Fields- Workshop on Dependence, Stability, and Extremes

  1. Title:
    Expository Lecture 1: Measuring dependence in heavy tailed processes

    Speaker:

    Link:

  2. Title:
    Applications of distance correlation to time series

    Speaker:

    Link:

  3. Title:
    Locally stationary Hawkes processes

    Speaker:

    Link:

  4. Title:
    Non-Skorokhodian functional convergence for dependent heavy-tailed models

    Speaker:

    Link:

  5. Title:
    Joint sum-max stability and continuous time random maxima

    Speaker:

    Link:

  6. Title:
    Tail process and its role in limit theorems

    Speaker:

    Link:

  7. Title:
    Expository Lecture 2: Measuring dependence in heavy tailed processes

    Speaker:

    Link:

  8. Title:
    Isomorphism identities for infinitely divisible processes with some applications

    Speaker:

    Link:

  9. Title:
    Random locations of periodic stationary processes

    Speaker:

    Link:

  10. Title:
    Behavior of the generalized Rosenblatt process at extreme critical exponent values

    Speaker:

    Link:

  11. Title:
    Operator-scaling random ball model

    Speaker:

    Link:

  12. Title:
    From infinite urn schemes to decompositions of self-similar Gaussian processes

    Speaker:

    Link:

  13. Title:
    Panel Discussion

    Link:

  14. Title:
    Expository Lecture 1: A guided tour in the theory of max-stable processes

    Speaker:

    Link:

  15. Title:
    The eigenvalues and eigenvectors of the sample covariance matrix of heavy-tailed multivariate time series

    Speaker:

    Link:

  16. Title:
    The tail empirical process of regularly varying functions of geometrically ergodic Markov chains

    Speaker:

    Link:

  17. Title:
    Some connections between max-stable processes, random sets and risk measures with applications to the argmax set in continuous choice models

    Speaker:

    Link:

  18. Title:
    Marginal standardization of upper-semicontinuous processes, with applications to max-stable processes

    Speaker:

    Link:

  19. Title:
    Bayesian inference for multivariate extreme value distributions

    Speaker:

    Link:

  20. Title:
    Expository Lecture 2: A guided tour in the theory of max-stable processes

    Speaker:

    Link: