Mardi 15 novembre 2022
Prochain séminaire du GAINSProchain séminaire du GAINS
Le 15 novembre 2022
La prochaine conférence du GAINS a lieu le 15 novembre 2022 de 9h30 à 16h30 dans le bâtiment de l'Institut du Risque & de l'Assurance au Mans.
The conference "Advances in times series" will be held on Tuesday, November 15th, 2022, in the building of Institut du Risque et de l’Assurance in Le Mans from 9h30 to 16h30. The program is the following:
- 9h30-10h30 Christian FRANCQ (ENSAE and Université de Lille, France) Autoregressive conditional betas
- 11h00-12h00 Erik KOLE (Erasmus University Rotterdam, Pays-Bas) High-Dimensional Dynamic Factor Models with Markov Switching
- 14h00-15h00 Frédéric PROIA (Angers Université, France) Nearly-unstable processes
- 15h30-16h30 Alexander AUE (University of California, USA) (online) Detecting deviations from stationarity of functional time series
The abstracts are available here.
The conference will also be broadcasted online.
To participate, please register here. A Zoom link will be sent few days before the conference for the online participants.