时间:2023年7月4日(星期二)
地点:光华校区光华楼10楼1003会议室
时间 | 内容 |
9:00-9:40 | 题目:A simple random coefficient nonlinear AR model with application to bubble 报告人:Dong Li (Tsinghua University) |
9:40-10:20 | 题目:High-quantile regression for tail-dependent time series 报告人:Ting Zhang (University of Georgia) |
10:20-11:00 | 休息 |
11:00-11:40 | 题目:Mean-variance efficiency testing and portfolio optimization 报告人:Xianyang Zhang (Texas A&M University) |
11:40-12:20 | 题目:Prediction and variable selection in high-dimensional misspecified regression models under covariate shift 报告人:Ching-Kang Ing (National Tsing Hua University) |
14:00-14:40 | 题目:Simultaneous nonparametric inference of M-regression under complex temporal dynamics 报告人:Zhou Zhou (University of Toronto) |
14:40-15:20 | 题目:Max out autoregressive and moving average: A stationary process with (non)stationary component processes 报告人:Zhengjun Zhang (University of Chinese Academy of Sciences/ University of Wisconsin) |
15:20-15:40 | 休息 |
15:40-16:20 | 题目:Autoregressive models for distributional time series 报告人:Changbo Zhu (University of Notre Dame) |
16:20-17:00 | 题目:On the modelling and prediction of high-dimensional functional time series 报告人:Jinyuan Chang (Southwestern University of Finance and Economics) |
17:00-17:40 | 题目:Testing serial independence of object-valued time series 报告人:Xiaofeng Shao (University of Illinois at Urbana-Champaign) |
欢迎感兴趣的师生前来参加!