Marc-Oliver Pohle

Dr. Marc-Oliver Pohle is a Visiting Scientist at the Chair of Computational Statistics, part of the School of Business and Information Technology at Karlsruhe Institute of Technology (KIT). His work focuses on advanced statistical methodologies and their applications in forecasting and time series analysis.

Research Interests

• Time Series Analysis
• Forecast Evaluation
• Multivariate Statistical Methods
• Long Memory Processes
• Statistical Calibration

Recent Publications

• 2025: Simultaneous Inference Bands for Autocorrelations
• 2024: Testing Quantile Forecast Optimality
• 2024: Measuring Dependence between Events
• 2023: Generalised Covariances and Correlations
• 2023: Forecasting under long memory
• 2022: Score-based calibration testing for multivariate forecast distributions
• 2022: Unlucky Number 13? Manipulating Evidence Subject to Snooping
• 2021: Essays on Forecasting and Forecast Evaluation
• 2020: The Murphy decomposition and the calibration-resolution principle