Mathematical Statistics Seminar

Introduction to Spokoiny's finite sample analysis of maximum likelihood estimators

Speaker(s): 
Andreas Andresen (WIAS Berlin)
Date: 
Wednesday, June 19, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Challenges for the Analysis of Macroeconomic Panel Data

Speaker(s): 
Jörg Breitung (U Bonn)
Date: 
Wednesday, June 5, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Change point detection: models and approaches

Speaker(s): 
Lajos Horvath
Date: 
Wednesday, May 29, 2013 - 2:00pm
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Some results on frequentist analysis of Bayesian posterior distributions

Speaker(s): 
Ismael Castillo (U Pierre et Marie Curie, Paris)
Date: 
Wednesday, May 22, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

On the construction and use of factor copula models

Speaker(s): 
Matthias Scherer (TU München)
Date: 
Wednesday, May 15, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Limit theorems and statistical inference in Markov models

Speaker(s): 
Alexey Kulik (Institute of Mathematics, Ukrainian Academy of Sciences, Kiev)
Date: 
Wednesday, May 8, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Local Adaptive Multiplicative Error Models for High-Frequency Forecasts

Speaker(s): 
Andrija Mihoci (C.A.S.E., HU Berlin)
Date: 
Wednesday, April 17, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Limit theorems for excursion sets of stationary random fields

Speaker(s): 
Evgeny Sporadev (Universität Ulm)
Date: 
Wednesday, January 23, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Limit theorems for excursion sets of stationary random fields

Speaker(s): 
Evgeny Sporadev (Universität Ulm)
Date: 
Wednesday, January 9, 2013 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

Using local Gaussian correlation to test for independence, copula structure and financial contagion

Speaker(s): 
Dag Tjoestheim (University of Bergen)
Date: 
Wednesday, December 5, 2012 - 10:00am
Location: 
Mohrenstrasse 39, Erhard-Schmidt-Hörsaal

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