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Statistics Seminars



14. V.A. González-López, University of Campinas
      Sample Selection Procedure in Daily Trading Volume Processes

14. Jesus Garcia
      Minimal Markov model for a set of Markov chains

11. Peter Perczewski, Mannheim University
      Optimal approximation of (anticipating) SDEs


30. Valeria Bordone - Department of sociology, University of Munich (LMU)
      The effects of grandparenthood on health: policy-related implications and methodological issues

21. Andrew Harvey, University of Cambridge
      Modeling directional (circular) time series

17. Katarzyna Kopczewska, University of Warsaw, Faculty of Economic Sciences
      Spatial bootstrapped microeconometrics: forecasting for out-of-sample geo-locations in big data

14. Daniel Peña, Department of Statistics and Institute of Financial Big Data, Universidad Carlos III de Madrid, Spain
      Forecasting Multiple Time Series with One-Sided Dynamic Principal Components

14. Raffaella Giacomini, University College London
      Uncertain identification

03. Maria Giovanna Ranalli, Università di Perugia
      Semi-Parametric Empirical Best Prediction for small area estimation of unemployment indicators


30, Barbara Rossi, Pompeu Fabra (joint Statistics & Economics) 

29. Elena Pirani - Università di Firenze
      Metodi e misure di stima della salute e della disabilità nella popolazione

12. Michele Colucci, Asher Colombo e Gianpiero Dalla Zuanna
      Storia delle migrazioni in Italia

11. Giulia Rotonto, Università La Sapienza, Roma
      Complex networks modeling for financial data

 03.Taps Maiti, Michigan State University
      Statistical Learning with High-dimensional Structurally Dependent Data


21. Benedikt Potscher,  University of Vienna (joint Statistics & Economics) , TBA
      On autocorrelation robust tests and testing for trends

15. Stephen Pollock, Leicester University 
      Filters, Waves and Spectra

15. Adam Sykulski, Lancaster University
      Some adventures in spatiotemporal statistics and parameter inference

12. Alexander Aue, University of California
      Eigenvalue distributions of sample (auto) covariance matrices obtained from high-dimensional linear processes

12Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca
      BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes

04. Dr. Piergiacomo Sabino, Uniper Global Commodities SE, Dusseldorf
      Forward or backward simulation? A comparative study



28. Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino
      Density and tube estimates for diffusion processes under Hormander-type conditions

06. Giovanni Luca Torrisi,CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma)
      The Clark-Ocone formula and the Poincare' inequality for point processes



31. Lorenzo Fattorini
     A challenge for statisticians: the design-based spatial interpolation

29. Leopoldo Catania, Aarhus University
      Dynamic Discrete Mixtures and High-Frequency Prices

17. Mike Tsionas, Lancaster University
      Robust decision making for cost minimization under uncertainty





 13. Garritt Page, Brigham Young University
       Temporal and Spatio-Temporal Random Partition Models



29. Nicola Cufaro Petroni, Università degli Studi di Bari e INFN
     Thou shalt not say “at random” in vain: Bertrand’s paradox exposed

19. Silvana Salvini, Aurora Angeli
    Crescita demografica, sviluppo economico: parità e disuguaglianze

14. Massimo Franchi, Paolo Paruolo 
    Cointegration in functional autoregressive processes

 8. Maria-Pia Victoria-Feser, University of Geneva
     Finite Sample Simulation Based Switched $Z$-estimation (SwiZs) and inference

 8. Michael McAlee - Department of Finance, Asia University, Taiwan
     Asymptotic Theory for Rotated Multivariate GARCH Models


  25: R. Benedetti - University of Chieti-Pescara, F. Piersimon - Istat
       Experimental Design for Cloud Seeding


 13: Masanobu Taniguchi, - Waseda University Tokyo, Hiroshi Shiraishi - Keio University Tokyo
       Statistical Estimation of Optimal Portfolios for Dependent Returns 

 13: Tommaso Proietti, University of Rome Tor Vergata
       Regularized Estimation of High Dimensional Auto- and Cross-Covariance Matrices

 26: Malgorzata Bogdan, Università di Wroclaw (PL)
       Sorted L-One Penalized Estimation

 27: Jeanine Houwing-Duistermaat, University of Leeds
      Partial Least Square methods for omics data sets



 12. Giacomo Bormetti, Department of Mathematics, University of Bologna
       A General Class of Score-Driven Smoothers



 7. Andrew Harvey, University of Cambridge
     Co-integration and control: assessing the impact of events using time series data



10. Christian Brownlees, Pompeu Fabra University
      Community Detection in Partial Correlation Network Models

16.  Pietro Rigo Università di Pavia
     Existence of proper regular conditional distributions

17. Jan Magnus, Free University of Amsterdam
     Model averaging and weighted-average least squares

17.  Gianpiero Dalla Zuanna e Maria Castiglioni  Università di Padova
     “La famiglia è in crisi” Falso!

18. Marcos Herrera, University of Salta, Argentina, Jesús Mur†, University of Zaragoza, Spain, Manuel Ruiz, Technical University of Cartagena, Spain
      A Comparison Study On Criteria To Select The Most Adequate Weighting Matrix
23. Fulvia Mecatti, Università di Milano-Bicocca
     Sampling strategy for effective decisions

24. Irene Monasterolo, Vienna University of Economics and Business and Boston University
     Climate risks and impact metrics for investors’ portfolios


12. Silvana Pesenti, Cass University
Reverse sensitivity testing: What does it take to break the model?

17. Sebastian Kluesner, Max Plank Institute
Social and spatial connectivity in the fertility transition using Agent-based models  

19. Raffaella Campaner, Dipartimento di Filosofia e Comunicazione, UNIBO




22. Tiziana Laureti, Università della Tuscia
Use of scanner data for measuring spatial price level differences within a country


24. Alberto Lanconelli, Università di Bari
On Wong-Zakai approximation theorems for Ito stochastic differential equations

18. Teresio Poggio, Università di Trento
Data Quality in Social Research: A Methodological Agenda for the Era of Big Data





16. Stefano Pagliarani - DEAMS, University of Trieste
Analytical approximations for a class of non-Linear SDEs of McKean-Vlasov type



26. Matteo Barigozzi - London School of Economics and Political Sciences
Sequential testing for structural stability in approximate factor models



15, Nikolai Kolev, University of Sao Paulo
Bivariate Teissier Model and Applications



04, Alessandro Cardinali, Plymouth University
Costationary Inference for Locally Stationary Time Series



20, Giovanni Caggiano, Monash University
Time-Dependent Finance-Uncertainty Multiplier

12, Peter Jupp, University of St. Andrews
Geometry and Statistics: surprisingly interesting?



10, Elvezio Ronchetti, University of Geneva
Robust Filtering 

09, Jan Michałek, University of Warsaw
Firm-level determinants of direct and indirect exports: Empirical evidence for  CEE and MENA countries



26, Juergen Schmiegel, University of Aarhus
Turbulence and Ambit Stochastics in Flatland

20, Antonio Lijoi, Università Bocconi
Bayesian nonparametric inference beyond the Dirichlet process

06, Laura Sangalli, Politecnico di Milano
Functional Data Analysis, Spatial Data Analysis and Partial Differential Equations: a fruitful union



16, Tiziano Bellini, Ernst&Young, London
Stress Testing and Risk Integration in Banks –A Statistical Framework and Practical Software Guide (in Matlab and R)