Talks

Radoslaw Adamczak - Concentration inequalities under negative dependence.

Jean-Marc Bardet - Contrast estimation of time-varying infinite memory processes.

Frédérique Bec - Power of unit root tests against nonlinear and noncausal alternatives, with an application to the Brent crude oil price.

Alexander Braumann - Bootstrap convergence rates for the maximum of an increasing number of autocovariances and autocorrelations under strict stationarity.

Gilles de Truchis - Bet on a bubble asset? An optimal portfolio allocation strategy.

Paul Doukhan - A view on some non-stationary models.

Thierry Dumont - Capturing oscillations in time series: a semi-parametric HMM approach.

Carlos Fernandez - Harris recurrent Markov chains and nonlinear monotone cointegrated models.

Valérie Girardin - Time Changes and Stationarity Issues for Autoregressive Models.

Karin Heidlmayr - Neural Oscillatory Mechanisms in Language Processing.

Jens-Peter Kreiss - Bootstrapping Whittle Estimators.

Soumendra Lahiri - Bootstrap for a class of non stationary time series.

Emilie Lebarbier - Multiple change-point detection in a Poisson process.

Lukasz Lenart - An exponential smoothing stochastic cycle model with multiple frequencies.

Aldo Medina Garay - Estimation and forecasting of INAR(p) processes with zero-inflated innovations.

Bartosz Majewski - Spectral density estimation for spectrally correlated processes.

Nicolas Marie - From Nonparametric Regression to Statistical Inference for Non-Ergodic Diffusion Processes.

Antonio Napolitano - Oscillatory almost-cyclostationary (OACS) processes are a recently introduced class of signals resulting from the interaction of random phenomena and periodic phenomena with irregular periodicity.

Michael Neumann - Mixing properties of nonlinear Poisson-INGARCH processes.

Hernando Ombao - Spectral Transfer Entropy: A New Causal Inference Approach for Oscillatory Processes.

Stathis Paparoditis - Prediction Bands for Functional Time Series.

François Roueff - Fractionally Integrated Autoregressive Moving Average parametric estimation and prediction in a separable Hilbert space.

Jamel Saadaoui - Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions.

Suhasini Subba Rao - Testing for correlation between different frequency bands of a multivariate time series.

Rainer von Sachs - Smoothing covariance and spectral density matrices of multivariate locally stationary time series preserving positive-definiteness.

Jean-Michel Zakoian - Inference on multiplicative component GARCH models without any small-order moment.