Invited Lectures and Seminars (since 1995)
Feb 24, 2021. The 22th Applied Stochastic Processes Workshop
(Plenary Talk), Tehran. Title:
Modeling of Time Series Using Random
Forests: Theoretical Developments.
Dec 9, 2020. An Interview with Professor Richard Davis  Moderated by
Sneha Swati and Levi Lee, Columbia University
Oct 16, 2020. Columbia Student Seminar. Title:
Applications of
Distance Correlation to Time Series
Sep 1116, 2020. CIRM Workshop: “New Results on Time Series and their
Statistical Applications", Luminy. Title:
Modeling of Time Series
Using Random Forests: Theoretical Developments.
Apr 21, 2020. Facutly Highlight Series, MA program at Columbia:
Benefits of Broadening your Statistics Education
Jan 910, 2020. STORI Annual Conference, Lancaster. Title
Semiparametric Estimation for MaxStable Processes with Applications
to Environmental Data.
Dec 19–21, 2019. Statistical Methods in Finance. Chennai Mathematics
Institute and ISI. Plenary Talk:
Inference on the Tail Process with
Application to Financial Time Series Modelling.
Nov 15, 2019. Chalmers Lunch Talks at Ericsson. Title:
Structural
Breaks and Outlier Detection in Time Series.
Nov 4, 2019. Xi'an JiaotongLiverpool University, Suzhou. Title
Semiparametric Estimation for MaxStable Processes with Applications
to Environmental Data.
Oct 31Nov 1, 2019. Shanghai Center for Mathematical Sciences. Short
Course: Time Series of Counts.
Oct 17, 2019. Chalmers University of Technology, Statistics and
Biomathematics Seminar. Title:
Extreme Value Analysis Without the
Largest Observations: What Can be Done?
Oct 14, 2019. Brummer and Partners MathDataLab Seminar, KTH, Stockholm.
Title:
The Use of Shape Constraints for Modeling Time Series of
Counts.
Aug 26—27, 2019.International Conference on Environmental Statistics.
Kunming, China. Keynote talk.
Semiparametric Estimation for
MaxStable Processes with Applications to Environmental Data.
Aug 18—23, 2019. ISI 2019, Kuala Lumpur. Invited paper session “New
develpoments in time series analysis for complex data”: Title:
The
Use of Shape Constraints for Modeling Time Series of Counts.
July 22—26, 2019. European Meeting of Statisticians, Palermo, Italy.
Invited session “Time series analysis for complex data”: Title
Noncausal Vector AR Processes with Application to Economic Time
Series.
July 15—19, 2019. International Statistics Symposium, Barranquilla,
Colombia: Special Invited Talk. Title:
Extreme Value Analysis Without
the Largest Observations: What Can be Done?
July 15—19, 2019. International Statistics Symposium, Barranquilla,
Colombia:
Short course on “Time Series of Counts” (4.5 hours of
lectures).
June 6, 2019. Time Series: A Conference Honouring Professor William
Dunsmuir, Sydney, Australia: Title:
William and Me: a 40 year
retrospective.
May 2—3, 2019. 2019 Rutgers Statistics Symposium: Tomorrow’s
Statistics for Today’s Data: Title:
The Use of Shape Constraints for
Modeling Time Series of Counts.
Apr 8, 2019. Statistics Colloquium, Rice University: Title:
The Use
of Shape Constraints for Modeling Time Series of Counts.
Apr 1, 2019. Statistics Colloquium, University of Missouri: Title
Noncausal Vector AR Processes with Application to Economic Time
Series.
Mar 27–29, 2019. Workshop on Scoredriven Time Series Models,
Cambridge, UK: Title:
The Use of Shape Constraints for Modeling Time
Series of Counts.
Sept 20–21, 2018. New Developments in Econometrics and Time Series,
Copenhagen. Title:
Inference on the Tail Process with Application to
Financial Time Series Modelling.
Sept 14—16, 2018. Plenary Talk at Michigan State Symposium on
Mathematical Statistics and Applications, In Honor of Hira L. Kouls
Scientific Legacy. Michigan State. Title:
Extreme Value Analysis
Without the Largest Observations: What Can be Done?
Aug 24–25, 2018. Plenary Lecture. JAFEE International Conference on
Financial Engineering, 12th JAFEEColumbia Conference. Tokyo. Title
Inference on the Tail Process with Application to Financial Time
Series Modelling.
June 13–14, 2018. International Symposium on Financial Engineering
and Risk Management (FERM 2018), Fudan University:
Inference on the
Tail Process with Application to Financial Time Series Modelling.
May 28–30, 2018. Keynote talk. Time Series Analysis of Higher Moments
and Distributions of Financial Data, IAS, Hong Kong UST:
Inference on
the Tail Process with Application to Financial Time Series Modelling.
May 4–5, 2018. Financial Econometrics Conference, Toulouse School of
Economics: Title:
Inference on the Tail Process with Application to Financial
Time Series Modelling.
Feb 21–23, 2018. Frontiers in Forecasting, Institute for Mathematics
and its Applications., Minneapolis: Models for Time Series of Counts
with Shape Constraints.
Jan 8–12, 2018. Complex Time Series Modelling and Forecasting:
Dynamic Network, Spatiotemporal Data, and Functional Processes,
Tsinghua Sanya International Mathematics Forum (TSIMF), Sanya, Hainan,
China.Title:
Models for Time Series of Counts with Shape Constraints.
Jan 3, 2018. Keynote Talk at Workshop on Time Series and Related
Topics, Hong Kong University of Science and Technology Title:
Extreme
Value Analysis Without the Largest Observations: What Can be Done?
Sept 11–15, 2017. Workshop on Lévy processes and time series: in
honour of Peter Brockwell and Ross Maller. Ulm, Germany. Title
Models for Time Series of Counts with Shape Constraints.
Sept 8–9, 2017. NSF/NBER Workshop in Time Series, Northwestern.
Title:
Models for Time Series of Counts with Shape Constraints.
Jul 29–Aug 3, 2017. JSM, Session: "Recent Developments in Statistical
Inference Using Distance Correlation and Related Dependence Metrics,”
Baltimore. Title:
Applications of Distance Correlation to Time Series
Jul 16–21, 2017. 61st World Statistics Conference. Session: “ISI
Invited Session with Statitcal Societies PresidentsIBS and IMS”,
Morocco. Title:
A Brief History of the IMS (Institute of Mathematical
Statistics.
Jul 16–21, 2017. 61st World Statistics Conference. Session:
“HighDimensional Extremes: Models, Inference and Challenges”,
Morocco. Title:
Extreme Value Analysis Without the Largest
Observations: What Can be Done?
