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SLIDES

Processus
February 15-19, 2016

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  • 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)

























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​Centre International de Rencontres Mathématiques

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​13288 Marseille cedex 9, FRANCE
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