معرفی
Mads Stehr is an Associate Professor in Statistics at the Department of Finance, Copenhagen Business School (CBS), and a member of the Center for Statistics. He holds a PhD in Statistics and Probability Theory from Aarhus University. His primary research focuses on applied probability theory, including Lévy-based modeling, extreme value theory, and numerical integration methods.
- Education: PhD in Statistics and Probability Theory (Aarhus University)
His research interests span Lévy processes, spatial and spatio-temporal modeling, and the application of extreme value theory to stochastic systems. He has contributed significantly to improving numerical integration techniques like the Cavalieri estimator and Newton–Cotes quadratures under non-equidistant sampling conditions.
Key publications include studies on extremal clustering in spatial random fields and tail asymptotics of Lévy-driven models. While no scientific awards are explicitly mentioned, his work demonstrates impactful contributions to statistical methodology and stochastic analysis.
Teaching responsibilities include courses such as Stokastiske processer og deres statistiske analyse (Stochastic Processes and Their Statistical Analysis) and Matematisk statistisk (Mathematical Statistics). His doctoral thesis, Stereology and Spatio-Temporal Models, further underscores his expertise in integrating statistical methods with complex spatial-temporal systems.
