Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
Fri20Mar
0.001
0.002
0.004
1.002
1.012
No specific location / location unknown
8:00am
9:00am
10:00am
11:00am
12:00pm
1:00pm
2:00pm
3:00pm
4:00pm
5:00pm
6:00pm
Time Series Econometrics
8:50am - 10:20am
0.001
Carsten Jentsch
Location: 0.001
Session Chair: Carsten Jentsch

Pitfalls of Inference in Panels with Cross-Dependence of Uncertain Strength

Daria Ovsyannikova, Matei Demetrescu



Structural analysis in matrix-autoregressive models

Christian Wurtz, Carsten Jentsch



Specification Tests for Vector Multiplicative Error Models

Šárka Hudecová

Time Series Econometrics
10:50am - 11:50am
0.001
Carsten Jentsch
Location: 0.001
Session Chair: Carsten Jentsch

A two-sample smooth test for multivariate dependent data

Eric Beutner



Satterthwaite Approximation and Gaussian Time Series

Gabriel Bailly, Yvik Swan, Rainer von Sachs

Discrete time series
8:50am - 10:20am
0.002
Christian H. Weiß
Location: 0.002
Session Chair: Christian H. Weiß

A universal time series model (for discrete data)

Malte Jahn



A Feature-Based Approach to Generate Time Series of Counts

Maria Eduarda Silva, Isabel Silva, Isabel Pereira



A new class of generalized INARMA models: estimation and testing against INGARCH alternatives

Johannes Bracher, Barbora Němcová

Discrete time series
10:50am - 11:50am
0.002
Christian H. Weiß
Location: 0.002
Session Chair: Christian H. Weiß

Estimating parameters for long-range dependence via ordinal patterns

Alexander Schnurr, Annika Betken, Herold Dehling, Ines Nüßgen



Transcripts and Algebraic Distances in Time Series: Stochastic Properties and Nonparametric Dependence Tests

Christian H. Weiß, José M. Amigó

High-dimensional statistics and learning
8:50am - 10:20am
0.004
Martin Wahl
Location: 0.004
Session Chair: Martin Wahl

Self-regularized learning methods

Max Schölpple



Concentration and moment inequalities for heavy-tailed random matrices

Moritz Jirak



Laplacian eigenmaps for bounded manifolds and the Neumann Laplacian

Petr Zamolodtchikov, Martin Wahl

Inference in Wasserstein Spaces and Optimal Transport
10:50am - 11:50am
0.004
Ansgar Steland
Location: 0.004
Session Chair: Ansgar Steland

Sliced-Wasserstein distance based change detection with sequential empirical processes

Florian Scholze, Fabian Mies, Ansgar Steland



Distributional Convergence of Empirical Entropic Optimal Transport and Applications

Santiago Arenas Velilla, Axel Munk, Luis Alberto Rodríguez Ramírez

Plenary Lecture 4
11:55am - 12:55pm
0.004
Location: 0.004

Unlocking the Regression Space

Liudas Giraitis

Closing
12:55pm - 1:00pm
0.004
Location: 0.004
Contributions to Mathematical Statistics
8:50am - 10:20am
1.002
Mathias Trabs
Location: 1.002
Session Chair: Mathias Trabs

Local polynomial estimation of quantile density functions

Niclas Jacobsen, Natalie Neumeyer



Model checks for copula regression

Philip Dörr, Holger Dette



Rank-based association measures for zero-inflated data

Jasper Arends, Guanjie Lyu, Mhamed Mesfioui, Elisa Perrone, Julien Trufin

Random Matrix Theory
8:50am - 10:20am
1.012
Nestor Parolya
Location: 1.012
Session Chair: Nestor Parolya

Nonlinear higher-order shrinkage estimation of the large dimensional covariance and precision matrices

Nestor Parolya, Taras Bodnar, Alexis Derumigny



Monitoring for a phase transition in a time series of Wigner matrices

Nina Dörnemann, Piotr Kokoszka, Tim Kutta, Sunmin Lee



Central limit theorems for linear eigenvalue statistics of random geometric graphs

Moritz Otto

Coffee break 5
10:20am - 10:50am
Lunch break 3
1:00pm - 2:00pm