Prof. Dr. Wolfgang Schmid

Wirtschaftswissenschaftliche Fakultät (Wiwi)

Lehrstuhl für Quantitative Methoden, insbesondere Statistik

Herzlich Willkommen auf unseren Lehrstuhlseiten!

Nach Vereinbarung. Anmeldung unter zirkelbach@europa-uni.de

Statistics in Finance
Statistical Process Control
Environmental Statistics
Spatial Statistics

A simple powerful test for global minimum variance portfolio weights, Erscheint in Journal of Business & Economic Statistics (with V. Golosnoy, M. Seifert and J. Vogler).
Monitoring time dependent image processes, Erscheint in Econometrics and Statistics (with Y. Okhrin and V. Petruk).
Spatial and spatiotemporal volatility models: a review, Erscheint in Journal of Economic Surveys (with P. Otto, O. Dogan, S. Taspinar and A. Bera).
Control charts for high-dimensional time series with estimated in-control parameter, Sequential Analysis, https://doi.org/10.1080/07474946.2023.2288135, 2023 (with R. Bodnar and T. Bodnar).
Multi-period power utility optimization under stock return predictability, Computational Management Science, 20, 4: 1-27, 2023 (with T. Bodnar, D. Ivasiuk and N. Parolya).
Control charts for measurement error models, AStA - Advances in Statistical Analysis, 107, 693-712, 2023 (with V. Golosnoy, B. Hildebrandt, S. Kohler and M. Seifert).
A general framework for spatial GARCH models, Statistical Papers, 64, 1721-1747, 2023 (with P. Otto).
Sequential monitoring of high-dimensional time series, Scandinavian Journal of Statistics, 50, 962-992, 2023 (with R. Bodnar und T. Bodnar).
Testing for parameter changes in linear state space models, Applied Stochastic Models in Business and Industry, 37, 1060{1079, 2021 (with V. Golosnoy, S. Kohler und I. Seifert).
Statistical inference for the expected utility portfolio in high dimensions, IEEE Transactions on Signal Processing, 69, 1-14, 2021 (with T. Bodnar, S. Dmytriv and N. Parolya).
New approaches for monitoring image data, IEEE Transactions on Image Processing, 30, 921-933, 2020 (with Y. Okhrin and I. Semeniuk).
Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios, Mathematics and Financial Economics, 14, 675-698, 2020 (with T. Bodnar, D. Ivasiuk and N. Parolya).
Bayesian mean variance analysis: optimal portfolio selection under parameter uncertainty, Quantitative Finance,21, 221-242, 2021. (with D. Bauder, T. Bodnar and N. Parolya).
Statistical Inferences for Realized Portfolio Weights, Econometrics and Statistics, 14, 49-62, 2020 (with V. Golosnoy, M. Seifert and T. Lazariv).
Misleading signals in joint schemes for the mean vector and covariance matrix, Quality and Reliability Engineering International, 1-10, 2020 (with M. Morais, P. Ramos, T. Lazariv and A. Pacheco). online first.
Bayesian inference of the multi-period optimal portfolio for an exponential utility, Journal of Multivariate Analysis, 175, 1-22, 2020 (with D. Bauder, T. Bodnar and N. Parolya).
Stochastic properties of spatial and spatiotemporal ARCH models, Statistical Papers 62, 623-638, 2021 (with R. Garthoff and P. Otto).
Bayesian estimation of the efficient frontier, Scandinavian Journal of Statistics, 46, 802-830, 2018 (with D. Bauder, R. Bodnar and T. Bodnar).
Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output, AStA - Advances in Statistical Analysis, 103, 289-303, 2019 (with M. Morais, P. Ramos, A. Pacheco and I. Semeniuk).
Comparison of joint control schemes for multivariate normal i.i.d. output, AStA - Advances in Statistical Analysis, 103, 257-287, 2019 (with M. Morais, P. Ramos and A. Pacheco).
Surveillance of non-stationary processes, AStA - Advances in Statistical Analysis, 103, 305-331, 2019 (with T. Lazariv).