June 28–Jul 1, 2017. IMSChina, Session: “Tail Behavior and Risk
Management,” Nanning, China: Title:
Extreme Value Analysis Without
the Largest Observations: What Can be Done?
June 20–22, 2017. “Heavy Tails and LongRange Dependence: A Workshop
in Honor of Gennady Samorodnitsky’s 60th Birthday”, Paris. Title
Models for Time Series of Counts with Shape Constraints.
April 28, 2017. Electrical Engineering Seminar: Harvard University,
Title:
Applications of Distance Correlation to Time Series
Mar 21–24, 2017. ISI Regional Statistics Conference Bali, Session:
“Time Series  Novel Methods and Applicationss.” Bali. Title:
Applications of Distance Correlation to Time Series
Feb 13, 2017. Workshop on Time Series Analysis, Copenhagen. Title
Extreme Value Analysis Without the Largest Observations: What Can be
Done?
Jan 11, 2017. University of Lancaster, STORi seminar. Title:
Extreme
Value Analysis Without the Largest Observations: What Can be Done?
Nov 8–11, 2016. Graduate course on "Time Series and Extremes" by
Thomas Mikosch and Richard Davis, Bogota, Colombia.
Oct 21–23, 2016. Random Processes and Time Series: Theory and
Applications. A conference in Honor of Murray Rosenblatt, UCSD.
Title:
Noncausal Vector AR Processes with Application to Economic Time
Series.
Oct 12–14, 2016. Conference on Conditional Independence Structures and
Extremes. Munich. Title:
Applications of Distance Correlation to
Time Series
Aug 26, 2016. Extremal Dependence Modeling. Universite Catholique de
Louvain. Title:
Applications of Distance Correlation to Time Series.
Aug 18–21, 2016. International Indian Statistical Association
Conference. Emanuel Parzen Memorial session. Title:
Applications of
Distance Correlation to Time Series.
Aug 18–21, 2016. International Indian Statistical Association
Conference. Panel Discussion: “Statistical Collaborations Across
Organizations – A Step in the Right Direction.”
Aug 18–21, 2016. International Indian Statistical Association
Conference. Short course: “Structural Breaks, Outliers, MDL, Some
Theory and Google Trends.”
Jul 31–Aug 4, 2016. Joint Statistical Meetings, Chicago. Session:
“Recent Advances in DiscreteValued Time Series” Title:
On Bivariate
Time Series of Counts.
Jul 27–30, 2016. IMSNew Researchers Conference, Madison, WI. Panel
Discussions: Publishing and Mentoring.
Jul 11–15, 2016. IMS President’s Address, World Congress of
Statistics and Probability, Toronto: Are We Meeting the Challenge?
Video can be accessed at:
http://www.stat.columbia.edu/~rdavis/PresidentAddress2016.ogv
June 27– 30, 2016. The 4th IMS Asia Pacific Rim Meeting. Hong Kong.
Session: “Recent Advances and Trends in Time Series Analysis” Title:
On Consistency (or nonconsistency!) of MDL Model Selection for
Piecewise Autoregressions.
May 2– 6, 2016. Workshop on Dependence, Stability and Extremes, The
Fields Institute, Toronto. Title:
Applications of Distance
Correlation to Time Series.
Mar 21– 23, 2016. Workshop on Extreme Value Theory and Time Series,
Karlsruhe Institute of Technology. Title:
On Consistency (or
nonconsistency!) of MDL Model Selection for Piecewise Autoregressions.
Mar 14–15, 2016. Columbia UniversityETH Zurich Workshop, “Extreme
Environmental Risks: Statistical Modeling and Insurability,” Zurich:
Title:
Topics in Spatial Extreme Value Theory.
Mar 6–8, 2016. Ibusuki International Seminar, Kyushu University.
Title:
On Central Limit Theorems For Weakly Dependent Random Fields
with Applications.
Mar 3–5, 2016. High Dimensional Statistical Analysis for Time Spatial
Processes and Quantile Analysis for Time Series, Kumamoto University.
Title:
Big n, Big p: Eigenvalues for Covariance Matrices of
HeavyTailed Multivariate Time Series
Feb 29– Mar 2, 2016. High Dimensional Statistical Analysis for Time
Spatial Processes and Quantile Analysis for Time Series, Waseda
University. Title:
On Consistency (or nonconsistency!) of MDL Model
Selection for Piecewise Autoregressions
Dec 1820, 2015. International Workshop on Time Series Econometrics,
Tsinghua Sanya International Mathematics Forum (TSIMF), Sanya, Hainan,
China. Title:
On consistency (or nonconsistency!) of MDL Model Selection for Piecewise
Autoregressions.
Dec 15–16, 2015. Workshop on Financial Time Series and Beyond, Hong
Kong University of Science and Technology. Title:
On Central Limit
Theorems For Weakly Dependent Random Fields with Applications.
Dec 5, 2015. Resnick Birthday Conference, Cornell University, New
York. Title:
On Consistency (or nonconsistency!) of MDL Model
Selection for Piecewise Autoregressions
Nov 2–3, 2015. Workshop on Applied Probability and Computational
Methods in Applied Sciences, Shanghai Mathematics Center at Fudan
University. Title:
On Central Limit Theorems For Weakly Dependent
Random Fields with Applications.
Sep 2516–12, 2015. NSF/NBER Workshop in Time Series, Vienna,
Austria:
Big n, Big p: Eigenvalues for Covariance Matrices of
HeavyTailed Multivariate Time Series
Sep 11, 2015. Cornell Day of Statistics, Cornell University. Title:
On Central Limit Theorems for Weakly Dependent Random Fields With
Applications.
Aug 2730, 2015. Workshop: Recent developments in statistics for
complex dependent data
Braunschweig. Plenary talk:
On Central Limit Theorems For Weakly Dependent Random Fields.
Aug 813, 2015. Joint Statistical Meetings, Seattle. Session:
"Statistical Advances of Large Scale Factor Models, VAR Models, and
Functional Time Series Models."
ReducedRank Covariance Estimation in Vector Autoregressive Modeling.
Jul 2631, 2015. 60th World Statistics Congress—ISI 2015, Rio de
Janeiro. Session: "Special Topics Session on Extreme Values and Heavy
Tailed Phenomena."
Threshold Selection for Multivariate Regularly Varying Data.
Jul 14, 2015. IMSChina International Conference on Statistics and
Probability, Kuming, China. Session: "Time series analysis: recent
challenges and advances."
