Johannes Moritz Jirak

Areas of Interest

  • High dimensional statistics
  • Time series analysis
  • Bootstrap and (asymptotic) expansions
  • Irregular models
  • High-Frequency analysis
  • Change-Point analysis

Current Research

Principal component analysis (PCA), Edgeworth expansions for time series, Le-Cam theory for irregular models, High-dimensional regression analysis, Volatility estimation in irregular models.