Self-Similarity, Long-Range Dependence and Extremes
Videos from CMO Workshop
Francois Roueff, TELECOM ParisTech (France)
Monday Jun 18, 2018 09:00 - 09:39
General-order observation-driven models
Alexey Kuznetsov, York University
Monday Jun 18, 2018 09:46 - 10:16
Extrema of stable processes and number theory
Annika Betken, Ruhr-University Bochum
Monday Jun 18, 2018 10:59 - 11:33
Testing for structural changes in LMSV time series
Vladas Pipiras, University of North Carolina - Chapel Hill
Monday Jun 18, 2018 15:00 - 15:37
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
Olivier Wintenberger, Université Pierre et Marie Curie
Monday Jun 18, 2018 15:46 - 16:32
Heavy tails for an alternative stochastic perpetuity model
Clément Dombry, Université de Franche-Comté
Tuesday Jun 19, 2018 09:46 - 10:27
Tail measure and tail spectral process of regularly varying time series
Anna Kiriliouk, Erasmus University Rotterdam
Tuesday Jun 19, 2018 11:45 - 12:22
Climate event attribution using peaks-over-thresholds modelling
Sebastian Engelke, University of Geneva
Tuesday Jun 19, 2018 15:49 - 16:26
Extremal (in)dependence structures of random scale constructions
Shuyang Bai, University of Georgia
Tuesday Jun 19, 2018 17:00 - 17:40
Instability of ranks and inference under long memory
Andreas Basse-O'Connor, University of Aarhus
Tuesday Jun 19, 2018 17:44 - 18:28
Limit theorems for quadratic functionals of heavy-tailed long-memory processes
Ilya Molchanov, University of Bern
Wednesday Jun 20, 2018 09:01 - 09:37
Scale invariant set functions arising from general iterative schemes
Ayan Bhattacharya, Indian Statistical Institute
Wednesday Jun 20, 2018 09:46 - 10:21
Large deviation for extremes of branching random walk with regularly varying tails
Olivier Durieu, Université de Tours
Wednesday Jun 20, 2018 11:00 - 11:42
Limit theorems for long-range dependent processes based on random partitions
Evgeny Spodarev, Ulm University
Wednesday Jun 20, 2018 11:47 - 12:23
Long range dependence for random functions with infinite variance
Sidney Resnick, Cornell University
Thursday Jun 21, 2018 09:00 - 09:49
Are Extreme Value Estimation Methods Useful for Network Data?
Tiandong Wang, Cornell University
Thursday Jun 21, 2018 09:55 - 10:28
Consistency of Hill Estimators in a Linear Preferential Attachment Model
Kirstin Strokorb, Cardiff University
Thursday Jun 21, 2018 10:59 - 11:44
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
Phyllis Wan, Columbia University
Thursday Jun 21, 2018 11:47 - 12:17
Threshold Selection for Multivariate Heavy-tailed Data
Zaoli Chen, Cornell University
Thursday Jun 21, 2018 15:00 - 15:32
Random sup measure of a stationary random fields driven by additive simple symmetric random walks
Lifan Wu, Cornell University
Thursday Jun 21, 2018 15:37 - 16:09
Regularly Varying Random Fields
Bikramjit Das, Singapore University of Technology and Design
Friday Jun 22, 2018 08:31 - 09:14
Heavy tails in a robust newsvendor model
Henry Lam, Columbia University
Friday Jun 22, 2018 09:16 - 09:55
Optimization-based Approaches to Extreme Event Analysis
Parthanil Roy, Indian Statistical Institute
Friday Jun 22, 2018 10:30 - 11:17
Group measure space construction, ergodicity and stable random fields
