The Department of Statistics hosts seminars throughout the year. Seminars take place on Friday afternoons at 2pm in the Leverhulme Library (B617). All are very welcome to attend and refreshments are provided. Please contact the seminar administrator, Sabina Allam|, for further information about any of these seminars.

10 October	Camelia Trandafir (University of Valladolid) Planning experiments for simultaneous parameter estimation and model discrimination\| Piotr Fryzlewicz (University of Bristol) A data-driven wavelet-Fisz technique for nonparametric function estimation\|
24 October	Danny Quah (LSE) Life in unequal growing economies
7 November	Serge Guillas (UCL) Approximation of functional spatial regression models using bivariate splines\|
21 November	Roel Oomen (Deutsche bank) Realised Quantile-Based Estimation of the Integrated Variance\|
5 December	Irini Moustaki (LSE) Detecting extreme response patterns using latent variable models\|
23 January	Alex Beskos (UCL) Diffusion limits for MCMC Paths\|
6 February	Clifford Lam (LSE) Large Precision Matrix Estimation for Time Series Data with Latent Factor Model\|
20 February	Ming Yen Cheng (UCL) Generalized Multiparameter Likelihood Models\|
13 March	Sofia Olhede (UCL) Vortex Extraction of Lagrangian Time Series\| Chaitra Nagaraja (LSE) Housing Markets, Models and Indices\|
5 May	Peter Frazier (Princeton University) Knowledge-Gradient Methods for Statistical Learning\|
8 May	Anthony Ledford (MAN Investments) A new class of models for bivariate joint tails\|
11 June	Laurie Davies (University of Duisburg-Essen) Modelling Long- range Financial Data\|
19 June	Aristidis K. Nikoloulopoulos (University of Athens) Dependence modelling and construction of multivariate copulas\|

Risk and Stochastics Seminars

Please contact the seminar administrator, Sabina Allam|, for further information about any of these seminars. All are very welcome to attend.

13th November	Thilo Meyer-Brandis (University of Oslo) A stochastic maximum principle via Malliavin calculus\|
4th December	Ashkan Nikeghbali Non-stopping times, changes of measures and applications to default modelling\|
11th December	Esben Masotti Kryger (University of Copenhagen) Modelling adult mortality in small populations: The SAINT model\|
29th January	Jef Teugels (Katholieke Universiteit Leuven) Statistics of Extremes\| Change point methods in extreme value theory with applications in finance\|
5 March	Hanspeter Schmidli (Cologne University) On Optimal Dividends and Reinvestments in Risk Theory\|

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