• Libellé inconnu,

Journée "Resampling methods for dependent data"

Publié le 9 octobre 2020 – Mis à jour le 25 novembre 2020

Organisateurs : Patrice Bertail (Université Paris Nanterre), Anna Dudek (AGH university, Krakow Poland), Thierry Dumont (Université Paris Nanterre)

Date(s)

le 26 novembre 2020

9h30-12h30 et 14h-17h
Lieu(x)
Program
  • 9:30 Bernard Desgraupes (Université Paris Nanterre, France) - Presentation of the boodd R package
  • 10:30 Anna Dudek (AGH University of Sciences and Technology, Krakow, Poland) - Spectral density estimation for nonstationary data with nonzero mean
  • 11:15 Virtual coffee break
  • 11:30 Hernando Ombao (King Abdullah University of Science and Technology, Saudi-Arabia) - Resampling method for time series with time-localized stochastic representations
  • 12:30 Virtual meal
  • 14:00 Jens-Peter Kreiss (Technische Universität Braunschweig, Germany) - Simultaneous Inference for Autocovariances based on Autoregressive Sieve Bootstrap
  • 15:00 Guiseppe Cavaliere (University of Bologna, Italy) - A Helicopter Tour on Random Limit Bootstrap Measures
  • 15:50 Virtual coffee break
  • 16:00 Soumendra Lahiri (Washington university in St Louis, USA) - Subsampling based prediction intervals for time series analysis

Mis à jour le 25 novembre 2020