GARCH processes and the phenomenon of misleading and unambiguous signals, Applied Stochastic Models in Business and Industry, 34, 667-681, 2018 (with B. Sousa, M. Morais and Y. Okhrin).
Discussion of "Statistical methods for network surveillance" by Daniel Jeske, Nathaniel Stevens, Alexander Tartakovsky, and James Wilson, Applied Stochastic Models in Business and Industry, 34, 452-456, 2018 (with P. Otto).
Spatial temporal analysis of German real estate prices, Annals of Regional Science, 60, 41-72, 2018 (with P. Otto).
Estimation of the global minimum variance portfolio in high dimensions, European Journal of Operational Research, 266, 371-390, 2018 (with T. Bodnar and N. Parolya).
A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting, Energy, 135, 833-850, 2017 (with D. Ambach).
Monitoring means and covariance of multivariate nonlinear time series with heavy tails, Comminications in Statistics - Theory and Methods, 45, 3421-3440, 2016 (with R. Garthoff).
CUSUM control schemes for monitoring the covariance matrix of multivariate time series, Statistics, 51, 722-744, 2017 (with O. Bodnar).
Estimation of the global minimum variance portfolio in high dimensions, European Journal of Operational Research, 266, 371-390, 2018 (with T. Bodnar and N. Parolya).
Detection of spatial change points in mean and covariances of multivariate simultaneous autoregressive models, Biometrical Journal, 58, 5, 1113-1137, 2016 (with P. Otto).
Spatiotemporal analysis of German real-estate prices, Annals of Regional Science, 60, 41-72, 2016 (with P. Otto).
Monitoring means and covariances of multivariate nonlinear time series with heavy tails, Communications in Statistics - Theory and Methods, 46, 21, 10394-10415, 2015 ( with R. Garthoff).
Multivariate autoregressive extreme value process and its application for modeling the time series properties of the daily asset prices, Communications in Statistics - Theory and Methods, 45, 3421-3440, 2016 (with R. Bodnar and T. Bodnar).
Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem, Statistical Methods and Applications, 25, 143-161, 2016 (with P. Vetter and R. Schwarze).
EWMA control charts for detecting changes in the mean of a long-memory process, Metrika, 79, 267-301, 2016 (with L. Rabyk).
On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output, Statistical Papers , 57, 471-498, 2016 (with P. Ramos, M. Morais and A. Pacheco).
Control charts for multivariate nonlinear time series, REVSTAT, 131-144, 2015 (with R. Garthoff and I. Okhrin).
Quality surveillance with EWMA control charts based on exact control limits, Statistical Papers, 56, 863-885, 2015 (with M. Morais and Y. Okhrin).
Behavior of EWMA type charts for small smoothing parameter, Computational Statistics and Data Analysis, 89, 115-125, 2015 (with T. Lazariv and Y. Okhrin).
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability, European Journal of Operational Research, 246, 528-542, 2015 (with T. Bodnar and N. Parolya).
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function, Annals of Operations Research, 229, 121-158, 2015 (with T. Bodnar and N. Parolya).
Periodic and Long Range Dependent Models for High Frequency Wind Speed Data, Energy, 82, 277-293, 2015 (with D. Ambach)
Discussion on "Recent advances in process monitoring: semi parametric and variable-selection methods for Phase I and Phase II" by Giovanna Capizzi, Quality Engineering, 27, 68-72, 2015.
On the impact of falsely assuming i.i.d output in the probability of misleading signals, REVSTAT, 12, 221-245, 2014. (with M. Morais, P. Ramos and A. Pacheco).
Effcient approximation of the spatial covariance function for large datasets - analysis of atmospheric CO2 concentrations, Journal of Environmental Statistics, 6, 2014 (with P. Vetter and R. Schwarze).
Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series, ASTA - Advances in Statistical Analysis, 98, 225-255, 2014 (with R. Garthoff and I. Okhrin).
Monitoring the mean of multivariate financial time series, Applied Stochastic Models in Business and Industry, 30, 328-340, 2014 (with R. Garthoff and V. Golosnoy).
Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data, Metrika, 76, 1105-1134, 2013 (with T. Bodnar and T. Zabolotskyy).
On control charts for monitoring the variance of a time series, Journal of Statistical Planning and Inference, 143, 1512-1526, 2013 (with T. Lazariv and S. Zabolotska).
Stochastic ordering in the qualitative assesment of the performance of simultaneous schemes for bivariate processes, Sequential Analysis, 32, 214-229, 2013 (with P. Ramos, M .Morais and A. Pacheco).
On the structure and estimation of hierarchical Archimedian copulas, Journal of Econometrics, 173, 189-204, 2013 (with O. Okhrin and Y. Okhrin).
Properties of hierarchical Archimedian copulas, Statistics & Risk Modeling, 1001-1034, 2013 (with O. Okhrin and Y. Okhrin).
Statistical surveillance of volatility forecasting models, Journal of Financial Econometrics, 10, 513-543, 2012 (with V. Golosnoy and I. Okhrin).
Minimum VaR and minimum CVaR optimal portfolios: estimators, confidence regions, and tests, Statistics & Risk Modeling, 29, 281-313, 2012 (with T. Bodnar and T. Zabolotskyy).
Limit properties of EWMA charts for stationary processes, Frontiers in Statistical Quality Control, H.-J. Lenz, W. Schmid and P.-Th. Wilrich (Eds.), Physica-Verlag, Heidelberg, 10, 69-83, 2012 (with M. Morais and Y. Okhrin).
Assessing the impact of autocorrelation in misleading signals in simultaneous residual schemes for the process mean and variance: a stochastic ordering approach, Frontiers in Statistical Quality Control, H.-J. Lenz, W. Schmid and P.-Th. Wilrich (Eds.), Physica-Verlag, Heidelberg, 10, 35-52, 2012 (with P. Ramos, M. Morais and A. Pacheco).
CUSUM charts for monitoring the mean of a Gaussian process, Journal of Statistical Planning and Inference, 141, 2055-2070, 2011 (with O. Bodnar).
On the exact distribution of the estimated EU portfolio weights: theory and applications, Statistics & Risk Modeling, 28, 319-342, 2011 (with T. Bodnar).
CUSUM charts for monitoring optimal portfolio weights, Computational Statistics and Data Analysis, 55, 2991-3009, 2011 (with V. Golosnoy and S. Ragulin).
Nonlinear locally weighted kriging prediction for spatio-temporal environmental processes, Environmetrics, 21, 365-381, 2010 (with O. Bodnar).
New characteristics for portfolio surveillance, Statistics, 44, 303-321 (with V. Golosnoy and I. Okhrin), 2010.
Multivariate CUSUM chart: properties and enhancements, AStA - Advances in Statistical Analysis, 93, 263-279, 2009 (with V. Golosnoy and S. Ragulin).
Discussion on "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas" by M. Frisen, Sequential Analysis, 28, 375-380, 2009 (with O. Bodnar).
Misleading signals in simultaneous residual schemes for the mean and the variance of a stationary process, Communications in Statistics - Theory and Methods, 38, 2923-2943, 2009 (with S. Knoth, M. C. Morais and A. Pacheco).
Econometrical analysis of the sample efficient frontier, The European Journal of Finance, 15, 317-335, 2009 (with T. Bodnar).
Statistical inference of the efficient frontier for dependent asset returns, Statistical Papers, 50, 593-604, 2009 (with T. Bodnar and T. Zabolotskyy).
Asset allocation with distorted probability and transaction costs, European Journal of Operational Research, 194, 236-249, 2009 (with R. Kozhan).
Estimation of optimal portfolio compositions for Gaussian returns, Statistics & Decisions, 26, 179-201, 2008 (with T. Bodnar).
