Programme
February 10 th
10:00-10:45 |
Eric Moulines TELECOM-Paris |
Online Parameter estimation in HMM with application to stochastic volatility |
11:10-11:35 |
Nathanael Mayo CHEVREUX |
Context selection for volume forecast- The influence of news on traded volume |
11:40-12:25 |
Michael Neumann Jena |
Dependent wild bootstrap for degenerate U- and V -statistics |
14:00-14:45 |
Florence Merlevède Marne la Vallée |
On the quenched weak invariance principle under projective criteria |
14:50-15:35 |
Olivier Wintenberger Dauphine |
Prediction for uniformly mixing processes (joint work with P. Alquier) |
15:40-16:20 |
Jean Michel Zakoian CREST et Université Lille 3 |
Testing Strict Stationarity in GARCH Models (joint work with C. Francq) |
16:40-17:10 |
Christine Jacob INRA |
Conditional Least Squares Estimation in nonlinear and nonstationary stochastic regression models |
17:10-17:40 |
Matthieu Cornec INSEE |
Nowcasting GDP directional change with an application to French business survey data |
February 11 th
9:30-10:15 |
Dragi Anevski Lund | |
10:50-11:35 |
Emilie Muzereau GDF SUEZ / CEEME | |
11:40-12:10 |
Alain Célisse ENS | |
12:15-13:00 |
Yannig Goude EDF | |
14:30-15:15 |
Rainer Dahlhaus Heidelberg |
Approximations and Expansions for Locally Stationary Processes |
15:20-16:05 |
Herold Dehling Bochum |
Nonparametric Change-Point Tests for Long-Range Dependent Data |
16:10-17:05 |
William Kengne Paris 1 |