November 27, 2015
Jennifer Wadsworth, Lancaster University, United Kingdom
"Where does the tail begin? Threshold selection for extremes"
October 23, 2015
Annabel Prause, RWTH Aachen, Germany
"Sequential Nonparametric Detection of High-Dimensional Signals under Dependent Noise"
October 2, 2015
Jean-Marc Freyermuth, Cambrigde University, United Kingdom
"Minimax optimal detection of structure for multivariate data"
February 27, 2015
Ioannis Papastathopoulos, University of Edinburgh, United Kingdom
"Statistical analysis of safety data and drug-induced liver injury"
September 26, 2014
Rainer von Sachs, ISBA, UCL
"Shrinkage Estimation of the Dependence Structure of High-Dimensional Time Series"
March 21, 2014
Ansgar Steland, RWTH Aachen, Germany
"Nonparametric Monitoring of time series"
February 14, 2014
Anne Leucht, Universität Mannheim, Germany
"A model specification test for GARCH(1,1) processes"
March 21, 2013
Ansgar STELAND, RWTH Aachen, Germany
“Nonparametric Monitoring of time series”
March 11, 2013
Luc BAUWENS, CORE
“Dynamic conditional correlation models for realized covariance matrices”
April 15, 2013
Maurice BUN, University of Amsterdam
“Identification in linear dynamic panel data models”
September 23, 2013
Alexei ONATSKI, University of Cambridge, United Kingdom
“Signal detection in high dimensions”
October 14, 2013
Diaa NOURELDIN, University of Oxford
“Volatility prediction using a high-frequency-based component model”
December 16, 2013
Roman LIESENFELD, Christian-Albrechts-Universität zu Kiel
“Analysis of discrete dependent variable models with spatial correlation”
December 14, 2013
Anne LEUCHT, Universität Mannheim, Germany
“A model specification test for GARCH (1,1) processes”
December 06, 2013
Anna SIMONI, CNRS and Thema, Université de Cergy-Pontoise
“Semi-parametric Bayesian Partially Identified Models based on Support Function”
Anne SABOURIN, Télécom ParisTech, Paris, France
“Dirichlet mixtures for multivariate extremes: re-parametrization and Bayesian inference with censored data”
October 05, 2012
Wilfredo PALMA, Pontificia Universidad Católica de Chile, Chile
“Regularization and prediction of long-memory time series”
Hans MANNER, Universität zu Köln
“Modeling Multivariate Extreme Events Using Self-Exciting Point”
October 22, 2012
Christophe ANDRIEU, Bristol University, UK
“Pseudo-marginal algorithms: a review and some of their properties”