Theory and Inference for a Class of Nonlinear Models with Application
to Time Series of Counts
Jun 2527, 2015. 2015 Fifth International IMSFIPS Workshop, Rutgers.
Plenary talk:
Big p: Eigenvalues for Cov Matrices of HeavyTailed Multivariate Time
Series.
Jun 22, 2015. 60th Birthday Symposium for Thomas Mikosch,
Copenhagen:
TBD
Jun 1417, 2015. Joint 24th ICSA Applied Statistics Symposium and
13th Graybill Conference, Fort Collins. Plenary talk:
Sparse Vector Autoregressive Modeling
Jun 1417, 2015. Joint 24th ICSA Applied Statistics Symposium and
13th Graybill Conference, Fort Collins. Panel Discussion:
What Are the Expected Professional Behaviors After Statistics Degrees?
Jun 12, 2015. NSF Conference on “Statistics for Complex Systems”,
Madison, WI:
Theory and Inference for a Class of Nonlinear Models with
Application to Time Series of Counts.
May 2530, 2015. "IndoUS Workshop on Time Series Analysis",
sponsored by SAMSI and Indian Institute of Science Education and
Research, IISER, Pune, India:
Computer lab on structural breaks.
May 2530, 2015. "IndoUS Workshop on Time Series Analysis",
sponsored by SAMSI and Indian Institute of Science Education and
Research, IISER, Pune, India:
Structural Breaks, Outliers, MDL, Some Theory and Google Trends.
Dec 68, 2014. Special Invited Session on Statistics of Extremes,
and Applications, 7th International Conference of ECRIM on
Computational and Methodological Statistics, Pisa: The extremogram: a
measure of extremal dependence for univariate and multivariate time
series.
Nov 13, 2014. Wharton Statistics Colloquium: Big n, Big p:
Eigenvalues for Cov Matrices of HeavyTailed Multivariate Time Series.
Nov 6, 2014. Statistics Seminar, Department of Decision Sciences,
Bocconi University, Milan: Theory and Inference for a Class of
Nonlinear Models with Application to Time Series of Counts.
Oct 2024, 2014. Conference on Applied Statistics in Defense, Bureau
of Labor Statistics, Washington DC: Applications of the Extremogram to
Time Series and Spatial Processes
Oct 17, 2014. Fourth Princeton Day of Statistics: Big n, Big p:
Eigenvalues for Cov Matrices of HeavyTailed Multivariate Time Series.
Jul 2025, 2014. Keynote address, XXI SINAPE  National Symposium of
Probability and Statistics, Natal, Brazil: Sparse vector
autoregressive modeling.
Jun 29Jul 3, 2014. Third IMS Asia Pacific Rim Meeting, Taipei:
Asymptotic Theory for the Sample Covariance Matrix of a HeavyTailed
Multivariate Time Series.
June 2728, 2014. International Symposium on Financial Engineering and
Risk Management FIRM2014, Beijing: Noncausal Vector AR Processes with
Application to Economic Time Series.
June 1520, 2014. First International Congress on Actuarial Science
and Quantitative Finance, Bogota, Universidad Nactional de Colombia:
Noncausal Vector AR Processes with Application to Economic Time
Series.
June 1520, 2014 Short Course (6 hours of lectures), "Heavytailed
Time Series: Theory and Applications", First International Congress on
Actuarial Science and Quantitative Finance, Bogota, Universidad
Nactional de Colombia.
June 6, 2014. Workshop on Quantitative Methods in Finance and
Insurance, University of Zagreb, Croatia: Big n, Big p: Eigenvalues
for Cov Matrices of HeavyTailed Multivariate Time Series.
June 5, 2014. Crash Course On Risk Modelling Methods for Heavy Tailed
Data (2 lectures), University of Zagreb, Croatia: Asymptotics for the
Spatial Extremogram.
May 1923, 2014. Selfnormalized Asymptotic Theory in Probability,
Statistics and Econometrics, National University of Singapore,
Institute of Mathematical Statistics: Big n, Big p: Eigenvalues for
Cov Matrices of HeavyTailed Multivariate Time Series
May 5, 2014. University of Washington, Statistics Seminar: Big n, Big
p: Eigenvalues for Cov Matrices of HeavyTailed Multivariate Time
Series.
Apr 17, 2014. Applied Probability and Risk Seminar, Columbia
University: Big n, Big p: Eigenvalues for Cov Matrices of HeavyTailed
Multivariate Time Series
Apr 4, 2014. Statistics Seminar, University of New South Wales: Big
n, Big p: Eigenvalues for Cov Matrices of Heavy Tailed Multivariate
Time Series.
Mar 24 and 26, 2014. Hotelling Lectures, University of North Carolina
Talk 1: Structural Breaks, Outliers, MDL, Some Theory and Google
Trends
Talk 2: Big n, Big p: Eigenvalues for Cov Matrices of HeavyTailed
Multivariate Time Series
Mar 68, 2014. NishiIzu Seminar, Toi NishiIzu: Asymptotics for the
Spatial Extremogram.
Mar 35, 2014. Waseda International Symposium, “Stable Process,
Semimartingale, Finance and Pension Mathematics,” Waseda University:
Largest eigenvalues of the sample covariance matrix for pvariate time
series with heavytails.
Jan 31, 2014. Van Dantzig Seminar, University of Delft: Largest
eigenvalues of the sample covariance matrix for pvariate time series
with heavytails.
Jan 30, 2014. "Inference for ChangePoint and Related Processes,"
Isaac Newton Institute for Mathematical Sciences, Cambridge, UK.
Theory and Inference for a Class of Nonlinear Models with Application
to Time Series of Counts.
Nov 8, 2013. Statistics Seminar, University of New South Wales:
Theory and Inference for a Class of Nonlinear Models with Application
to Time Series of Counts.
Sep 2327, 2013. Oberwolfach Conference on "Statistical Inference for
Complex Time Series Data," Oberwolfach, Germany: Largest eigenvalues
of the sample covariance matrix for pvariate time series with
heavytails.
Sep 811, 2013. EVT2013  Extremes in Vimeiro Today, Vimeiro,
Portugal: Invited Speaker: Largest eigenvalues of the sample
covariance matrix for pvariate time series with heavytails.
Aug 29, 2013. Workshop in Recent Advances in Asymptotic Statistics,
Chinese University of Hong Kong: Largest eigenvalues of the sample
covariance matrix for pvariate time series with heavytails.
Aug 2530, 2013. 59th ISI World Statistics Congress, Hong Kong.
