SLIDES
Processus
15 au 19 février 2016
- Antoine Ayache (Université Lille 1)
Stationary increments harmonizable stable fields: upper estimates on path behavior (pdf)
- Jean-Marc Bardet (Université Paris 1 – Panthéon-Sorbonne)
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes (pdf)
- Pierre Bertrand (Université Clermont-Ferrand)
Overfitting of the Hurst index for a multi fractional Brownian motion (pdf)
- Marianne Clausel (Institut Joseph Fourier Université de Grenoble)
Large scale reduction principle and application to hypothesis testing (pdf)
- Jérôme Dedecker (Université Paris Descartes)
Behavior of the Wasserstein distance between the empirical and the marginal distributions of alpha-dependent sequences (pdf)
- Holger Dette (Ruhr-Universitaet Bochum)
Detecting long-range dependence in non-stationary time series (pdf)
- Michael Eichler (Maastricht University)
Semi-parametric dynamic factor models for non-stationary time series (pdf)
- Davide Giraudo (Université de Rouen)
Hölderian weak invariance principle for strictly stationary sequences (pdf)
- Ieva Grublyté (Vilnius University)
Quasi-MLE for quadratic ARCH model with long memory (pdf)
- Marc Hoffman (Université Paris Dauphine)
Statistical inference for bifurcating Markov (pdf)
- Konstantinos Fokianos (University of Cyprus)
Mallows’ Quasi-Likelihood Estimation for Log-linear Poisson Autoregressions (pdf)
- Adam Jakubowski (Nicolaus Copernicus University)
Phantom distribution functions for dependent random vectors (pdf)
- William Kengne (Université de Cergy-Pontoise)
Testing for parameter change in a general class of integer-valued time series models (pdf)
- Emilie Lebarbier (INRA / AgroParisTech) & Jacques Levy-Vehel (INRIA)
Segmentation of time-series with various types of dependence (pdf)
- Florence Merlevède (Université de Marne-la-Vallée)
Strong approximation for additive functionals of geometrically ergodic Markov chains (pdf)
- Guy Nason (University of Bristol)
A test for local white noise (and the absence of aliasing) in locally stationary wavelet time series (pdf)
- Efstathios Paparoditis (University of Cyprus)
Periodogram Based Tests of Stationarity (pdf)
- Stefan Richter (Heidelberg University)
Adaptive bandwidth selection with cross validation for locallystationary processes (pdf)
- François Roueff (TELECOM ParisTech)
Posterior consistency for partially-observed Markov models (pdf)
- Philippe Soulier (Université Paris Ouest Nanterre)
Fonctional limit theorems for weakly dependent regularly vary-ing time series (pdf)
- Suhasini Subba Rao (Texas A&M University)
Fourier based methods for spatial data observed on irregularly spaced locations (pdf)
- Charles Suquet (Université Lille 1)
Detecting a changed segment in a sample (pdf)
- Dag Tjostheim (University of Bergen)
Some further properties and applications of local Gaussian approximation (pdf)
- Lionel Truquet (ENSAI – Campus de Ker-Lann)
Parameter stability and semiparametric inference in time-varyingARCH processes (pdf)
- Michael Vogt (University of Konstanz)
Classification of nonparametric time trends (pdf)
- Dalibor Volny (Université de Rouen)
Limit theorems for random fields (pdf)
- Rainer Von sachs (Université catholique de Louvain)
Time-frequency analysis of locally stationary Hawkes processes (pdf)