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Graz University of Technology

 Contact data
StreetMünzgrabenstraße 11/III 
ZIP, City, Region 8010 - Graz (Styria) 
EmailSend Email
 Contact person

Univ.-Prof. DI Dr. Ernst Stadlober (Head of the Department)
 Employees (Total)
Total: 1-10  number of researches: 8

 Central aim of organisation
Teaching and Research in Probability Theory, Stochastics, Mathematical and Applied Statistics

 Briefly describe your organisation
The research topics of the department cover a broad range of both types of research and research topics. Basic research is carried out for problems of probability theory, stochastic processes and time series analysis of financial data. Methodological investigations include stochastic simulation and statistical modelling, experimental design and exploratory data analysis. Applied research and development is carried out in different fields as biostatistics, environmental research, risk analysis and industrial statistics.

Contacts to the scientific community are maintained in different ways. Periodically we organize workshops and international conferences, participate in meetings and work with guest researchers.

The applied statistical projects are in close cooperation with public institutions and private companies.
Research projects are funded by national science foundations, the European community and our public and private partners.

 Core Competency

Research & Development

 ICT sectors:
   - ICT Applications for Traffic and Logistics     
   - Industrial Application     
   - Integrated Circuits     
   - Semiconductors     
   - Reliability     

 ICT keywords
Applied Statistics, Biostatistics, Computational Statistics, Financial Time Series, Stochastic Simulation
 RTD Experiences & Publications

 My organisation has been involved in projects funded by the following EU-programmes
  Coordinator  Partner 
Other international co-operative research

 Austrian Research and Development Projects
  Coordinator  Partner 
Cooperative Projects

 RTD Experience
Fundamental research in the fields of probability theory (central limit theorems), stochastics and financial time series (Garch models).
Applied research in computational statistics, simulation and statistical modelling. Joint projects with industrial partners (austria microsystems: robust design of integrated circuits; AVL List Gmbh: Reliability and life time of different materials; adaptive experimental designs; ccc.com: BLIDS- Bluetooth based data collection system), with partners from universities and public organizations (environmental statistics, reliability of pipelines, The Graz project of word length frequencies).

Berkes I., Hörmann S., Schauer J.: Asymptotic results for the empirical process of stationary sequences, Stochastic Processes and their Applications 119 (2009), 1298-1324.
Berkes I., Horvath L.: The central limit theorem for sums of trimmed variables with heavy tails, Stochastic Processes and Their Applications 122 (2012), 449-465.
Berkes I., Horvath L., Kokoschka P., Shao Q.-M.: On discriminating between long-range dependence and changes in mean, The Annals of Statistics 34 (2006), 3, 1140-1165.
Berkes I., Horvath L., Ling S., Schauer J.: Testing for structural change of AR model to threshold AR models, Journal of Time Series Analysis 32 (2011), 547-565.
Jirak M.: Simultaneous confidence bands for Yule-Walker estimators and order selection, The Annals of Statistics (2012), in press.
Müller W.: On the value distribution of poisitive definite quadratic forms, Monatshefte für Mathematik 162 (2011), 69-88.
Neubauer G., Djuras G., Friedl H.: Models for underreporting: A Bernoulli sampling approach for reported counts, Austrian Journal of Statistics 40 (2011), 85-92.
Sobieczky F., Rappitsch G, Stadlober E.: Tandem queues for inventory managament under random perturbations, Quality and Reliability Engineering International 26 (2010), 899-905.
Stadlober E., Hörmann S., Pfeiler B.: Quality and performance of a PM10 daily forecasting model, Atmospheric Environment 42 (2008), 1098-1109.
Grzybek P., Kelih E., Stadlober E.: The relation between word length and sequences length: an intra-systemic perspective in the core data structure, Glottometrics 16 (2008), 111-121.
Gangl G., Fuchs-Hanusch D., Stadlober E., Kauch E.P.: Analysis of the failure behavior of drinking water pipelines, Water Science & Technology/Water Supply 7 (2007) 5-6, 219-225.
Rappitsch G., Seebacher E., Kocher M., Stadlober E.: SPICE modeling of process variation using location depth corner models, IEEE Transactions on Semiconductor Manufacturing 17 (2004) 2, 201-213.

Andersen A, Maitisch K., Fallast K., Sailer J., Stadlober E.: Patent No. AT502656 (15.5.2007): Verfahren zur Ermittlung von Verkehrsströmen und Vorrichtung dazu.

 Inserted / Updated
2004-10-21 / 2012-04-03