Session: "Statistical methods for analyzing financial data." Sparse
vector autoregressive modeling.
Aug 1316, 2013. Building Bridges: Probability, Statistics and
Applications: special session in honor of Claudia Kluppelberg's 60th
birthday, Braunschweig: Largest eigenvalues of the sample covariance
matrix for pvariate time series of length n with heavytails.
July 812, 2013. Extreme Value Analysis Conference 2013, Shanghai,
China. Session: "Multivariate Extremes and Modeling." Statistical
Inference for MaxStable Processes in Space and Time.
May 2730, 2013 "PhD Course and Workshop on Extremes in Space and
Time:, University of Copenhagen. Topics:
Part I The extremogram for time series: theory and examples
Part II The spacetime extremogram
Part III Spatial modeling
Feb 21, 2013. Department of Mathematics Colloquium, Tulane
University, New Orleans.
Functional Convergence of Stochastic
Integrals with Application to Inference in Time Series Models.
Feb 13, 2013. Econometrics Colloquium, Columbia University: Theory
and Inference for a Class of Nonlinear Models with Application to Time
Series of Counts.
Jan 2124, 2013. 2nd Congreso de Actuarios de la UNAM, Facultad de
Ciencias, Year of Statistics 2013, Mexico City.
Noncausal Vector AR Processes with Application to Economic Time Series.
Jan 1417, 2013. Heavy tails, extremes and long range dependence
workshop, Indian Statistical Institute, Kolkata:
Limit Theory for the
Largest Eigenvalues of a Sample Covariance Matrix from
HighDimensional Observations with Heavy Tails.
Dec 34, 2012. MURI Kickoff Meeting, Natick, MA:
Structural Break Detection in the Presence of Outliers
Oct 19, 2012. Department of Statistics, George Mason University.
Detection of Structural Breaks and Outliers in Time Series.
Oct 15, 2012. U Penn Econometrics Workshop.
Noncausal Vector AR Processes with Application to Economic Time Series
Oct 57, 2012. International Conference on Advances in Interdisciplinary
Statistics and Combinatorics, Greeensboro, NC. Plenary talk:
Sparse Vector Autoregressive Modeling
Sep 314, 2012. ECOLE de recherche CIMPA (UNESCO sponsored): Statistique,
Environment et Changement Climatique: Cotonou, Benin:
4 lectures (2 hours each) on time series modeling, multivariate time series
modeling, structural break estimation.
July 914, 2012. 8th World Congress in Probability and Statistics, Istanbul:
Limit Theory for the Largest Eigenvalues of a Sample Covariance Matrix from
HighDimensional Observations with Heavy Tails.
July 68, 2012. PreWorld Congress Meeting for Young Researchers in
Probability and Statistics, Istanbul:
Identifying Structural Breaks and
Outliers in Time Series.
Identifying Structural Breaks and Outliers in Time Series.
June 1922, 2012. Financial time series analysis: high dimensionality,
nonstationarity and the financial crisis, Singapore National University,
Institute of Mathematical Statistics:
Sparse Vector Autoregressive Modeling
June 912, 2012. Keynote talk II: Recent Advances in Time Series Analysis,
Protaras, Cyprus:
Theory and Inference for a Class of Nonlinear Models with Application to Time
Series of Counts
June 912, 2012. Keynote talk I: Recent Advances in Time Series Analysis,
Protaras, Cyprus:
Noncausal Vector AR Processes with Application to Financial
Time Series.
May 2325, 2012. Statistical Models for Financial Data III, Graz, Austria:
Limit
Theory for the Largest Eigenvalues of a Sample Covariance Matrix from
HighDimensional Observations with Heavy Tails.
Apr 1921, 2012. Conference on LongRange Dependence, SelfSimilarity and
Heavy Tails in Honor of Murad Taqqu.s 70th Birthday, Chapel Hill, NC.
Limit
Theory for the Largest Eigenvalues of a Sample Covariance Matrix from
HighDimensional Observations with Heavy Tails.
Apr 9, 2012. InfoMetrics Institute and Department of Economics, American
University.
Detection of Structural Breaks and Outliers in Time Series.
Mar 29, 2012. Department of Statistics, University of Lancaster, UK.
Sparse Vector Autoregressive Modeling.
Mar 2628, 2012. Recent Advances in ChangePoint Analysis, CRiSM, University
of Warwick, UK.
Detection of Structural Breaks and Outliers in Time Series
Feb 24, 2012. Tinbergen Seminar, Amsterdam, The Netherlands:
Estimating Extremal Dependence in Time Series via the Extremogram
Feb 22, 2012. Econometrics and Statistics Seminar, Tilburg School of
Economics and Management:
Detection of Structural Breaks and Outliers in Time Series.
Feb 58, 2012. Winter Statistics School, Les Diablerets, Switzerland
(3 lectures, 1.5 hours each). Topics:
Lectures 12: Detection of Structural Breaks and Outliers in Time Series.
Lecture 3: Estimating Extremal Dependence in Time Series via the Extremogram
Oct 14, 2011. CRMISMGERAD Colloque de Statistique, Montreal:
Estimating Extremal Dependence in Time Series via the Extremogram
Sep 1213, 2011. "New Developments in Econometrics and Time Series," Brussels:
Noncausal Vector AR Processes with Application to Financial Time
Series.
Sep 79, 2011. "Instantaneous Frequencies and Trends for
Nonstationary Nonlinear Data," IMA, Minneapolis, MN:
Detection of Structural Breaks and Outliers in Time Series.
Aug 2526, 2011. 4th Annual Conference on Extreme Events; Stavanger,
Norway (Distinguished Lecture):
Estimating Extremal Dependence in Time Series via the Extremogram
Aug 15, 2011. 14th Brazilian Time Series and Econometrics School;
Gramado, Brazil (Plenary talk):
Estimating Extremal Dependence in Time Series via the Extremogram
June 14, 2011. IAS/IGSSE Doctoral Symposium on "Statistical
Spacetime Modeling for Wind Power Forecasts". Munich:
A Class of Stochastic Volatility Models for Environmental and Computer
Experiment Applications
June 10, 2011. University of Ulm, Mathematics seminar:
Functional Convergence of Stochastic Integrals with Application to
Inference in Time Series Models
May 2527, 2011. Interdisciplinary workshop on "Econometric and
statistical modelling of multivariate time series", LouvainlaNeuve
(Belgium): Noncausal Vector AR Processes with Application to
Financial Time Series
Apr 48, 2011. CIRM Workshop on "Dependence in Probability and
Statistics," MarseilleLuminy: Functional Convergence of Stochastic
Integrals with Application to Inference in Time Series Models
Feb 718, 2011. Nonlinear Time Series Workshop, National University
of Singapore: Estimating Extremal Dependence in Time Series via the
Extremogram
Nov 30Dec 2, 2010. 7th International Iranian Workshop on Stochastic
Processes, Tehran, Iran (Plenary Talk):
Allpass Processes with Applications to Finance
Nov 30Dec 2, 2010. 7th International Iranian Workshop on Stochastic
Processes, Tehran, Iran (2hour workshop): Estimating Extremal
Dependence in Time Series via the Extremogram
Nov 16, 2010. IEORDRO Seminar, Columbia University: Estimating
Extremal Dependence in Time Series via the Extremogram.
