Self-Similarity, Long-Range Dependence and Extremes

Videos from BIRS Workshop 18w5086

, TELECOM ParisTech (France)
- 09:39
General-order observation-driven models
Watch video | Download video: 201806180900-Roueff.mp4 (175M)
, York University
- 10:16
Extrema of stable processes and number theory
Watch video | Download video: 201806180946-Kuznetsov.mp4 (92M)
, Ruhr-University Bochum
- 11:33
Testing for structural changes in LMSV time series
Watch video | Download video: 201806181059-Betken.mp4 (104M)
, University of North Carolina
- 15:37
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
Watch video | Download video: 201806181500-Pipiras.mp4 (125M)
, Université Pierre et Marie Curie
- 16:32
Heavy tails for an alternative stochastic perpetuity model
Watch video | Download video: 201806181546-Wintenberger.mp4 (174M)
, Université de Franche-Comté
- 10:27
Tail measure and tail spectral process of regularly varying time series
Watch video | Download video: 201806190946-Dombry.mp4 (124M)
, Erasmus University Rotterdam
- 12:22
Climate event attribution using peaks-over-thresholds modelling
Watch video | Download video: 201806191145-Kiriliouk.mp4 (109M)
, University of Geneva
- 16:26
Extremal (in)dependence structures of random scale constructions
Watch video | Download video: 201806191549-Engelke.mp4 (133M)
, University of Georgia
- 17:40
Instability of ranks and inference under long memory
Watch video | Download video: 201806191700-Bai.mp4 (121M)
, University of Aarhus
- 18:28
Limit theorems for quadratic functionals of heavy-tailed long-memory processes
Watch video | Download video: 201806191744-Basse-OConnor.mp4 (153M)
, University of Bern
- 09:37
Scale invariant set functions arising from general iterative schemes
Watch video | Download video: 201806200901-Molchanov.mp4 (125M)
, Indian Statistical Institute
- 10:21
Large deviation for extremes of branching random walk with regularly varying tails
Watch video | Download video: 201806200946-Bhattacharya.mp4 (106M)
, Université de Tours
- 11:42
Limit theorems for long-range dependent processes based on random partitions
Watch video | Download video: 201806201100-Durieu.mp4 (159M)
, Ulm University
- 12:23
Long range dependence for random functions with infinite variance
Watch video | Download video: 201806201147-Spodarev.mp4 (146M)
, Cornell University
- 09:49
Are Extreme Value Estimation Methods Useful for Network Data?
Watch video | Download video: 201806210900-Resnick.mp4 (147M)
, Cornell University
- 10:28
Consistency of Hill Estimators in a Linear Preferential Attachment Model
Watch video | Download video: 201806210955-Wang.mp4 (95M)
, Cardiff University
- 11:44
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
Watch video | Download video: 201806211059-Strokorb.mp4 (138M)
, Columbia University
- 12:17
Threshold Selection for Multivariate Heavy-tailed Data
Watch video | Download video: 201806211147-Wan.mp4 (90M)
, Cornell University
- 15:32
Random sup measure of a stationary random fields driven by additive simple symmetric random walks
Watch video | Download video: 201806211500-Chen.mp4 (108M)
, Cornell University
- 16:09
Regularly Varying Random Fields
Watch video | Download video: 201806211537-Wu.mp4 (124M)
, Singapore University of Technology and Design
- 09:14
Heavy tails in a robust newsvendor model
Watch video | Download video: 201806220831-Das.mp4 (148M)
, Columbia University
- 09:55
Optimization-based Approaches to Extreme Event Analysis
Watch video | Download video: 201806220916-Lam.mp4 (117M)
, Indian Statistical Institute
- 11:17
Group measure space construction, ergodicity and stable random fields
Watch video | Download video: 201806221030-Roy.mp4 (144M)