Head of the research group "Stochastic Algorithms and Nonparametric Statistics" of the Weierstrass Institute for Applied Analysis and Stochastics
Professor at the Departments of Mathematics and Economics of the Humboldt University of Berlin
Member of interdisciplinary center C.A.S.E. at the HU Berlin
- Office:
- Weierstrass Institute for Applied Analysis and Stochastics
(WIAS)
Mohrenstr. 39, 10117 Berlin, Germany - Phone:
- +49(0) 30 20372-575
- Secretary:
- +49(0) 30 20372-574
- Fax:
- +49(0) 30 2044975
- e-mail:
- spokoiny (at) wias-berlin.de
Current Research Directions
- adaptive nonparametric smoothing and hypothesis testing
- high dimensional data analysis
- statistical methods in finance
- image analysis, applications to medicine
- classification
- nonlinear time series