Oct 2021, 2010. Alaska Chapter of ASA sponsored course, Kodiak,
Alaska: Short Course on Times Series (14 hours of lectures).
Sep 9, 2010. IBM Watson Research Center, Yorktown Heights, NY:
Application of Heteroscedastic Spatial Model to Computer Experiments.
Aug 913, 2010. 73rd Annual Meeting of IMS, Gothenburg, Sweden:
Another Look at Moving Average Models with a Unit Root.
July 20, 2010. Inaugural Lectures of the IAS Focus Group "Risk
Analysis and Stochastic Modeling", TUM: Estimating Structural Breaks in
Time Series.
June 1718, 2010. Fourth IGSSE Forum 2010, Raitlenhaslach,
Germany:
Another Look at Noninvertible MA Models.2630, 2010.
Apr 2630, 2010.
CIRM Workshop on "Spatiotemporal approaches for risk modeling,"
MarseilleLuminy:
Measuring Extremal Dependence for Time Series and Spatial Processes
via the Extremogram.
Apr 19, 2010. Quantitative Financial Econometrics Seminar, Stern,
NYU:
Estimating Extremal Dependence in Time Series via the
Extremogram.
Apr 16, 2010. Volatility and System Risk, Stern School of Business,
NYU:
Discussant to Bryan Kelly's paper "Risk Premia and the Conditional
Tails of Stocks Returns."
Mar 30, 2010. Econometrics Seminar, Toulouse: Structural Break
Estimation in Time Series: Theory and Practice.
Mar 2627, 2010.
Conference on Latest Developments in HeavyTailed Distributions,
Brussels, Belgium:
Model Fitting for Autoregressive Processes with AlphaStable
Noise.
Mar 19, 2010. Integration of Extremal Events in Quantitative Risk
Management, Institut D'Economie Industrielle, Paris:
The Extremogram: a Correlogram for Extreme Events in a Time
Series.
Dec 1719, 2009. Nonlinear Time Series: Threshold Modelling and
Beyond:
An International Conference in Honour of Professor Howell Tong, Hong
Kong: Another Look at Noninvertible MA Models.
Nov 913, 2009. Spatiotemporal Extremes and Applications
Workshop sponsored by Risk, Rare Events and Extremes Research Program,
Bernoulli Center, Ecole Polytechnique Federale de Lausanne: Short
course: Spacetime extremes in two parts
Part I. The extremogram: a correlogram for rare events
Part II. Another look at Gaussian processes and associated
copulae with a view towards spatial extremes
Nov 3, 2009. Center for Statistical Sciences and Department of
Applied Mathematics, Brown University: Application of Heteroscedastic
Spatial Model to Computer Experiments.
Sep 1112, 2009. NSF/NBER Workshop in Time Series, Davis, CA:
The Extremogram: A Correlogram for Extreme Events.
Aug 2428, 2009. Oberwolfach Conference on "Challenges in Statistical
Theory: Complex Data Structures and Algorithmic Optimization,"
Oberwolfach, Germany:
Spatial Models with Applications in Computer Experiments.
Jun 28Jul 1, 2009. First IMS Asia Pacific Rim Meetings, Seoul, Korea:
Spatial Models with Applications in Computer Experiments.
May 27, 2009. Institute for Advanced Study, Technical University of
Munich. The Extremogram: A Correlogram for Extreme Events
May 1415, 2009. New Directions in Asymptotic Statistics, Athens, GA,
keynote address: The Extremogram: A Correlogram for Extreme
Events.
May 7, 2009. Department of Statistics, University of California,
Davis: Allpass Processes with Applications to Finance.
Apr 25, 2009. New England Statistics Symposium, University of
Connecticut. Featured keynote address: Allpass Processes with
Applications to Finance.
Apr 48, 2009. Fourth Brazilian Conference on Statistical Modelling in
Insurance and Finance, Maresias, Brazil: HeavyTailed Allpass
Processes with Applications to Finance.
Apr 1, 2009. Satellite Meeting, "New Trends in Actuarial Practice,"
Pontificia Universidade Catolica do Rio de Janeiro, Brazil:
The Extremogram: A Correlogram for Extreme Events.
Mar 3, 2009. Department of Statistics, Michigan State University:
The Extremogram: A Correlogram for Extreme Events
Feb 12, 2009. Department of Statistics, University of Toronto:
The Extremogram: A Correlogram for Extreme Events
Jan 13, 2009.
The Chinese University of Hong Kong, Statistics Department
Seminar:
Spatial Models with Applications in Computer Experiments
Dec 2, 2008. Operations Research and Financial Engineering
Colloquium, Princeton:
The Extremogram: A Correlogram for Extreme Events
Nov 67, 2008. "Statistical Modelling Multivariate Dependence and
Extremes in Finance," OxfordMan Institute of Quantitative Finance,
Oxford:
Heavy Tails and Financial Time Series Models.
Nov 4, 2008. Joint Econometrics and Statistics Workshop Seminar,
London School of Economics,
Structural Break Estimation in Time Series: Theory and Practice
Oct 23, 2008. Econometrics Workshop, Columbia University:
Structural Break Estimation in Time Series: Theory and Practice
Aug 37, 2008. Joint Statistical Meetings, Denver, CO. Session:
Financial Economics, sponsored by the Business and Economic Statistics
Section: Inference for LevyDriven, ContinuousTime ARMA Processes.
Jul 3, 2008. Universite de Paris X, Nanterre Mathematics Seminar:
Structural Break Estimation in Time Series: Practice and Theory
Jun 2326, 2008. Statistical Modeling of Extremes in Data
Assimilation and Filtering Approaches, Strasbourg, France:
Spatial Models with Applications in Computer Experiments.
Jun 2326, 2008. Statistical Modeling of Extremes in Data
Assimilation and Filtering Approaches, Strasbourg, France:
Extreme Value Theory in Time Series Analysis.