Comparing air quality among Italy, Germany, and Poland using BC indexes, Atmospheric Environment, 42, 8412-8421, 2008 (with O. Bodnar, M. Cameletti and A. Fasso).
Discussion on "Is Average Run Length to False Alarm always an Informative Criterion?" by Y. Mei, Sequential Analysis, 27, 392-395, 2008 (with S. Knoth).
EWMA charts for multivariate output: some stochastic ordering results, Communications in Statistics - Theory and Methods, 37, 2653-2663, 2008 (with M.C. Morais, Y. Okhrin and A. Pacheco).
Estimation of the optimal portfolio weights, International Journal of Theoretical and Applied Finance, 11, 249-276, 2008 (with Y. Okhrin).
On the existence of unbiasedestimators for the portfolio weights, AStA - Advances in Statistical Analysis, 92, 29-34, 2007 (with T. Zabolotskyy).
A test for the weights of the global minimum variance portfolio in an elliptical model, Metrika, 67, 127-143, 2008 (with T. Bodnar).
Surveillance of the mean behaviour of multivariate time series, Statistica Neerlandica, 61, 383-406, 2007 (with O. Bodnar).
On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in sigma, Statistics & Decisions, 24, 397-413, 2007 (with M.C. Morais, Y. Okhrin and A. Pacheco).
Comparison of different estimation techniques for portfolio selection, Advances in Statistical Analysis (AStA) 91, 109-127, 2007 (with Y. Okhrin).
EWMA control charts for monitoring optimal portfolio weights, Sequential Analysis, 26, p.195-224, 2007 (with V. Golosnoy).
The distribution of the sample variance of the global minimum variance portfolio in elliptical models, Statistics, 41, 65-75, 2007 (with T. Bodnar).
Eighty years of control charts, Sequential Analysis 26, 117-122, 2007.
Discussion on "Sequential Design and Estimation in Heteroscedastic Nonparametric Regression" by S. Efromovich, Sequential Analysis, 26, 53-55, 2007 (with Y. Okhrin).
Distributional properties of portfolio weights, Journal of Econometrics, 134, 235-256, 2006 (with Y. Okhrin).
EWMA charts for monitoring the mean and autocovariances of stationary processes, Statistical Papers, 47, 595-630, 2006 (with M. Rosolowski).
Multivariate control charts based on a projection approach, Journal of the German Statistical Society (ASTA), 89, 75-93, 2005 (with O. Bodnar).
Surveillance of the covariance matrix of multivariate nonlinear time series, Statistics, 39, 221-246, 2005 (with P. Sliwa).
Monitoring the cross-covariances of a multivariate time series, Metrika, 61, 89-115, 2005 (with P. Sliwa).
Control charts for time series: a review, Frontiers in Statistical Quality Control, H.-J. Lenz, P.-Th. Wilrich (Eds.), Physica-Verlag, Heidelberg, p.210-236, 2004 (with S. Knoth).
Statistical surveillance of the parameters of a one-factor Cox-Ingersoll-Ross model, Sequential Analysis, 23, 379-412, 2004 (with D. Tzotchev).
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes, Sequential Analysis, 22, 257-285, 2003 (with M. Rosolowski).
Tail behaviour of a general family of control charts, Statistics & Decisions, 21, 77-90, 2003 (with Y. Okhrin).
Monitoring the mean and the variance of a stationary process, Statistica Neerlandica, 56, 77-100, 2002 (with S. Knoth).
Sequential methods for detecting changes in the variance of economic time series, Sequential Analysis, 20, 235-262, 2001 (with S. Schipper).
Control charts for GARCH processes, Nonlinear Analysis, 47, 2049-2060, 2001 (with S. Schipper).
Simultaneous Shewhart-type charts for the mean and the variance of a time series, Frontiers in Statistical Quality Control, H.-J. Lenz, P.-Th. Wilrich (Eds.), Physica-Verlag, Heidelberg, 61-79, 2001 (with S. Knoth and A. Schöne).
On distributional properties of GARCH processes, Journal of Time Series Analysis, 22, 339-352, 2001 (with M. Pawlak).
