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Conference organiser

 

Qiwei Yao

Professor in Statistics

LSE

Email: q.yao@lse.ac.uk|

 

 

Administration support and general enquiries

 

Ian Marshall

Research Administrator

LSE

Tel: +44 (0)20 7955 7511

Email: i.marshall@lse.ac.uk|

  

Nonlinear time series analysis - thresholding and beyond: a conference in honour of Professor Howell Tong to celebrate his 70th birthday

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Organised by the Department of Statistics, London School of Economics and Political Science

Friday 19 and Saturday 20 September 2014

On the occasion of Professor Howell Tong's 70th birthday, LSE will host this conference to celebrate the research achievement and the applications in nonlinear time series and related areas by bringing together experts, scholars and young researchers from around the world.

Professor Tong has made pioneering contributions in nonlinear time series analysis. His work on threshold models has had lasting influence, both on theory and application.


Conference programme here|

Abstracts here|


Location: New Theatre, East Building, LSE (London).
A conference dinner will be held on the evening of 19 September 2014, with a conference dinner speech by Professor Bernard Silverman| (FRS), Chief Scientific Advisor to the Home Office.

Confirmed participants

John Aston| (University of Cambridge)
Change-points in high dimensional settings
Matteo Barigozzi| (LSE)
Dynamic factor models, cointegration and error correction mechanisms
Peter J. Brockwell| (Colorado State University)
Prediction of Lévy-driven CARMA processes
Kung-Sik Chan| (University of Iowa)
Threshold modelling and Howell Tong (plenary speech)
Ngai-Hang Chan| (Chinese University of Hong Kong)
LASSO estimation of threshold autoregressive models
Haeran Cho| (University of Bristol)
High-dimensional panel data segmentation
Rainer Dahlhaus| (University of Heidelberg)
Volatility decomposition and online volatility-estimation with nonlinear market microstructure noise models
Cees Diks| (University of Amsterdam Roetersstraat)
Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Bärbel Finkenstädt| (University of Warwick)
Switch time modelling for gene expression: an overview
Piotr Fryzlewicz| (LSE)
The use of randomness in time series analysis
Liudas Giraitis| (Queen Mary, University of London)
Integrated ARCH and ARmodels: origins of long memory
Marc Hallin| (Free University of Brussels)
Quantile spectral processes, asymptotic analysis and inference
Kostas Kalogeropoulos| (LSE)
Bayesian inference for partially observed SDEs driven by fractional Brownian motion
Jens-Peter Kreiss| (Technical University of Braunschweig)
Baxter's inequality and sieve bootstrap for random fields
Clifford Lam| (LSE)
Nonparametric eigenvalue-regularised precision or covariance matrix estimator
Michele La Rocca| (University of Salerno)
Title to be confirmed
Tony Lawrance| (University of Warwick)
Analysis of a laser-chaos communication experiment
Degui Li| (University of York)
Inference on structural breaks in panel data models with interactive fixed effects
Wai Keung Li| (University of Hong Kong)
Some results on the buffered time series models
Shiqing Ling| (Hong Kong University of Science and Technology)
Self-weighted LAD estimation for infinite variance threshold autoregressive models
Zudi Lu| (University of Southampton)
Semiparametric nonlinear regression models for irregularly located spatial time-series data
Guy Nason| (University of Bristol)
Analysis and forecasting of locally stationary time series
Sofia Olhede| (UCL)
Title to be confirmed
Jiazhu Pan| (University of Strathclyde)
Threshold models for count time series
Rainer von Sachs| (Catholic University of Louvain)
Shrinkage estimation of the dependence structure of high dimensional time series
Mysung Hwan Seo| (LSE)
Extending the scope of the cube root asymptotics
Nils Christian Stenseth| (University of Oslo)
Thresholding and beyond in ecology
Dag Bjarne Tjostheim| (University of Bergen)
Nonstationary processes with a threshold
Ruey S. Tsay| (University of Chicago)
Threshold models for functional time series with applications
Andrew Walden| (Imperial College)
Advances in shrinkage methods for spectral matrices
Wei Biao Wu| (University of Chicago)
Estimation of high-dimensional vector auto-regressive processes
Xia Yingcun| (National University of Singapore)
Whittle likelihood estimation on nonlinear autoregressive models with moving average errors
Wenyang Zhang| (University of York)
An iterative estimation procedure for generalised varying-coefficient models with unspecified link functions


Registration

Please visit LSE eShop to book your place to attend this conference. Registration is NOW OPEN|.

Registration fee including conference dinner: £88 please note that places are limited
Discounted registration fee (conference only): £40

For all conference enquiries please email i.marshall@lse.ac.uk|


Scientific committee

Kung-Sik Chan| (University of Iowa)
Piotr Fryzlewicz| (LSE)
Javier Hidalgo| (LSE)
Wai Keung Li| (University of Hong Kong) 
Qiwei Yao| (LSE)

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