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
Anders Rønn-Nielsen; Mads Stehr / I: Bernoulli, Vol. 29, Nr. 4, 11.2023, s. 2771-2796
Tidsskriftartikel > peer review
2022
Anders Rønn-Nielsen; Mads Stehr / I: Stochastic Processes and Their Applications, Vol. 150, 8.2022, s. 19-49
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / I: Extremes, Vol. 25, Nr. 1, 3.2022, s. 79–105
Tidsskriftartikel > peer review
Mads Stehr; Markus Kiderlen; Karl‐Anton Dorph‐Petersen / : The Trapezoidal Estimator. I: Journal of Microscopy, Vol. 288, Nr. 1, 10.2022, s. 40-53
Tidsskriftartikel > peer review
2021
Mads Stehr; Anders Rønn-Nielsen / I: Extremes, Vol. 24, Nr. 4, 12.2021, s. 753–795
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / I: Journal of Applied Probability, Vol. 58, Nr. 1, 3.2021, s. 42-67
Tidsskriftartikel > peer review
2020
Mads Stehr; Markus Kiderlen / I: Advances in Applied Probability, Vol. 52, Nr. 4, 12.2020, s. 1284-1307
Tidsskriftartikel > peer review
Mads Stehr; Markus Kiderlen / I: Image Analysis and Stereology, Vol. 39, Nr. 3, 2020, s. 197-212
Tidsskriftartikel > peer review
Mads Stehr / : Numerical Integration Methods for Volume Estimation and Extremes for Lévy-based Models. Aarhus : Aarhus University. Department of Mathematics 2020, 145 s.
Ph.d.-afhandling
2019
Mads Stehr; Markus Kiderlen / Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 33 s. (CSGB Research Reports, Nr. 2)
Working paper
Mads Stehr; Anders Rønn-Nielsen / Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 s. (CSGB Research Reports, Nr. 9)
