Team

Dr. Till Massing

Wissenschaftlicher Mitarbeiter

Dr. Till Massing

Raum:
R12 R06 B31
Telefon:
+49 201 18-36856
E-Mail:
Sprechstunde:
Do 10-12 oder nach Vereinbarung
Adresse:
Universität Duisburg-Essen, Campus Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
D-45117 Essen

Forschungsgebiete:

  • Statistical Inference for Lévy Processes
  • E-Assessment in Statistics

Projekte:

  • PostDoc im DFG-Projekt 455257011 "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen"

Publikationen:

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  • Băncescu, Irina; Chivu, Luminiţa; Massing, Till; Preda, Vasile; Puente-Ajovín, Miguel; Ramos, Arturo: On the parametric description of log-growth rates of Romanian city sizes. In: Physica A: Statistical Mechanics and its Applications, Jg. 643 (2024) Nr. 1. doi:10.1016/j.physa.2024.129818VolltextBIB DownloadDetails
  • Ramos, A.; Massing, T.;  Ishikawa, A.;  Mizuno, T.  : Mixtures of log‑normal distributions in the mid‑scale range of firm‑size variables. In: Evolutionary and Institutional Economics Review (2024). doi:doi.org/10.1007/s40844-024-00283-1BIB DownloadDetails
  • Massing, T.: Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations. In: ESAIM: Probability and Statistics (2023) Nr. 27, S. 694-722. doi:10.1051/ps/2023013BIB DownloadDetails
  • Langebein, J.; Massing, T.; Klenke, J.; Striewe, M.; Goedicke, M.; Hanck, C.; Reckmann, N.: A Data Mining Approach for Detecting Collusion in Unproctored Online Exams. In: Proceedings of the 16th International Conference on Educational Data Mining (2023) Nr. 1, S. 6-16. doi:10.5281/zenodo.8115649BIB DownloadDetails
  • Klenke, J.; Massing, T.; Reckmann, N.; Langerbein, J.; Otto, B.; Goedicke, M.; Hanck, C.: Effects of Early Warning Emails on Student Performance. In: Proceedings Of The 15Th International Conference On Computer Supported (2023) Nr. 1, S. 225-232. doi:10.5220/0011847800003470BIB DownloadDetails
  • Massing, T.; Ramos, A.: Student's t mixture models for stock indices. A comparative study. In: Physica A: Statistical Mechanics and its Applications (2021). doi:https://doi.org/10.1016/j.physa.2021.126143BIB DownloadDetails
  • Massing, T.; Reckmann, N.; Blasberg, A.; Otto, B.; Hanck, C.; Goedicke, M.: When is the Best Time to Learn? - Evidence from an Introductory Statistics Course. In: Open Education Studies, Jg. 3 (2021) Nr. 1, S. 84-95. doi: https://doi.org/10.1515/edu-2020-0144BIB DownloadDetails
  • Massing, T.: Clustering Using Student t Mixture Copulas. In: SN Computer Science (2021). doi:https://doi.org/10.1007/s42979-021-00503-0BIB DownloadDetails
  • Massing, T.; Puente-Ajovín, M.; Ramos, A.: On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA. In: Physica A: Statistical Mechanics and its Applications (2020). doi:10.1016/j.physa.2020.124587BIB DownloadDetails
  • Massing, T.: What is the best Lévy model for stock indices? A comparative study with a view to time consistency. In: Financial Markets and Portfolio Management, Jg. 33 (2019) Nr. 3, S. 277-344. doi:10.1007/s11408-019-00335-2BIB DownloadDetails
  • Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling. In: Statistics, Jg. 53 (2019) Nr. 4, S. 721-752. doi:10.1080/02331888.2019.1618856VolltextBIB DownloadDetails
  • Massing, T.: Stochastic Properties of Student-Lévy Processes with Applications (1). 2019. doi:10.17185/duepublico/70020VolltextBIB DownloadDetails
  • Massing, T.; Schwinning, N.; Striewe, M.; Hanck, C.; Goedicke, M.: E-Assessment Using Variable-Content Exercises in Mathematical Statistics. In: Journal of Statistics Education, Jg. 2018 (2018) Nr. 26-3, S. 174-189. doi:10.1080/10691898.2018.1518121VolltextBIB DownloadDetails
  • Massing, T.: Simulation of Student–Lévy processes using series representations. In: Computational Statistics, Jg. 33 (2018) Nr. 4, S. 1649-1685. doi:10.1007/s00180-018-0814-y VolltextBIB DownloadDetails
  • Massing, T.; Reckmann, N.; Otto, B.; Hermann, K.; Hanck, C.; Goedicke, M.: Klausurprognose mit Hilfe von E-Assessment-Nutzerdaten. In: DeLFI 2018 - Die 16. E-Learning Fachtagung Informatik (2018) Nr. 284, S. 171-176. BIB DownloadDetails
  • Otto, B.; Massing, T.; Schwinning, N.; Reckmann, N.; Blasberg, A.; Schumann, S.; Hanck, C.; Goedicke, M.: Evaluation einer Statistiklehrveranstaltung mit dem JACK R-Modul. In: DeLFI 2017 - Die 15. E-Learning Fachtagung Informatik, Volume 273 of Lecture Notes in Informatics (2017), S. 75-86. BIB DownloadDetails
  • Schwinning, N.; Striewe, M.; Massing, T.; Hanck, C.; Goedicke, M.: Towards digitalisation of summative and formative assessments in academic teaching of statistics. In: Proceedings of the Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE 2017) (2017). BIB DownloadDetails

Vorträge:

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  • Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling, The 40th Conference on Stochastic Processes and their Applications (SPA) 2018, 11.06.2018, Göteborg. Details
  • Massing, T.: Simulation of Student-Lévy Processes Using Series Representations, MCM 2017: International Conference on Monte Carlo Methods and Applications, 04.07.2017, Montréal. Details

Lehrveranstaltungen:

  • Deskriptive Statistik
  • Induktive Statistik
  • Methoden der Ökonometrie
  • Zeitreihenanalyse
  • Fortgeschrittene Ökonometrie (Nichtparametrische Ökonometrie)

So finden Sie uns:

UNIVERSITÄT DUISBURG-ESSEN
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
Universitätsstraße 12
45117 Essen