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Director

Walter Krämer          

+49 231 755 - 3125

walterk@statistik.tu-dortmund.de

 

Executive office, management

Thorsten Ziebach

+49 231 755 - 3122

thorsten.ziebach@udo.edu

 

TIME Series, Quantile Regression and model choice

September 20-21, 2010

TU Dortmund, Campus Treff (map of the area)

The Collaborative Research Center "Statistical Modelling of Nonlinear Dynamic Processes" (SFB 823), supported by the Deutsche Forschungsgemeinschaft (DFG),  is proud to announce an international workshop on “Time Series, Quantile Regression and Model Choice”, to be held in Dortmund, Germany, on September 20th/21st 2010. The aim is to bring together internationally renowned experts in these areas with the researchers of SFB 823 in order to review recent developments and initiate scientific exchange. The Workshop is in part a continuation of the successful series of “Brussels-Waseda Seminars on Time Series and Financial Statistics”. 

 

Location:

TU Dortmund, Campus Treff (map of the area)

 

Speakers:

  • Rainer Dahlhaus (Universität Heidelberg): "Phase estimation for oscillatory processes" (abstract)
  • Xuming He (University of Illinois): "Wild bootstrap for quantile estimators of linear regression" (abstract)
  • Junichi Hirukawa (Niigata University): "Ranks for multivariate nonlinear and long-memory time series model" (abstract)
  • Davy Paindaveine (ECARES, Université Libre de Bruxelles): "Local Bilinear Multiple-Output Quantile Regression" (abstract)
  • Stephen Portnoy (University of Illinois): "Asymptotic Approximation for Regression Quantiles with (nearly) Root-n Error" (abstract)
  • Jérôme Saracco (Université Bordeaux 1): "A semiparametric approach to estimate reference curves for biophysical properties of the skin" (abstract)
  • Song Song (Humboldt-Universität zu Berlin & University of California, Berkeley): High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model (abstract)
  • Kenichiro Tamaki (Waseda University, Tokyo): "Power comparisons of nonparametric likelihood-based tests for stationary processes" (abstract)
  • Hiroyuki Taniai (Waseda University, Tokyo): "Goodness of Fit for Randomly Censored Data" (abstract)
  • Masanobu Taniguchi (Waseda University, Tokyo): "Robust portfolio estimation" (abstract)
  • David Veredas (ECARES, Université Libre de Bruxelles): "Quantile-based inference for elliptical stable distributions" (abstract)
  • Keming Yu (Brunel University, Uxbridge): "Bayesian Inference and Variable Selection for Quantile Regression" (abstract)

 

Time Schedule:

Monday, 20th September 2010
09.45h Opening
10.00h Talk: David Veredas
10.50h Coffee break
11.20h Talk: Rainer Dahlhaus
12.10h Talk: Masanobu Taniguchi
13.00h Lunch break
14.30h Talk: Junichi Hirukawa
15.20h Talk: Song Song
16.10h Coffee break
16.40h Talk: Kenichiro Tamaki
17.30h Talk: Hiroyuki Taniai
19.30h Dinner

Tuesday, 21st September 2010
09.00h Talk: Davy Paindaveine
09.50h Talk: Stephen Portnoy
10.40h Coffee break
11.10h Talk: Xuming He
12.00h Talk: Keming Yu
12.50h Lunch break
14.00h Talk: Jérôme Saracco
14.50h Closing

 

Scientific Board:

Holger Dette (Ruhr-Universität Bochum), Ursula Gather (Technische Universität Dortmund), Marc Hallin (ECARES, Université Libre de Bruxelles)

 

Local Organization:

Holger Dette (Ruhr-Universität Bochum), Matthias Borowski (Technische Universität Dortmund), Stephanie Krombach (Technische Universität Dortmund), Thoralf Mildenberger (Technische Universität Dortmund)

 

A conference dinner will be held on Monday, 20th September, at the restaurant "Rosenterrassen".

 

There is no registration fee for the workshop, the fee for the dinner (35 Euro) will be collected in cash at the registration desk. For registration, please contact Stephanie Krombach: krombach@statistik.tu-dortmund.de and indicate whether you plan to attend the conference dinner. 

 

The deadline for registration is July 31st 2010.