Program

June 4

Modeling and fi tting non stationary data

09:00-9:40 Coffee
09:40-10 Opening conference

Local stationarity

10-10:30 Rainer Dahlhaus, Heidelberg University. Towards a general theory for non-linear locally stationary processes
10:40-11:10 Stefan Richter, Heidelberg University. Bahadur representation and simultaneous inference for curve estimation in timevarying models
11:20-11:50 Suhasini Suba Rao, Texas A&M University. A test for stationarity for irregularly spaced spatial data
12:00-12:30 Guy Mélard, Université libre de Bruxelles. Time series models with time dependent coeficients
12:40-14:00 Lunch break
Poster session

Non stationarity

14:00-14:30 Liudas Giraitis, Queen Mary University of London. Inference on time series with changing mean and variance
14:40-15:10 Philippe Naveau, LSCE Paris. Analysis of extreme climate events by combining multivariate extreme values theory and causality theory
15:20-15:50 Coffee break
15:50-16:20 Herold Dehling, University of Bochum. Robust tests for change points in time series
16:30-17:10 Oliver Wintenberger, Sorbonne University. Contrast estimation of non-stationary in nite memory models involving coupling techniques
17:20-17:50 Konstantinos Fokianos, Cyprus and Cergy-Pontoise Universities. On integrated L1-convergence rate of an isotonic regression estimator for multivariate observations
18:00-18:40 Round table: modeling of non stationarity
18:40 Welcome cocktail

June 5

Probabilistic issues of non stationarity

09:30-10:00 Coffee

Continuous time non stationary models

10:00-10:30 Reinhard Hopfner, University of Mainz. Ergodicity and limit theorems for degenerate diffusions with time periodic drift
10:40-11:10 Kerlyns Martinez, Valparaiso University. Calibration on Lagrangian turbulent ow models
11:20-11:50 Francois Roue, TELECOM Paris-Tech. Time-frequency analysis of locally stationary Hawkes processes
12:00-12:30 Mathieu Rosenbaum, Polytechnique, Saclay. Inhomogeneous Hawkes processes
12:40-14:00 Lunch break
Poster session

Limit theory for non stationary processes

14:40-15:10 Lionel Truquet, ENSAI Rennes. A perturbation analysis of some Markov chains models with time-varying parameters
15:20-15:50 Michael Neumann, Jena University. Absolute regularity of semi-contractive GARCH-type processes
16:00-16:30 Coffee break
16:40-17:10 Florence Merlevede, University of Marne la Vallee. On the functional CLT for non-stationary sequences in L2
17:20-17:50 Nikolai Leonenko, Cardiff University. Non-stationary random fields with application to astrophysics
19:30 Conference dinner

June 6

Alternatives and applications of non stationarity

09:40-10 Coffee

Cyclic and change point issues

10:00-10:30 Elzbieta Gajecka-Mirek, State University of Applied Sciences in Nowy Sacz. Resampling con dence intervals for the mean for the selected class of nonstationary time series with weak dependence condition
10:40-11:10 Anna Dudek, AGH University of Science and Technology, Crakow, Poland. Bootstrap for almost cyclostationary processes with jitter effect
11:20-11:50 Jean Marc Bardet, University Paris 1 – Pantheon-Sorbonne. Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
12:00-12:30 Emilie Lebarbier, AgroParisTech, INRA, Universite Paris-Saclay. Segmentation methods for breakpoint detection in time series
12:40-14:00 Lunch break

Applications

14:00-14:30 Nathalie Picard, University Cergy-Pontoise. Non stationarity in HMM models
14:40-15:10 Pierre Gaillard, INRIA Paris. Online prediction of arbitrary time-series with non-stationarity with application to electricity consumption
15:20-15:50 Arnaud Belletoile, CDiscount, Bordeaux. Real life nonstationary time series from a large e-retail supply chain
16:00-16:30 Coffee break
16:30-17:00 Perspectives

For additional information, please visit the conference page [link].