SLIDES

Processus
February 15-19, 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)