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Scientific Committee:

 
 

address:

KIT
Institute of Stochastics
Englerstr. 2
D-76131 Karlsruhe

 

email:

stochastics.workshop@
math.kit.edu

Speakers

  • Cho, Haeran (Bristol): Simultaneous multiple change-point and factor analysis for high-dimensional time series

  • Dehling, Herold (Bochum): Change-point tests based on ordinal patterns

  • Delgado, Miguel (Madrid): Testing Coefficients Constancy

  • Dette, Holger (Bochum): Equivalence  of regression curves

  • Fokianos, Kostas (Cyprus): Tests of independence based on multivariate distance correlation matrix

  • Fried, Roland (Dortmund): Robts - An R-package for robust time series analysis and changepoint detection

  • Horvath, Lajos (Utah): A new class of change point test statistics of Rényi type

  • Huskova, Marie (Prague): Structural breaks in panel data

  • Jiménez-Gamero, Maria-Dolores (Sevilla): Goodness of Fit Tests for GARCH Models

  • Khmaladze, Estate (Wellington): On distribution free empirical processes for problems with covariates

  • Killick, Rebecca (Lancaster):  Multivariate Changepoint Detection with Subsets

  • Koul, Hira (Michigan): Model Checking in Measurement Error Tobit Regression Using Validation Data

  • Leucht, Anne (Braunschweig): A test for independence based on the probability weighted empirical characteristic function

  • Munk, Axel (Göttingen): Blind Source Separation 

  • Neumeyer, Natalie (Hamburg): Change-point tests in nonparametric time series models

  • Nikitin, Yakov (St. Petersburg): Asymptotic comparison of some normality tests based on characterizations

  • Paparoditis, Stathis (Cyprus): Bootstrap-Based Testing for Functional Time Series

  • Patilea, Valentin (Bruz, ENSAI): Testing the influence of functional variables on functional responses 

  • Schneider, Gaby (Frankfurt): Multi-scale change point detection in neuronal spike trains

  • Steinebach, Josef (Köln): Estimating a gradual parameter change in an AR(1)-process

  • Stummer, Wolfgang (Erlangen):  Some “Universal” Method of Robust Goodness-of-Fit Inference

  • Stute, Winfried (Gießen): On A French Nutshell Ft Fourier, Poisson, Le Cam – and Riemann

  • Verdebout, Thomas (Bruxelles): Testing uniformity on high-dimensional spheres against symmetric and asymmetric spiked alternatives

  • Weiß, Christian (Hamburg): Goodness-of-Fit Testing for Count Time Series

  • Wendler, Martin (Greifswald): Change-Point Detection and U-Statistics

  • Wied, Dominik (Köln): Residual-Based Inference on Moment Hyp., With an Appl. to Testing for Constant Correlation