Sequential control of non-stationary processes by kernel control charts, Allgemeines Statistisches Archiv, 84, 315-336, 2000 (with A. Steland).
On the joint distribution of a quadratic and a linear form in normal variables, Journal of Multivariate Analysis, 72, 163-182, 2000 (with A. Schöne).
The influence of parameter estimation on the ARL of Shewhart-type charts for time series, Statistical Papers, 41, 173-196, 2000 (with H. Kramer).
On the run length of the EWMA scheme - a monotonicity result for normal variables, Journal of Statistical Planning and Inference, 79, 289-297, 1999 (with A. Schöne and S. Knoth).
Monitoring changes in GARCH models, Allgemeines Statistisches Archiv, 83, 281-307, 1999 (with T. Severin).
On the robustness of Shewhart type charts, Economic Quality Control, 13, 107-115, 1998 (with H. Kramer).
Statistical process control and its application in finance, Contributions to Economics: Risk Measurement, Econometrics and Neural Networks, Physica-Verlag, Hei, 83-104, 1998 (with T. Severin).
On the average delay of control schemes, Advances in Stochastic Models for Reliability, Quality and Safety, E. von Collani, J. Franz, U. Jens, 341-360, 1998 (with H. Kramer).
The effects of autocorrelation on the R-chart and the S²-chart, Sankhyã, Ser. B, 59, p.229-255, 1997 (with R. Amin).
Zur Anwendung der Statistischen Prozesskontrolle in der Wertpapieranalyse, Solutions, 1, 71-81, 1997 (with T. Severin).
EWMA charts for multivariate time series, Sequential Analysis, 16, 131-154, 1997 (with H. Kramer).
Some properties of the EWMA control chart in the presence of data correlation, Annals of Statistics, 25, 1277-1283, 1997 (with A. Schöne).
CUSUM control schemes for Gaussian processes, Statistical Papers, 38, 191-217, 1997.
On EWMA charts for time series, Frontiers in Statistical Quality Control, H.-J. Lenz, P.-T. Wilrich (Eds.), Physica-Verlag, Heidelb, 115-137, 1997.
A comparison of several procedures for identifying outliers in contaminated ARMA processes, Computational Statistics, 11, 175-195, 1996 (with T. Flak and R. Sigmund).
Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors, Finanzmarkt und Portfolio Management, 10, 45-52, 1996 (with F. Herrmann and R. Zagst).
An outlier test for linear processes - II. Large contamination, Metrika, 43, 31-42, 1996 (with T. Flak).
An outlier test for time series based on a 2-sided predictor, Journal of Time Series Analysis, 17, 497-510, 1996.
Extreme sums of strictly stationary sequences of m-dependent variables, Sankhyã, Ser. A, 57, 186-201, 1995 (with T. Flak).
On the run length of a Shewhart chart for correlated data, Statistical Papers, 36, 111-130, 1995.
Robustness of the standard deviation and other measures of dispersion, Biometrical Journal, 36, 411-427, 1994 (with W. Gaus and J. Högel).
An outlier test for linear processes, Metrika, 40, 299-318, 1993 (with T. Flak).
An optimal decision rule for identifying outliers in time series, Österreichische Zeitschrift für Statistik und Informatik, 22, 119-133, 1992.
How to locate outliers in a time series if a starting-block is present, Sankhyã, Ser. B, 53, 359-383, 1991.
Discussion of a LR test for detecting outliers in time series data, Statistics & Decisions, 8, 271-294, 1990.
Outliers in a multivariate autoregressive-moving average process, Stochastic Processes and their Applications, 117-133, 1990.
Identification of a type I outlier in an autoregressive model, Statistics, 20, 531-545, 1989.
Asymptotical behaviour of a test of discordancy for an increasing number of outliers, Statistics & Decisions, 6, 245-260, 1988.
The multiple outlier problem in time series analysis, Australian Journal of Statistics, 28, 400-413, 1986.