Jun 811, 2008. Recent Advance in Time Series Workshop, Cyprus:
Maximum Likelihood Estimation for alphaStable and Allpass and
Autoregressive Processes.
Apr 23, 2008. Wharton Statistics Colloquium: Structural Break
Detection for Nonlinear Time Series.
Apr 11, 2008. Joint Washington State University and University of
Idaho Statistics and Applied Probability Seminar: Structural Break
Detection for Nonlinear Time Series.
Apr 4, 2008. Princeton Day of Statistics: Maximum Likelihood
Estimation for alphaStable and Allpass and Autoregressive Processes.
Apr 1, 2008. Applied Mathematics Colloquium, Columbia
University: Spatial Heteroscedastic Models with Applications in
Computer Experiments.
Feb 28Mar 2, 2008. "Emerging Directions in Probability and
Statistics'': South Bend, IN:
Break Detection for a Class of Nonlinear Time Series Models.
Feb 2529, 2008. Oberwolfach Workshop, "Time Series with Sudden
Structural Breaks": Some Theory Behind AutoPARM.
Nov 30, 2007. IOMS Department Seminar, Stern School of Business,
New York University:
Another Look at Estimation for MA(1) Processes with a Unit Root.
Oct 31, 2007. Department of Statistics, Rutgers University:
Structural Break Detection in Time Series Models.
Oct 26, 2007. Department of Statistics, University of Michigan:
Structural Break Detection in Time Series Models.
Sep 1619, 2007. SAMSI Opening Workshop on Risk Analysis,
Extreme Events and Decision Theory.
Heavy Tails and Financial Time Series Models.
Sep 7, 2007. Probability Seminar, Columbia University:
Another Look at Estimation for MA(1) Processes with a Unit Root.
July 2327, 2007. Joint Statistical Meetings, Salt Lake City, UT,
Session: Nonlinear and Nonstationary Time Series Analysis:
Break Detection for a Class of Nonlinear Time Series Models.
July 29Aug 2, 2007. 5th Conference on Extreme Value Analysis, Bern,
Switzerland:
Maximum Likelihood Estimation for AlphaStable Autoregressive and Allpass
Processes.
May 2326, 2007. Statistical Models for Financial Data II, Graz,
Austria:
Inference for Levydriven Continuoustime ARMA Processes.
Apr. 24, 2007. College of Natural Sciences, Professor Laureate
Lecture: The Dynamics of Change: Volatility and Where to Find It.
Apr 5, 2007. Clemson/University of Georgia Joint Seminar Lecture at
Clemson: Heavy Tails and Financial Time Series Models.
Apr 4, 2007. Distinguished Lecturer in the Mathematical Sciences,
Clemson University: Structural Break Detection in Time Series Models.
Jan 22, 2007. Department of Statistics, University of Chicago:
Another Look at Estimation for MA(1) Processes with a Unit Root.
Nov 2024, 2006. OberwolfachSeminar, "Dependence and Tail Modelling
with Applications to Finance, Insurance, Teletraffic, and Climate,"
Oberwolfach, Germany. Holger Drees, Thomas Mikosch, and Richard A.
Davis, organizers and lecturers.
Nov 9, 2006. Workshop on Statistical Modelling in Insurance and
Finance,
Pontificia Universidade Catolica do Rio de Janeiro, Brazil:
Structural Break Detection in Time Series Models.
Nov 67, 2006. Workshop on Statistical Modelling in Insurance and
Finance, Universidade de Sao Paulo, Sao Paulo, Brazil:
Structural Break Detection in Time Series Models.
Nov 67, 2006. Workshop on Statistical Modelling in Insurance and
Finance, Universidade de Sao Paulo, Sao Paulo, Brazil: Heavy
Tails and Financial Time Series Models.
Oct 1820, 2006. Time Series Analysis Course for the European Central
Bank, Frankfurt, Germany. (18 hours of lectures).
Sep 15, 2006.
National Center for Atmospheric Research, Institute for Mathematics
Applied to Geosciences:
Structural Break Detection for a Class of Time Series Models.
Sep 14, 2006.
International Conference on Statistics, Combinatorics, and Related
Areas, Tomar, Portugal, Plenary speaker:
Structural Break Detection for a Class of Time Series Models.
Aug 2125, 2006. Prague Stochastics 2006, Prague, The Czech Republic:
Another Look at Estimation for MA(1) Processes with a Unit Root.
June 2730, 2006. IMS Western Regional Meeting, Flagstaff, Arizona:
Structural Break Detection for a Class of Nonlinear Time Series Models.
June 2429, 2006. BIRS Workshop ``Statistics at the Frontiers of
Science,'' Banff International Research Station, Banff, Canada:
Structural Break Detection in Time Series Models.
June 89, 2006. Extremes in Action: ``Symposium for Georg Lindgren''.
Lund, Sweden:
Extremes of SpaceTime Processes with Heavy Tails.
May 1, 2006. Department of Statistics, Columbia University, New York:
Structural Break Detection in Time Series Models.
Apr 27, 2006. Department of Statistics, University of California,
Davis:
Structural Break Detection in Time Series Models.
Jan 2325, 2006. Waseda Workshop on Time Series Analysis and Its
Related Topics, Waseda University, Tokyo, Japan:
Laplace Likelihood and LAD Estimation for Noninvertible MA(1).
Dec 1214, 2005. Statistics and Probability Conference in Memory
of ChingZong Wei,
Academia Sinica, Taipei.
Structural Break Detection in Time Series Models.
Dec 24, 2005. International Conference on Statistics,
Combinatorics, Mathematics, and Applications, Auburn University,
Auburn, Alabama.
Structural Break Detection in Time Series Models.
Nov 9, 2005. Charles University, Prague, Czech Republic.
Structural Break Detection in Time Series Models.
Sep 2224, 2005. NSF/NBER Workshop in Time Series,
Heidelberg, Germany.
Laplace Likelihood and LAD Estimation for Noninvertible MA(1).
Sep 2021, 2005. Nonlinear and Nonstationary Time Series Workshop,
Kaiserslautern, Germany.
Structural Break Detection in Time Series Models.
Sep 79, 2005. Fourth Annual Conference Statistics for Aquatic
Resources, Corvallis, Oregon.
Structural Break Detection in Time Series Models.
Jul 1720, 2005. IEEE Workshop on Signal Processing, Bordeaux,
France. Poster:
Structural Break Estimation for NonStationary Time Series Signals.
Jul 68, 2005. 13th INFORMS Applied Probability Conference,
Ottawa, Canada.
