Mathias Vetter

Professor of Probability Theory and Mathematical Statistics, Christian-Albrechts-Universität zu Kiel

Mathias Vetter graduated from Ruhr-Universität Bochum in 2006, where he also received his PhD in mathematics in 2008. Since then he has worked as a research assistant in the group of Holger Dette, employed within the collaborative research center SFB 823 (“Statistical modelling of nonlinear dynamic processes”). External stays include a visit at the Stevanovich Center in the fall term 2007 and a semester as a visiting professor at Johannes-Gutenberg-Universität Mainz in 2012 and 2013. He was a full profesor of stochastics at Philipps-Universität Marburg until 2015. Currently, Vetter is a Professor of Probability Theory and Mathematical Statistics at Christian-Albrechts-Universität zu Kiel.

His current research interests cover statistics for stochastic processes, typically in a high frequency setting involving discretized data and/or microstructure noise. In recent years, he has focused much on jump behaviour and dependencies among jumps. Besides, he is interested in time series analysis, particularly in statistical inference for locally stationary processes.

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