Mads Stehr is an Assistant Professor in Statistics at the Department of Finance, and he holds a PhD in Statistics and Probability Theory from Aarhus University. His research lies mainly within applied probability theory including Lévy-based modeling and extreme value theory.
Primary research areas
Applied probability theory
Lévy-based spatio-temporal modeling
Extreme value theory
Numerical integration based on stationary sampling
Link to this homepage
Stokastiske processer og deres statistiske analyse
Mads Stehr / Stereology and Spatio-temporal Models : Numerical Integration Methods for Volume Estimation and Extremes for Lévy-based Models. Aarhus : Aarhus University. Department of Mathematics 2020, 145 p.