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).
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Agenda Overview | |
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Location: 0.001 ZHSG |
| Date: Wednesday, 18/Mar/2026 | |
| 10:40am - 12:10pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series Prior shift estimation for positive unlabeled data through the lens of kernel embedding Asymptotic studies of adapted threshold detectors based on density processes |
| 1:30pm - 3:30pm |
New developments in nonparametric classification and estimation based on the nearest neighbor method Location: 0.001 Chair: Hajo Holzmann Chatterjee's graph correlation Nearest Neighbor Estimates for Dependent Data Nearest Neighbor matching: from Average Treatment Effects to Transfer Learning Multivariate Root-N-Consistent Smoothing Parameter Free Matching Estimators and Estimators of Inverse Density Weighted Expectations |
| 5:05pm - 6:35pm |
Applied Econometrics Location: 0.001 Chair: Yannick Hoga The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument Forecast Combination for Tail Risk: Virtues of the Harmonic Mean Systemic Risk Surveillance |
| Date: Thursday, 19/Mar/2026 | |
| 10:20am - 12:20pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland Time-varying degree-corrected stochastic block models Learning population and individual structure in dynamic networks with degree heterogeneity How to build your latent Markov model — the role of time and space A Simple and Robust Multi-Fidelity Data Fusion Method for Effective Modelling of Citizen-Science Air Pollution Data |
| 1:30pm - 3:30pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland MEWMA control charts for the covariance matrix -- on the validity of a certain approximation to achieve a feasible ARL integral equation EWMA control charts for the correlation coefficient Integrated Modelling of Age-and Sex-Structured Wildlife Population Dynamics: The Example of Hartebeest The second order generalization of Hájek-Le Cam asymptotic minimax theorem |
| 4:00pm - 6:00pm |
Computational Statistics Location: 0.001 Chair: Ostap Okhrin Tensor changepoint detection and eigenbootstrap Functional-based claims reserving with ProfileLadder Proxy-identification of a structural MGARCH model for asset returns Estimating ``Realized'' Skewness using Convolutional Neural Network |
| 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 |
| 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 |