Akademischer Werdegang

Studium:

Mathematik-Studium an der Universitat Ulm von 1977-1982

Promotion:

Promotion zum Dr. rer. nat. an der Universität Ulm im Jahr 1984

Titel der Dissertationsschrift: "Lokalisierung von Ausreißern bei autoregressiven Prozessen"

Habilitation:

Habilitation an der Universität Ulm im Jahr 1991,

Titel der Habilitationsschrift: "Ausreißertests und Ausreißeridentifikation bei Zeitreihen"

Venia legendi für das Fachgebiet Mathematik

Akademische Positionen

Sept. 2015 - August 2022	Vertrauensdozent der Konrad-Adenauer-Stiftung
2013 - 2023	Gastprofessor an der Universitat Bergamo, Italien
1999-2000, 2007-2009	Sprecher des interdisziplinaren trifakultären (Kulturwissenschaften, Jura, Wirtschaftswissenschaften) Graduiertenkollegs "Kapitalmärkte und Finanzwirtschaft im erweiterten Europa" an der Europa-Universitäat Viadrina
seit 1996	Vorsitzender des Promotionsausschusses der Wirtschaftswissenschaftlichen Fakultät der Europa-Universität Viadrina
1995-1999, 2011-2022	Vorsitzender der Stipendienvergabekommission der Europa-Universität Viadrina
seit Okt. 1995	Inhaber der Professur fur Quantitative Methoden, insb. Statistik an der Europa-Universitäat Viadrina
SoSe 1995	Vertretung einer Professur fur Quantitative Methoden, insb. Statistik an der Europa-Universität Viadrina
WiSe 1994/95	Vertretung einer Professur fur Mathematische Stochastik im Fachbereich Mathematik der Universität Stuttgart
WiSe 1993/94	Lehrbeauftragter im Fachbereich Wirtschaftswissenschaften der Universität Konstanz
WiSe 1991/92	Vertretung einer Professur fur Angewandte Analysis im Fachbereich Mathematik der Universität Trier
1984-1995	Wissenschaftlicher Mitarbeiter in der Fakultät "Mathematik und Wirtschaftswissenschaften" der Universität Ulm

Aktuelle Forschungsgebiete

Statistische Analyse von Finanzmärkten
Statistische Prozesskontrolle
Statistische Analyse von Umweltprozessen

Qualifikationsnachweis

1. Publikationen und eingeladene Vorträge

Autor von mehr als 170 Publikationen in internationalen Fachzeitschriften, darunter mehrere Arbeiten in Zeitschriften mit dem Ranking A plus oder A
16 eingeladene Vorträge bzw. Plenarvorträge bei verschiedenen Konferenzen seit 2005

2. Forschungsaufenthalte

Forschungsaufenthalte, u.a. in Bergamo (2001, 2007), Göteborg (2003, 2004, 2005) und Lissabon (2002, 2005, 2009, 2014, 2016, 2017), Stockholm (2015)

3. Veranstaltung von Tagungen

Vorsitzender des Programmkomitees von mehreren internationalen Tagungen (Teilnehmerzahl zwischen 500-700) und Workshops seit 2010 sowie von mehreren Sektionen bei Fachtagungen
Antragsteller von drei genehmigten DFG-Antragen zur finanziellen Unterstützung von wissenschaftlichen Jahrestagungen deutscher Fachgesellschaften (2013, 2015, 2017)

4. Drittmittel-Projekte

Projektleiter von neun bewilligten DFG-Projektanträgen seit 2004 mit einem Gesamtvolumen von ca. 1,6 Mio Euro

5. Nachwuchsförderung

Erstbetreuer von 28 Dissertationen und fünf Habilitationen
Nachwuchspreis des Landes Brandenburg 2008 an zwei seiner Doktoranden (dotiert mit 20 000 Euro)
Zwölf seiner Doktoranden bzw. seiner ehemaligen Mitarbeitenden sind inzwischen Professoren bzw. Professorinnen an Universitäten in Deutschland, England, Holland, Schweden, Schottland und der Ukraine sowie an einer deutschen Fachhochschule

6. Mitgliedschaften und Editorial Boards

Vorsitzender der Deutschen Statistischen Gesellschaft (DStatG) von 2012 - 2020
Stellvertretender Vorsitzender der DStatG (2020 - 2024)
Stellvertretender Vorsitzender der Deutschen Arbeitsgemeinschaft Statistik (DAGStat) von 2016 - 2022
Mitglied des Vorstands der Deutschen Statistischen Gesellschaft sowie Nachwuchsbeauftragter der DStatG (2008-2012)
Vorsitzender der Arbeitsgemeinschaft Stochastische Modelle für Zuverlässigkeit, Qualität und Sicherheit (2009-2013)
Vorsitzender des Ausschusses Statistik in Naturwissenschaft und Technik der DStatG (1998-2002)
Stellvertretender Vorsitzender des Ausschusses Statistik in Naturwissenschaft und Technik der DStatG (1994-1998)