T.N. Thiele Centre

Posters

  • Fioralba Ajazi (Lund): Random graphs and their application in neural networks
  • Florian Baumgartner (Innsbruck): A Lévy-Itô decomposition for locally convex state spaces
  • Mikkel Bennedsen (Aarhus): Estimation of integer-valued trawl processes
  • Enrico Bibbona (Torino): Jump-diffusion approximation of density dependent Markov Chains
  • Selma Chaker (Tunis): On high frequency estimation of the frictionless price: The use of observed liquidity variables
  • Martin Drapatz (Ulm): On spatial random recurrence equations
  • Andrey Feuerverger (Toronto): GoF, OpRisk, and Ole
  • Andrea Granelli (London): A law of large numbers for the 2-dimensional Brownian semistationary process
  • Farrukh Javed and Krzysztof Podgórski (Lund): Tail behavior and dependence structure in A-PARCH model
  • Peter Kevei (Munich): Asymptotic behavior of trimmed St. Petersburg sums
  • Nestor Parolya (Hannover): Direct shrinkage estimation of large dimensional precision matrix
  • Gustaw Matulewicz (Palaiseau): Statistical inference of a stochastic process based on binary observation
  • Joanna Matysiak (Warsaw): Some conditions for the variance functions of NEF related to polynomial regressions
  • Stepan Mazur (Lund): Singular inverse Wishart distribution with application to portfolio theory
  • Michele Nguyen (London): Layering randomness: Volatility modulated moving averages
  • Krzysztof Podgórski and Farrukh Javed (Lund): Tails, leverage, and dependence in the A-PARCH model with generalized Laplace noise'
  • Noriyoshi Sakuma (Aichi): On spectral distributions and fluctuations of Marchenko-Pastur limit of random matrices with dependent entries
  • Adam Sykulski (London): Bias correction of the Whittle likelihood
  • Nopporn Thamrongrat (Heidelberg): Positive semi-definite estimators using subsampling in high frequency data
  • Sophon Tunyavetchakit (Heidelberg): Nonparametric estimation for spot volatility of models with Poisson sampling
  • Johanna Vestweber (Ulm): Geometric ergodicity of the multivariate continuous-time GARCH(1,1) process
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Revised 24.09.2018