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IRTG 1792

High Dimensional Nonstationary Time Series
Spokesperson Prof. Dr. Wolfgang Karl Härdle
Coordinator Raphael Reule
Contact Details +49 30 2093 99469

Ladislaus von Bortkiewicz
Chair of Statistics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin

Research Programme

The IRTG’s doctoral program is based on the unifying research theme “High Dimensional Nonstationary Time Series”, and its focus is on identifying low dimensional factors that help to forecast and understand dynamic aspects of possibly non stationary economic data in high dimension. The doctoral program combines demanding course work and a particularly early start with individual research. The IRTG works in close cooperation with the Berlin Doctoral Program in Economics and Management Science (BDPEMS) and the Research Training Group 1659 (RTG 1659).

Equal opportunity measures

Hilda Geiringer Lecture Series and Female Visiting Scholar Program

The lecture series was established by CRC 649 and then continued by IRTG 1792 to honour the mathematical and statistical contributions of Hilda Geiringer. As the first woman to receive an academic appointment in mathematics at the University of Berlin in the 1920s, Hilda Geiringer was a role model for women in science. Distinguished female scientists are invited to the lecture series as guest speakers. Female postdocs and PhD students as well as qualified master’s students are cordially invited to attend.

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Photo of Hilda Geringer

Hilda Geiringer, 1893 – 1973,  first woman to receive an academic appointment in mathematics at the University of Berlin.

HUB & XMU Girls on the Muddy Angel Run

On 16 June 2019, Ioana Ceausu, Elizaveta Zinovyeva, Lili Matic, Elena Ivanova and Bingling Wang, IRTG 1792 PhD students, as well as Yanfen Zhang, XMU PhD student, teamed up and joined MUDDY ANGEL RUN – EUROPE’S 5K WOMEN-ONLY MUD RUN!, which was funded through IRTG 1792 researchers. The “Muddy Angel Run” is Europe’s 5 kilometre Mud Run for women of all fitness levels who want to do good while having fun. Worldwide over one million women have participated in Mud Runs against breast cancer. 

Photo of IRTG 1792 members at Muddy Angels event
Photo: IRTG 1792

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