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