Mads Stehr is an Associate 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.
Primary research areas
Applied probability theory
Lévy-based spatio-temporal modeling
Extreme value theory
Numerical integration based on stationary sampling
Link to this homepage
www.cbs.dk/en/staff/mastfi
Courses
Stokastiske processer og deres statistiske analyse
Anders Rønn-Nielsen; Mads Stehr / In: Bernoulli, Vol. 29, No. 4, 11.2023, p. 2771-2796
Journal article > peer review
2022
Anders Rønn-Nielsen; Mads Stehr / In: Stochastic Processes and Their Applications, Vol. 150, 8.2022, p. 19-49
Journal article > peer review
Mads Stehr; Anders Rønn-Nielsen / In: Extremes, Vol. 25, No. 1, 3.2022, p. 79–105
Journal article > peer review
Mads Stehr; Markus Kiderlen; Karl‐Anton Dorph‐Petersen / : The Trapezoidal Estimator. In: Journal of Microscopy, Vol. 288, No. 1, 10.2022, p. 40-53
Journal article > peer review
2021
Mads Stehr; Anders Rønn-Nielsen / In: Extremes, Vol. 24, No. 4, 12.2021, p. 753–795
Journal article > peer review
Mads Stehr; Anders Rønn-Nielsen / In: Journal of Applied Probability, Vol. 58, No. 1, 3.2021, p. 42-67
Journal article > peer review
2020
Mads Stehr; Markus Kiderlen / In: Advances in Applied Probability, Vol. 52, No. 4, 12.2020, p. 1284-1307
Journal article > peer review
Mads Stehr; Markus Kiderlen / In: Image Analysis and Stereology, Vol. 39, No. 3, 2020, p. 197-212
Journal article > peer review
Mads Stehr / : Numerical Integration Methods for Volume Estimation and Extremes for Lévy-based Models. Aarhus : Aarhus University. Department of Mathematics 2020, 145 p.
PhD thesis
2019
Mads Stehr; Markus Kiderlen / Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 33 p. (CSGB Research Reports, No. 2)
Working paper
Mads Stehr; Anders Rønn-Nielsen / Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 p. (CSGB Research Reports, No. 9)
