Workshop: Time Series, Wavelets and High Dimensional Data

At University of Campinas, August 29-30, 2019. Seats are limited, so please contact us at stodad@ime.unicamp.br to let us know which days you will attend.

You can read the invited speakers’ presentation abstracts here.

Thursday, August 29, 2019

13h30 Opening

14h10-15h00 F. Ziegelmann (UFRGS)

       Nonparametric Frontier Estimation

ST1 - Econometrics

15h00-15h25 M. Fernandes (FGV-SP)

       Nonparametric testing of conditional independence using asymmetric kernels

15h25-15h50 M. Medeiros (PUC-RJ)

       BooST: Boosting Smooth Transition Regression Trees for Partial Effect Estimation in Nonlinear Regressions

15h50-16h15 M. Zevallos (Unicamp)

       Estimation of ARFIMA models: a minimum distance approach

16h20-16h40 Coffee Break

ST2 - Time Series

16h40-17h05 P. A. Morettin (USP)

       Wavelet Estimation of Copulas for Time Series

17h05-17h30 L. K. Hotta (Unicamp)

       Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach

17h30-17h55 C. Chiann (USP)

       Estimating the trace-variogram in the ordinary kriging method for functional data using Legendre-Gauss quadrature

18h00-20h00 Poster Session

Friday, August 30, 2019

08h40-09h10 Coffee

09h10-10h00 Q. Yao (LSE)

       Estimation of Subgraph Densities in Noisy Networks

10h00-10h50 J. Chang (SUFE, China)

       A new scope of penalized empirical likelihood with high-dimensional estimating equations

10h50-11h40 Robert Lund (Clemson)

       Multiple Breakpoint Detection: Mixing Documented and Undocumented Changepoints

11h40-12h30 J. Fan (Princeton)

       Noisy matrix completion: Understanding statistical errors of convex relaxation via Nonconvex optimization

12h30 Closing

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