Me

Roland Langrock

Statistics and Data Analysis Group
Department of Business Administration and Economics
Bielefeld University
Universitätsstraße 25, 33615 Bielefeld, Germany

E-mail: roland.langrock@uni-bielefeld.de
Phone: +49 (0) 521 106 4879



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Research interests

  • hidden Markov and semi-Markov models
  • Markov-switching regression
  • state-space models
  • nonparametric methods
  • statistical ecology
  • financial time series
  • model selection





Book






Papers in peer-reviewed journals






Preprints

  • Hambuckers, J., Kneib, T., Langrock, R., Sohn, A.
    "A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models"
    available on request

  • Papastamatiou, Y.P., Watanabe, Y.Y., Demsar, U., Leos-Barajas, V., Langrock, R., Bradley, D., Weng, K., Lowe, C., Friedlander, A., Caselle, J.
    "Activity seascapes in central place refuging predators which do not require a home"
    available on request






Publications in conference proceedings & technical reports

  • Pohle, J., Langrock, R. (2017)
    "Pragmatic order selection in hidden Markov models"
    Proceedings of the 32nd International Workshop on Statistical Modelling, Volume I

  • Adam, T., Leos-Barajas, V., Langrock, R., van Beest, F.M. (2017)
    "Using hierarchical hidden Markov models for joint inference at multiple temporal scales"
    Proceedings of the 32nd International Workshop on Statistical Modelling, Volume II

  • Oswald, J.N., Oedekoven, C.S., Yack, T., Langrock, R., Thomas, L., Norris, T., Ferguson, E. (2014)
    "Development of statistical methods for examining relationships between odontocete vocal behavior and navy sonar signals"
    Report written as part of contract work for the U.S. Navy

  • Langrock, R., Kneib, T., Sohn, A. (2013)
    "Nonparametric hidden Markov models"
    S.Co.2013, invited conference paper

  • Thomas, L., Langrock, R., Rexstad, E., Borchers, D.L. (2012)
    "Lookout effectiveness analysis development"
    Report written as part of contract work for the U.S. Navy

  • Langrock, R., Zucchini, W. (2009)
    "Approximating hidden semi-Markov models by hidden Markov models"
    Proceedings of the 57th Session of the International Statistical Institute





Theses

  • Langrock, R. (2011)
    "On some special-purpose hidden Markov models"
    Ph.D. thesis, Göttingen

  • Solecki, R. (2008)
    "Spectral analysis of multivariate random measures"
    Diploma thesis, Heidelberg





Software