Univ.-Prof. DI Dr. techn.

Sylvia Frühwirth-Schnatter

Sylvia Frühwirth-Schnatter

Full Member of the Division of Humanities and the Social Sciences since 2014

  • Institute for Statistics and Mathematics


Research Areas:

  • Mathematics
  • Statistics
  • Econometrics
  • Computer simulation
  • Stochastics
  • Machine learning





Selected Memberships:

  • International Statistical Institute
  • International Society of Bayesian Analysis
  • Österreichische Statistische Gesellschaft

Selected Prizes:

  • DeGroot Prize of the International Society for Bayesian Analysis
  • WU Best Paper Award der Stadt Wien
  • Förderungspreis der Senator Wilfling Stiftung

Selected Publications:

  • Frühwirth-Schnatter, Sylvia (2010) Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Journal of Econometrics, Bd. 154, S. 85-100.
  • Frühwirth-Schnatter, Sylvia (2008) Modelbased clustering of multiple time series. Journal of Business and Economic Statistics, Bd. 26, S. 78-89.
  • Frühwirth-Schnatter, Sylvia (2006) Finite Mixture and Markov Switching Models.; New York: Springer (492 Seiten).
  • Frühwirth-Schnatter, Sylvia (2001) Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Journal of the American Statistical Association, Bd. 96, S. 194-209.
  • Frühwirth-Schnatter, Sylvia (1994) Data augmentation and dynamic linear models. Journal of time series analysis, Bd. 15, S. 183-202.