- Time Series with Long Memory
- Non-linear Time Series Econometrics
- Statistics on Financial Markets
- +۲ مورد دیگر
Professor Philipp Sibbertsen is a distinguished faculty member at the Institute of Statistics within the Faculty of Economics and Management at Leibniz University Hannover. He holds the position of Professor of Statistics since 2005 and has maintained an active research and teaching career throughout his academic journey. Professor of Statistics at Leibniz University Hannover (since 2005) Visiting Professor at CREATES, Aarhus University, Denmark (2011) Heisenberg Fellow of the Deutsche Forschungsgemeinschaft (DFG) (2004-2005) Research stay at Cardiff Business School, Cardiff University, UK (2001-2002) University Assistant at Technical University of Dortmund (2001-2004) Professor Sibbertsen's research primarily focuses on time series analysis with emphasis on long memory processes, nonlinear time series econometrics, and financial market statistics. His work bridges theoretical statistical methods with practical applications in economics and finance, particularly in the areas of fractional integration, cointegration, structural breaks, and volatility modeling. His research has significant implications for understanding market dynamics, forecasting economic trends, and developing robust statistical methodologies for complex data structures. His extensive publication record demonstrates a consistent focus on long memory processes and their applications across various domains. Recent publications (2021-2025) show his work expanding into climate data analysis, carbon pricing mechanisms, coastal risk assessment, and medical statistics, while maintaining his core expertise in time series econometrics. His research shows a strong pattern of interdisciplinary collaboration, with publications spanning economics, finance, environmental science, and medical research. Heisenberg Fellowship from DFG (2004-2005) Member of the Editorial Board of 'Statistical Papers' and 'ASta' Member of the Board of the German Statistical Society (since 2016) Professor Sibbertsen has held significant administrative roles including Spokesperson for the research focus 'Innovation and Learning' at Leibniz University Hannover (since 2018), Dean of Studies at the Faculty of Business and Economics (2011-2013), and Chairman of the Committee for Statistical Theory and Methodology of the German Statistical Society (2008-2012). His teaching portfolio includes Descriptive Statistics, Inductive Statistics, Advanced Statistics, and Time Series Analysis. While specific details about his advisees are not provided in the available materials, his extensive publication record suggests active mentorship of graduate students in statistics and econometrics.
