Steffen Gr√łnneberg receives Sverdrupprisen 2019

13 August 2019

The Norwegian Statistical Association has awarded Associate Professor Steffen Grønneberg The Sverdrup Prize for the article «On partial-sum processes of ARMAX residuals», which has been accepted by Annals of Statistics.

Grønneberg works within the field of Mathematical Statistics and the article looks at foundational problems in diagnostic checking of time series models. This work was performed in cooperation with former Post-Doc at the Department of Finance at BI, Benjamin Holcblat (currently a permanent employee of the University of Luxembourg).

Steffen Grønneberg.jpg

“It was great to be recognized for the quality of our work through the award, adding to the recognition we have already received from being accepted for publication in the prestigious journal Annals of Statistics (4+ at ABS)”, says Grønneberg

The Sverdrup Prize consists of two awards and is distributed annually by the Norwegian Statistical Association at det Norske statistikermøtet. The honorable award Grønneberg has received is given for the best article by a young scientist in Norway over the last two years. Additionally, an award is given to an eminent representative of the statistics profession.

“The article is a door opener, and our results are very applicable. Benjamin and I will continue our cooperation and based on this foundational work, we will publish a series of follow-up articles aimed at time series analysis and econometrics. I am very grateful for the scientific freedom we have at BI, as this makes it possible to have a long-term perspective, allowing us to be ambitious”, Grønneberg continues.

You can also see all news here.