möller, T.A. [2015] ‚Self-Exciting Threshold Models for Time Series of Counts with a Finite Range‘, Stochastic Models.
- Möller, T. A. and Weiß, C. H. [2015] ‚Threshold models for integer-valued time series with
infinite or finite range‘ in A. Steland, E. Rafajlowicz and K. Szajowski, eds, ‚Stochastic
Models, Statistics and Their Applications‘, Vol. 122 of Springer Proceedings in Mathematics
& Statistics, Springer International Publishing, pp. 327-334.
Vorträge
- A Full ARMA Model for Counts with Bounded Support and its Application to Rainy-Days Time Series ( XXIII Congresso
da Sociedade Portuguesa de Estatística, Lissabon – Oktober 2017) - A Full ARMA Model for Counts with Bounded Support (Workshop SMSA 2017, Berlin – Februar 2017)
- Zero-Inflation Models for Count Data Time Series with a Finite Range (DAGStat, Göttingen – März 2016)
- On Some Models for Count Data Time Series with a Finite Range (Invited Talk, Aveiro – November 2015)
- Self-Exciting Threshold Binomial INARCH(1) Process (Statistische Woche, HSU Hamburg – September 2015)
- Self-Exciting Threshold Models for Integer-Valued Time Series with Inifinite or Finite Range (Workshop SMSA, Breslau – Februar 2015)
- Self-Exciting Threshold Binomial AR(1) Model (Nachwuchsworkshop der DStatG, Hannover – September 2014)
Letzte Änderung: 10. Mai 2021