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).
|
Agenda Overview |
| Date: Friday, 20/Mar/2026 | |||||
| 8:50am - 10:20am |
Time Series Econometrics Location: 0.001 Chair: Carsten Jentsch Pitfalls of Inference in Panels with Cross-Dependence of Uncertain Strength Structural analysis in matrix-autoregressive models Specification Tests for Vector Multiplicative Error Models |
Discrete time series Location: 0.002 Chair: Christian H. Weiß A universal time series model (for discrete data) A Feature-Based Approach to Generate Time Series of Counts A new class of generalized INARMA models: estimation and testing against INGARCH alternatives |
High-dimensional statistics and learning Location: 0.004 Chair: Martin Wahl Self-regularized learning methods Concentration and moment inequalities for heavy-tailed random matrices Laplacian eigenmaps for bounded manifolds and the Neumann Laplacian |
Contributions to Mathematical Statistics Location: 1.002 Chair: Mathias Trabs Local polynomial estimation of quantile density functions Model checks for copula regression Rank-based association measures for zero-inflated data |
Random Matrix Theory Location: 1.012 Chair: Nestor Parolya Nonlinear higher-order shrinkage estimation of the large dimensional covariance and precision matrices Monitoring for a phase transition in a time series of Wigner matrices Central limit theorems for linear eigenvalue statistics of random geometric graphs |
| 10:20am - 10:50am |
Coffee break 5 |
||||
| 10:50am - 11:50am |
Time Series Econometrics Location: 0.001 Chair: Carsten Jentsch A two-sample smooth test for multivariate dependent data Satterthwaite Approximation and Gaussian Time Series |
Discrete time series Location: 0.002 Chair: Christian H. Weiß Estimating parameters for long-range dependence via ordinal patterns Transcripts and Algebraic Distances in Time Series: Stochastic Properties and Nonparametric Dependence Tests |
Inference in Wasserstein Spaces and Optimal Transport Location: 0.004 Chair: Ansgar Steland Sliced-Wasserstein distance based change detection with sequential empirical processes Distributional Convergence of Empirical Entropic Optimal Transport and Applications |
||
| 11:55am - 12:55pm |
Plenary Lecture 4 Location: 0.004 Unlocking the Regression Space |
||||
| 12:55pm - 1:00pm |
Closing Location: 0.004 |
||||
| 1:00pm - 2:00pm |
Lunch break 3 |
||||
