Tobias’ research focuses on statistical procedures that provide alternatives to and supplement traditional methods by providing additional information. The methods he proposes can be applied in a wide variety of situations and under conditions where other methods fail. His broad interests include, for example, quantile regression, copulas and rank-based procedures applied to the analysis of stationary and non-stationary time series. Besides his methodological work, Tobias passionately implements the methods from his work in a rigorously systematic fashion to provide publicly available and reusable statistical software.
Tobias works with Professor Piotr Fryzlewicz in the EPSRC project on 'New challenges in time series analysis'. Previously, he was a Postdoctoral Research Fellow at Ruhr University Bochum, working with Professor Holger Dette in the SFB 823 on 'Statistical modelling of nonlinear dynamic processes'. He completed his studies at Ruhr University Bochum, Princeton University and University of Münster, with a PhD (2014) and a diploma (2011) from the Departments of Mathematics, as well as a MScIS (2008) and a BScIS (2007) from the Department of Economics.