Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Winter Term 2013/14

You are cordially invited to attend the talks in seminar room D4.0.022 (Building D4, ground level) on Fridays at 9:00am.



October 18

Marius Hofert (Department of Mathematics, ETH Zürich):


Statistical and computational aspects of nested Archimedean copulas and beyond


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Abstract

    
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October 25

Omiros Papaspiliopoulos (ICREA and Universitat Pompeu Fabra, Barcelona, Spain):


Optimal filtering and the dual process


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November 8


David Edwards (Aarhus University, Denmark):


Some context-specific graphical models for discrete longitudinal data


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November 15

Mike Smith (Melbourne Business School, University of Melbourne)

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Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation


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November 22

Stochastics, Economics and Architecture:

Opening conference of the Institute for Statistics and Mathematics at the new WU Campus

December 6 - TWO TALKS


Maria Kalli (Business School, Canterbury Christ Church University):
Bayesian Semiparametric vector autoregressive models


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Jim Griffin (School of Mathematics, Statistics & Actuarial Science, University of Kent):


Modelling Macroeconomic Time Series using Regression Models with Time-varying Sparsity


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January 16 - ATTENTION! T h u r s d a y, 4:30 - 6:00pm

Seminar room TC.5.02 (Teaching Center, level 5)

Roberto Casarin (University Ca' Foscari, Venezia, Italy):


Bayesian Calibration and Combination of Predictive Distributions


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January 30 - ATTENTION! T h u r s d a y, 5:00 - 6:30pm

Universität Wien,

Oskar-Morgenstern-Platz 1, 1090 Vienna,

Seminarraum SR11, 2.OG


(This talk is jointly organised with TU Wien and Universität Wien.)



Damir Filipovic

(Ecole Polytechnique Fédérale de Lausanne):


Linear-Rational Term Structure Models


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