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Program

 
Download Program  Program_KA_2014.pdf

Download Abstracts  Abstracts_KA_2014.pdf

 


Wednesday:

15.00 - 16.00 Registration and welcome coffee

16.00 - 17.15

  • Welcome words
  • Künsch Space-time models of precipitation
  • Klüppelberg Modelling and estimating Brown-Resnick space-time processes

17.15 - 17.30 Break

17.30 - 18.30

  • Hörmann Functional lagged regression
  • Franke Highdimensional Hidden Markov Models

 

Thursday

9.30 - 10.30

  • Genton Cross-covariance functions for multivariate geostatistics
  • Maathuis Causality in time series analysis

10.30 - 11.15 Coffee break

11.15 - 12.45

  • Lindner On the sample autocovariance of a continuous time moving average process
  • Podolskij Limit theorems for continuous Levy moving average processes
  • Stelzer Geometric ergodicity of the multivariate continuous-time GARCH(1,1) process

13.00 - 14.00 Lunch break

14.00 - 15.45

  • Härdle Tail-event-driven network risk
  • Kreiss Baxters inequality and sieve bootstrap for random fields
  • Introduction to posters

15.45 - 17.30 Poster session with coffee break

  • Drapatz Stationary solutions of spatial ARMA equations
  • Feldmann Spatial postprocessing for temperature forecasts
  • Jordan Tests for equal predictive accuracy using proper scoring rules
  • Kimmig Order selection criteria for multivariate continuous-time ARMA (MCARMA) models
  • Krüger Probabilistic forecasting based on MCMS Output
  • Lerch Forecaster`s Dilemma: Extreme events and forecast evaluation
  • Schneider Likelihood- and residual-based evaluation of medium-term earth-quake forecast models for California
  • Scholz Cointegrated Multivariate Continuous-Time Autoregressive Moving Average (MCARMA)
    Processes
  • Weber Sequential change-point procedures based on estimating functions
  • Ziel Modelling electricity prices using an iteratively reweighted lasso approach

17.30 - 18.30

  • Subba Rao A test for stationarity for irregularly spaced spatial data
  • Davison Spectral density ratio models for multivariate extremes

18.30 - open end Conference dinner

A short (10-15 mins) walk will take us to the location of our conference dinner at the Badische Weinstuben.


Friday:

9.30 - 10.30

  • Thorarinsdottir Predicting temporal trajectories of regional wind and solar power production
  • Scheuerer Variogram-based proper scoring rules for probabilistic forecasts of multivariate quantities

10.30 - 11.15 Coffee break

11.15 - 12.45

  • Sun Statistically and computationally efficient estimating equations for large spatial datasets
  • Katzfuss Parallel inference for massive spatial data
  • Kleiber Equivalent kriging

13.00 - 14.00 Lunch break

14.00 - 15.30

  • Ombao Statistical models for the evolving dynamics of brain signals
  • Aston Separable covariances and their use in functional data analysis
  • Craigmile Shape-constrained semiparametric additive stochastic volatility models