Structural Break Estimation in Time Series Models.
May 2122, 2005. CIRANOCIREQ Financial Econometrics Conference,
University of Montreal, Montreal, Canada.
Structural Break Estimation in Time Series Models.
Apr 2224, 2005. Workshop on Heavy Tails and Long Range
Dependence, Cornell University.
Heavy Tails and Financial Time Series Models.
Mar 25, 2005. Inaugural Alaska Consortium for Environmental
Statistics (ACES), University of Alaska, Fairbanks, Alaska.
Thoughts on Model Selection.
Mar 24, 2005. Public Lecture Sponsored by Alaska Consortium for
Environmental Statistics, Fairbanks, Alaska.
Financial Time Series, Nobel Prize, and Ecology.
Oct 2527, 2004. INFORMS Annual Meeting 2004, Denver, Colorado
Regular Variation and Financial Time Series Models.
Oct 21, 2004. Mathematics Colloquium, Washington University, St.
Louis.
Structural Break Detection in Time Series Models.
Oct 8, 2004. Minicourse, sponsored by the Department of Statistics, University of Lisbon, Lisbon, Portugal.
Lecture 1: Regular Variation and Financial Time Series Models.
Lecture 2: Structural Break Detection in Time Series Models.
Oct 5, 2004. Department of Mathematical Statistics, Lund
University, Lund Sweden.
Structural Break Detection in Time Series Models.
Oct 1, 2004. MaPhySto Workshop on "Nonlinear Time Series Modeling"
sponsored by the Danish National Research Foundation Network in
Mathematical Physics and Stochastics, Copenhagen, Denmark:
Extreme Value Theory for SpaceTime Processes with HeavyTailed
Distributions.
Sept 2730, 2004. MaPhySto concentrated advance course
on "Nonlinear Time Series Modeling"
sponsored by the Danish National Research Foundation Network in
Mathematical Physics and Stochastics, Copenhagen, Denmark:
Homepage for course.
Lectures for Part I: Introduction to Linear and Nonlinear Time Series
(4 Lectures)
Lectures for Part II: Time Series Models in Finance (4 Lectures)
Lectures for Part III: Nonlinear and NonGaussian StateSpace Models
(3 Lectures)
Lectures for Part IV: Structural Break Estimation in Time Series
Models (2 Lectures)
July 1923, 2004. Third International Symposium on Extreme Value
Theory: Theory and Practice. Aveiro, Portugal:
Extreme Value Theory for SpaceTime Processes with HeavyTailed
Distributions.
July 1216, 2004. Australian Statistics Conference and the
International Biometrics Conference, Cairns, Australia. (Keynote
address)
Model Selection for Geostatistical Models.
June 912, 2004. International Workshop on Recent Developments
in Time Series,
Protaras, Cyprus. (Keynote address)
Structural Break Detection in Time Series.
June 912, 2004. International Workshop on Recent Advances in Time Series
Analysis,
Protaras, Cyprus. (Keynote address)
Parameter and ObservationDriven State Space Models.
May 1922, 2004. Second Lehmann Symposium, Rice university,
Houston, Texas.
Regular Variation and Financial Time Series Models.
Mar 31, 2004. Department of Statistical Science, Cornell
University.
Estimation for a Class of StateSpace Models with Application to
Structural Break Detection.
Mar 22  25, 2004. International Workshop on Applied Probability
Piraeus, Greece.
Estimation for a Class of Generalized StateSpace Models.
Feb 28, 2004. International Symposium on Financial Time Series,
Tokyo, Japan.
Estimation for a Class of StateSpace Models.
Dec 4, 2003. Statistics in Ecology Workshop, Jackson Hole,
Wyoming.
Model Selection for Geostatistical Models. (Talk given by Jennifer
Hoeting).
Nov 12, 2003. University of Wollongong, Wollongong, Australia,
REstimation for AllPass Time Series Models.
Oct 15, 2003. Department of Statistics, University of Copenhagen:
Estimation for
StateSpace Models: an Approximate Likelihood Approach.
Oct 25, 2003. International Conference on Statistics,
Combinatorics, and Related Areas, Portland, Maine, Plenary speaker:
Estimation for ParameterDriven StateSpace Models.
Sept 1920, 2003. NSF/NBER Workshop in Time Series, University of
Chicago,
Estimation for StateSpace Models: an Approximate Likelihood Approach.
Sept 3, 2003. Department of Statistics, University of New South
Wales,
Estimation for StateSpace Models: an Approximate Likelihood Approach.
June 9, 2003. PRIMES Workshop on Data Model Fusion, Colorado
State University.
Introduction to Time Series Analysis and
Time Series Laboratory.
Nov 14, 2002. Joint Mathematics and Statistics Distinguished
Lecture Series,
University of Wyoming:
Estimation for Nonlinear StateSpace Models.
Oct 30, 2002. Statistics Colloquium, University of Connecticut:
Applications of the Innovations Algorithm to Nonlinear StateSpace
Models.
Oct 29, 2002. IBM Watson Research Center:
Applications of the Innovations Algorithm to Nonlinear StateSpace
Models.
Sept 2  3, 2002. Academy Colloquium Masterclass,
Royal Netherlands Academy of Arts and Sciences, Amsterdam,
Netherlands:
The Innovations Algorithm and Parameter Driven Models.
Aug 29  31, 2002. Academy Colloquium, "State Space and
Unobserved Components Models in Honour of James Durbin",
Royal Netherlands Academy of Arts and Sciences, Amsterdam,
Netherlands:
Observation Driven Models for Time Series of Counts.
Aug 11  15, 2002. Joint Statistics Meetings, New York City:
Observation
Driven Models for Time Series of Counts.
July 15  19, 2002. International Conference on Current Advances
and Trends in Nonparametrics, Crete, Greece:
Maximum Likelihood and REstimation for AllPass Time Series Models.
June 14  16, 2002. Fourth Biennial International Conference on
Statistics, Probability and Related Areas, Northern Illinois
University:
Maximum Likelihood Estimation for AllPass Time Series Models.
Mar 19  22, 2002. German Open Conference on Probability and
Statistics, Magdeburg, Germany:
Maximum Likelihood Estimation for AllPass Time Series Models.
Jan 14  17, 2002. International Workshop on Applied Probability (plenary speaker) Caracas, Venezuela:
Applications of Multivariate Regular Variation and Point Processes to Financial Time Series.
Nov 12  16, 2001. IMA Workshop: Time Series Analysis
and Applications to Geophysical Systems, Minneapolis, MN:
Maximum Likelihood Estimation for AllPass Models.
