You are here: Home Staff Johannes Brutsche

Dr. Johannes Brutsche

IMG_6814.png

I am currently holding a PostDoc position (Akademischer Rat a.Z.) in the statistics working group of Prof. Dr. Angelika Rohde. You can find a CV here

 

Address

Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)

Office: Room 228
Tel: +49 (0)761 / 203-5672
Fax: +49 (0)761 / 203 - 5661
E-Mail: johannes.brutsche@stochastik.uni-freiburg.de

 

Office hour

Monday 2-3 p.m. or by appointment.

 

Research interests

  • Nonparametric statistics
  • Statistics for stochastic processes
  • Model missspecification
  • Fractional Brownian motion
  • Machine Learning

 

 

Publications 

  • Brutsche, J. and Rohde, A. (2024). Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions. The Annals of Statistics 52(3), 1127-1151. (Preprint)
  • Brutsche, J. (2022) Sharp adaptive similarity testing with pathwise stability for ergodic diffusions. Dissertation. (FreiDok)

 

Teaching

As lecturer:

 

As teaching assistent:

 

Talks

  • 16.08.2024 Bernoulli-IMS World Congress, University of Bochum
  • 23.05.2024 DynStoch Conference, Kiel University
  • 02.08.2023 6th International Conference on Econometrics and Statistics, Waseda University, Tokyo (invited)
  • 25.05.2023 41st Finnish Summer School on Probability and Statistics, Lammi
  • 27.03.2023 DynStoch Conference, Imperial College London
  • 10.03.2023 16th German Probability and Statistics Days, University Duisburg/Essen
  • 17.12.2021 FDM-Seminar, University of Freiburg