Beschreibung
Autorenporträt
Wolfgang Karl Härdle is the Ladislaus von Bortkiewicz Emeritus Professor of Statistics at the Humboldt-Universität zu Berlin, Germany. He is the spokesperson and coordinator of the IRTG 1792 "High Dimensional Non-stationary Time Series". He is also a Professor at the Faculty of Mathematics and Physics at the Charles University in Prague, Czech Republic. He teaches quantitative finance and semi-parametric statistics. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI (International Statistical Institute) and advisor to WISE, Xiamen University, China. Léopold Simar is an Emeritus Professor of Statistics at UCLouvain, Louvain-la-Neuve, Belgium. He has taught mathematical statistics, multivariate analysis, bootstrap methods in statistics and econometrics at several European universities. His research focuses on non-parametric and semi-parametric methods and bootstrap techniques in statistics and econometrics. He is an elected member of the ISI and the past president of the Belgian Statistical Society, and is a regular Visiting Professor at the Sapienza University of Rome, Italy and at the Toulouse School of Economics, France.