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