Mathias Vetter

Mathias Vetter is a Professor of Probability Theory and Mathematical Statistics at the Department of Mathematics, Christian-Albrechts-University of Kiel (since 2015). He previously held positions as W2 Professor at Philipps University of Marburg (2013–2015) and Acting W2 Professor at Johannes Gutenberg University Mainz (2012/13). He earned his Diploma in Mathematics (minor in Philosophy) from Ruhr University Bochum in 2006 and his Doctorate in Mathematical Statistics there in 2008. He conducted a research stay at the University of Chicago in 2007.

His research focuses on Statistics for Stochastic Processes, Time Series Analysis, Econometrics, and Nonparametric Statistics, with applications to financial mathematics and environmental data analysis. Recent teaching includes courses on Financial Mathematics and Stochastic Integration, as well as Nonparametric Statistics during the 2025 summer semester.

His publications span advanced statistical methodologies for analyzing stochastic processes, including jump activity estimation, volatility modeling, and goodness-of-fit testing. He serves as an Associate Editor for Metrika (since 2020). Since 2024, he has chaired the Senate of his university, overseeing institutional governance.

Key research trends include methodological advancements in high-frequency data analysis, nonparametric inference for discontinuous processes, and the development of robust statistical tools for complex stochastic systems. His work bridges theoretical probability and applied statistics, with applications in finance, earth sciences, and econometrics.