Schedule for: 18w5086 - Self-Similarity, Long-Range Dependence and Extremes
Beginning on Sunday, June 17 and ending Friday June 22, 2018
All times in Oaxaca, Mexico time, CDT (UTC-5).
| Sunday, June 17 | |
|---|---|
| 14:00 - 23:59 | Check-in begins (Front desk at your assigned hotel) |
| 19:30 - 22:00 | Dinner (Restaurant Hotel Hacienda Los Laureles) |
| 20:30 - 21:30 | Informal gathering (Hotel Hacienda Los Laureles) |
| Monday, June 18 | |
|---|---|
| 07:30 - 08:45 | Breakfast (Restaurant at your assigned hotel) |
| 08:45 - 09:00 | Introduction and Welcome (Conference Room San Felipe) |
| 09:00 - 09:45 | Francois Roueff: General-order observation-driven models (Conference Room San Felipe) |
| 09:45 - 10:30 | Alexey Kuznetsov: Extrema of stable processes and number theory (Conference Room San Felipe) |
| 10:30 - 11:00 | Coffee Break (Conference Room San Felipe) |
| 11:00 - 11:45 | Annika Betken: Testing for structural changes in LMSV time series (Conference Room San Felipe) |
| 11:45 - 12:30 | Zheng Gao: Fundamental Limits in High-dimensional Support Recovery (Conference Room San Felipe) |
| 13:20 - 13:30 | Group Photo (Hotel Hacienda Los Laureles) |
| 13:30 - 15:00 | Lunch (Restaurant Hotel Hacienda Los Laureles) |
| 15:00 - 15:45 | Vladas Pipiras: Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Conference Room San Felipe) |
| 15:45 - 16:30 | Olivier Wintenberger: Heavy tails for an alternative stochastic perpetuity model (Conference Room San Felipe) |
| 16:30 - 17:00 | Coffee Break (Conference Room San Felipe) |
| 17:00 - 19:00 | Poster Session (Conference Room San Felipe) |
| 19:00 - 21:00 | Dinner (Restaurant Hotel Hacienda Los Laureles) |
| Tuesday, June 19 | |
|---|---|
| 07:30 - 09:00 | Breakfast (Restaurant at your assigned hotel) |
| 09:00 - 09:45 | Anja Janssen: On a characterization of spectral tail processes of stationary time series (Conference Room San Felipe) |
| 09:45 - 10:30 | Clément Dombry: Tail measure and tail spectral process of regularly varying time series (Conference Room San Felipe) |
| 10:30 - 11:00 | Coffee Break (Conference Room San Felipe) |
| 11:00 - 11:45 | Holger Drees: On a popular data-driven selection procedure of the optimal sample fraction in extreme value estimation (Conference Room San Felipe) |
| 11:45 - 12:30 | Anna Kiriliouk: Climate event attribution using peaks-over-thresholds modelling (Conference Room San Felipe) |
| 13:30 - 15:00 | Lunch (Restaurant Hotel Hacienda Los Laureles) |
| 15:00 - 15:45 | Bojan Basrak: On Poisson approximation for local sequence alignments (Conference Room San Felipe) |
| 15:45 - 16:30 | Sebastian Engelke: Extremal (in)dependence structures of random scale constructions (Conference Room San Felipe) |
| 16:30 - 17:00 | Coffee Break (Conference Room San Felipe) |
| 17:00 - 17:45 | Shuyang Bai: Instability of ranks and inference under long memory (Conference Room San Felipe) |
| 17:45 - 18:30 | Andreas Basse-O'Connor: Limit theorems for quadratic functionals of heavy-tailed long-memory processes (Conference Room San Felipe) |
| 19:00 - 21:00 | Dinner (Restaurant Hotel Hacienda Los Laureles) |
| Wednesday, June 20 | |
|---|---|
| 07:30 - 09:00 | Breakfast (Restaurant at your assigned hotel) |
| 09:00 - 09:45 | Ilya Molchanov: Scale invariant set functions arising from general iterative schemes (Conference Room San Felipe) |
| 09:45 - 10:30 | Ayan Bhattacharya: Large deviation for extremes of branching random walk with regularly varying tails (Conference Room San Felipe) |
| 10:30 - 11:00 | Coffee Break (Conference Room San Felipe) |
| 11:00 - 11:45 | Olivier Durieu: Limit theorems for long-range dependent processes based on random partitions (Conference Room San Felipe) |
| 11:45 - 12:30 | Evgeny Spodarev: Long range dependence for random functions with infinite variance (Conference Room San Felipe) |
| 12:30 - 13:30 | Lunch (Restaurant Hotel Hacienda Los Laureles) |
| 13:30 - 19:00 | Free Afternoon (Oaxaca) |
| 19:00 - 21:00 | Dinner (Restaurant Hotel Hacienda Los Laureles) |
| Thursday, June 21 | |
|---|---|
| 07:30 - 09:00 | Breakfast (Restaurant at your assigned hotel) |
| 09:00 - 09:45 | Sidney Resnick: Are Extreme Value Estimation Methods Useful for Network Data? (Conference Room San Felipe) |
| 09:45 - 10:30 | Tiandong Wang: Consistency of Hill Estimators in a Linear Preferential Attachment Model (Conference Room San Felipe) |
| 10:30 - 11:00 | Coffee Break (Conference Room San Felipe) |
| 11:00 - 11:45 | Kirstin Strokorb: Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes (Conference Room San Felipe) |
| 11:45 - 12:30 | Phyllis Wan: Threshold Selection for Multivariate Heavy-tailed Data (Conference Room San Felipe) |
| 13:30 - 15:00 | Lunch (Restaurant Hotel Hacienda Los Laureles) |
| 15:00 - 15:45 | Zaoli Chen: Random sup measure of a stationary random fields driven by additive simple symmetric random walks (Conference Room San Felipe) |
| 15:45 - 16:30 | Lifan Wu: Regularly Varying Random Fields (Conference Room San Felipe) |
| 16:30 - 17:00 | Coffee Break (Conference Room San Felipe) |
| 17:00 - 19:00 | Panel Discussion and Open Problems Session (Conference Room San Felipe) |
| 19:00 - 21:00 | Dinner (Restaurant Hotel Hacienda Los Laureles) |
| Friday, June 22 | |
|---|---|
| 07:30 - 08:30 | Breakfast (Restaurant at your assigned hotel) |
| 08:30 - 09:15 | Bikramjit Das: Heavy tails in a robust newsvendor model (Conference Room San Felipe) |
| 09:15 - 10:00 | Henry Lam: Optimization-based Approaches to Extreme Event Analysis (Conference Room San Felipe) |
| 10:00 - 10:30 | Coffee Break (Conference Room San Felipe) |
| 10:30 - 11:15 | Parthanil Roy: Group measure space construction, ergodicity and stable random fields (Conference Room San Felipe) |
| 11:30 - 13:30 | Lunch (Restaurant Hotel Hacienda Los Laureles) |