Oct 29  Nov 2, 2001. Oberwolfach Conference on stable laws and processs, Oberwolfach,
Germany:
Limit Theory for Some Nonlinear Time Series Models Including GARCH and
Stochastic Volatility Models.
September 27, 2001. Mathematics and Statistics Colloquium,
Utah State University. Linear Time Series with Nonlinear Behavior.
June 25, 2001. Satellite Meeting of JapanUS Seminar on Time Series, ISM, Tokyo, JAPAN:
Modeling Time Series of Counts.
June 1822, 2001. JapanUS Seminar on Time Series, Kyoto, JAPAN:
Limit Theory for Some Nonlinear Time Series Models Including GARCH and Stochastic Volatility Models.
April 20, 2001. Mathematics Colloquium,
U. of North Carolina, Charlotte. Sample Autocorelcations Functions for Financial Time Series
Models.
Nov 17, 2000. Applied Mathematics Colloquium,
U. of Colorado. Multivariate Regular Variation with Application to Financial Time Series Models.
Nov 8, 2000. Econometrics and Statistics Colloquium,
sponsored by the Graduate School of Business and the Statistics
Department, University of Chicago. Sample Autocorelation Functions for Financial Time Series Models.
September 1721, 2000. First European Conference on Spatial and Computational
Statistics, Ambleside, UK:
Modeling Time
Series of Counts.
June 15, 2000. Miniconference on Probability and Statistics, University
of Groningen, Netherlands:
Modeling Time Series of
Counts.
May 1520, 2000. Fifth World Congress of the Bernoulli Society for Probability and
Mathematical Statistics, Guanajuato, Mexico:
Linear Processes with Nonlinear Behavior.
May 1012, 2000. Symposium on Inference for Stochastic Processes,
Athens, Georgia:
Linear Processes with Nonlinear Behavior.
Apr 12, 2000. Econometrics Seminar, Ohio State University.
Limit Theory for Some Nonlinear Time Series Models Including GARCH and Stochastic Volatility Models.
Apr 11, 2000. Statistics Colloquium, Ohio State University.
Linear Processes with Nonlinear Behavior.
Dec 10, 1999. Workshop on Extreme Values and Financial Risk, Munich University of
Technology, Munich, Germany:
Linear Time Series Models with Nonlinear Behavior.
Dec. 9, 1999. Demonstration of the ITSM2000 software,
Munich University of Technology, Munich, Germany.
Oct 26, 1999. Workshop on Extreme Values and Additive Laws, Lisbon(Estoril), Portugal:
Linear Time Series Models with Nonlinear Behavior.
Aug 30, 1999. Academia Sinica, Institute of Statistical Science, Taipei,
Taiwan. Limit Theory for Some Nonlinear Time Series Models.
Aug 2325, 1999. NSF/NBER Workshop in Time Series, Academia Sinica, Taipei, Taiwan:
Linear Time Series Models with Nonlinear Behavior.
April 2628, 1999. Workshop on Nonlinear Stochastic Models in Finance, EURANDOM,
Eindhoven, The Netherlands:
Apr 22, 1999. University of Groningen, Department of Mathematics:
Recent Developments in the Unit Root Problem for Moving Averages.
March 2831, 1999. IMS Spring Meeting, Atlanta, GA.
Session: Invited session on Current Issues in Time Series Analysis:
March 2327, 1998, Workshop on Time Series sponsored by
Centre de Recherches Mathematiques (CRM), Universite de Montreal, Canada.
Modeling Time Series of Counts.
Nov 1819, 1998: Satellite Meeting of of Young Dutch Statisticians and Probabilists, Lunteren,
Netherlands (2 Lectures):
Nov 1618, 1998. Annual Meeting of Dutch Statisticians and Probabilists, Lunteren,
Netherlands (2 lectures):
Nov 14, 1998. University of Groningen, Department of Mathematics:
Estimation for Nonstandard Time Series Models.
October 1216, 1998. Econometrics and Financial Time Series Workshop,
Newton Institute, Cambridge University, UK.
Asymptotic Theory for Some Nonlinear Time
Series Models.
August 1822, 1998, Extreme Value Theory Workshop, Gothenborg, Sweden.
Apr 23, 1998. Colorado State University, Dept of
Mathematics: Limit Theory for Nonlinear Time Series Models.
Apr 10, 1998. Colorado School of Mines, Dept of
Mathematics: LAD estimation for time series models.
Jan 30, 1998. University of Colorado at Colorado Springs, Dept of
Mathematics: LAD estimation for time series models.
Oct. 1011, 1997, NSF/NBER Workshop in Time Series, Duke University:
Recent advances in the unit root problem for MA(1) processes.
Jun 13, 1997, Canadian Statistical Society Annual Meeting, New Brunswick, Canada.
May 47, 1997, INFORMS Meeting, San Diego, CA.
Feb 118, 1997, Oberwolfach Conference on Extremes and Point Processes, Oberwolfach,
Germany.Point Process Theory of Bilinear and
Stochastic Volatility Models.
Jan 31, 1997. University of Bern, Dept of Statistics:
LAD estimation for time series models.
Dec 6, 1996. University of Gothenburg, Dept of Mathematics:
Opponent for Nader Tajvidi's PhD thesis defense.
Dec 5, 1996. University of Gothenburg, Dept of Mathematics:
LAD estimation for time series models.
Sept 2729, 1996, First NIU Symposium on Statistical Science,
Northern Illinois: Recent Advances in the Unit Root Problem in Time Series.
Aug 23, 1996, Satellite Conference on Heavy Tailed Phenomena,
Wroclaw, Poland.
Inference for Linear Processes with Stable Noise.
Dec 12, 1995. Cornell University, Dept of ORIE:
Inference for MA(1) processes with a root on or near the
unit circle.
Dec 2, 1995, Workshop on Stable Distributions, Santa Barbara, CA:
Estimation for ARMA models with heavy tailed noise.
Inference for Linear Processes with Stable Noise.
Nov 1718, 1995, NSF/NBER Workshop in Time Series, Harvard University:
LAD estimation for time series models.
Oct 3031, 1995, Workshop on time series, Washington Statistical Society, Washington D.C.
(10 hours of lectures).
May 17, 1995. RMIT, Dept of Statistics:
LAD Estimation in Time Series.
Mar 17, 1995. U. of Sydney, Dept of Statistics:
Inference for MA(1) processes with a root on or near the unit circle.
Mar 24, 1995, Workshop on Time Series, U. New South Wales, Australia:
LAD Estimation in Time Series

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