Birs- 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond
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Title: Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves
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Title: Multivariate limit theorems involving short-range and long-range dependence
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Title: Asymptotics for Causal Linear Fields
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Title: Baxter's inequality and sieve bootstrap for random fields
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Title: Constrained Hawkes processes for modeling limit order books
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Title: Adaptive Spectral Estimation for Nonstationary Time Series
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Title: Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors
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Title: On weak convergence of stochastic processes to stochastic integrals
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Title: On heavy tailed time series and functional limit theorems
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Title: Renewal Methods of Generating Stationary Count Time Series
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Title: Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series
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Title: High-dimensional autocovariance matrices and optimal linear prediction
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Title: Robust Change-Point Tests for Time Series
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Title: Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series
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Title: Dependent Extremes
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Title: Inference of weighted V-statistics for nonstationary time series and its applications
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Title: Bootstrap for dependent Hilbert space-valued random variables
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Title: Nordman
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Title: Modelling multivariate financial returns using changepoint-induced multiscale bases
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Title: Whittle likelihood for nonstationary bivariate processes
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