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: 0.002 ZHSG |
| Date: Wednesday, 18/Mar/2026 | |
| 10:40am - 12:10pm |
Discrete time series Location: 0.002 Chair: Christian H. Weiß Overview of the STINARMA Class of Models and its STINAR and STINMA Subclasses Integer-valued random field models Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes |
| 1:30pm - 3:30pm |
Discrete time series Location: 0.002 Chair: Christian H. Weiß Asymptotic Inference for Rank Correlations Inference for INAR Models with Structural Breaks: Classical and Bayesian Approaches Model diagnostics and semi-parametric inference for count time series Nonparametric symmetry tests for integer-valued time series |
| 5:05pm - 6:35pm |
Statistical Inverse Problems Location: 0.002 Chair: Frank Werner Linear methods for non-linear inverse problems Learning with Heavy-tailes Comparing regularisation paths of (conjugate) gradient estimators in ridge regression |
| Date: Thursday, 19/Mar/2026 | |
| 10:20am - 12:20pm |
High-dimensional estimation and concentration phenomena Location: 0.002 Chair: Marie Düker Copula tensor count autoregressions High-Dimensional Inference for Network Stochastic Differential Equations Testing approximate sphericity for high-dimensional covariance matrices Principal Components Analysis for Irregular Data |
| 1:30pm - 3:30pm |
Statistics for Stochastic Processes Location: 0.002 Chair: Fabian Mies A nonparametric statistic for rank changes of volatility functions of Ito semimartingales Nonparametric density estimation for the small jumps of Lévy processes Fractional interacting particle system: drift parameter estimation via Malliavin calculus Adaptive denoising diffusion modelling via random time reversal |
| 4:00pm - 6:00pm |
Statistics for Stochastic Processes Location: 0.002 Chair: Fabian Mies Sharp adaptive nonparametric testing for a constant volatility Geometric ergodicity of Langevin dynamics and its discretizations Topology Matters for High-Frequency Inference: Weak Convergence of Stochastic Integrals in M1 |
| Date: Friday, 20/Mar/2026 | |
| 8:50am - 10:20am |
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 |
| 10:50am - 11:50am |
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 |
