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Workshop on Recent Advances in Nonlinear Time Series Analysis
(7 - 18 February 2011)

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

 

Visitors and Participants

NAME & AFFILIATION

PERIOD OF VISIT

TENTATIVE TITLE OF TALK

OVERSEAS VISITORS

   

Peter Brockwell
Colorado State University, Australia
peter.brockwell(AT)gmail.com

6 - 14 Feb 2011

Inference for some continuous-time models in finance

Kung-Sik Chan
University of Iowa, USA
kungsik.chan(AT)gmail.com

14 - 19 Feb 2011

Quasi-likelihood estimation of threshold diffusion processes

Cathy W. S. Chen
Feng Chia University, Taiwan
chenws(AT)fcu.edu.tw

7 - 19 Feb 2011

Quantile estimation of threshold autoregressive models with exogenous variables and heteroskedasticity

Rong Chen
Rutgers University, USA
rongchen(AT)stat.rutgers.edu

10 - 19 Feb 2011

Mixture Kalman filter and plug-and-play navigation systems

Rainer Dahlhaus
University of Heidelberg, Germany
dahlhaus(AT)statlab.uni-heidelberg.de

6 - 21 Feb 2011

Particle filter based on-line estimation of spot and cross volatility with non-linear market micro-structure noise models

(PDF)

Richard Davis
Columbia University, USA
rdavis(AT)stat.columbia.edu

4 - 15 Feb 2011

Estimating extremal dependence in time series via the extremogram

Jiti Gao
Monash University, Australia
jiti.gao(AT)adelaide.edu.au

16 - 19 Feb 2011

Trending time seies and non- and semi-parametric cointegration

Simone Giannerini
University of Bologna, Italy
simone.giannerini(AT)unibo.it

6 - 20 Feb 2011

Test for nonlinearity based on entropy measure

Marc Hallin
Université Libre de Bruxelles, Belgium
mhallin(AT)ulb.ac.be

7 - 18 Feb 2011

Quantiles, spectral analysis and time series

Dong Li
Hong Kong University of Science and Technology, Hong Kong
malidong(AT)ust.hk

6 - 19 Feb 2011

On least squares estimation of multiple-regime TAR models

(PDF)

Guodong Li
University of Hong Kong, Hong Kong
gdli(AT)hku.hk

7 - 14 Feb 2011

A new fractional IGARCH model

Shiqing Ling
Hong Kong University of Science and Technology, Hong Kong
maling(AT)ust.hk

10 - 15 Feb 2011

Goodness of fit tests for time series based on scores

Zudi Lu
University of Adelaide, Australia
zudi.lu(AT)adelaide.edu.au

7 - 18 Feb 2011

Modelling nonlinear time series with spatial neighbouring effects: a personal review

Noelle Samia
Northwestern University, USA
n-samia(AT)northwestern.edu

6 - 19 Feb 2011

Plague

Myung Hwan Seo
London School of Economics, UK
m.seo(AT)lse.ac.uk

13 - 18 Feb 2011

Estimation of a threshold autoregressive model under misspecification

Ken Siu
Macquarie University Sdyney, Australia
Ken.Siu(AT)mq.edu.au

7 - 18 Feb 2011

A backward stochastic differential equation approach to convex risk measures for derivative securities

Mike, Ka Pui So
Hong Kong University of Science and Technology, Hong Kong
immkpso(AT)ust.hk

8 - 15 Feb 2011

Stochastic covariance models

(PDF)

Howell Tong
London School of Economics, UK
howell.tong(AT)gmail.com

5 - 19 Feb 2011

Feature matching in time series modelling

Qiwei Yao
London School of Economics, UK
q.yao(AT)lse.ac.uk

6 - 18 Feb 2011

Factor modelling for high dimensional time series

LOCAL VISITORS

   

Ying Chen
National University of Singapore
stacheny(AT)nus.edu.sg

7 - 18 Feb 2011

Modeling and estimation for nonstationary financial time series

Yingcun Xia
National University of Singapore
staxyc(AT)nus.edu.sg

7 - 18 Feb 2011

Statistical modelling of nonlinear long-term cumulative effects

Cheng Xiang
National University of Singapore
elexc(AT)nus.edu.sg

7 - 18 Feb 2011

A general framework for identification of time-varying dynamic systems using multiple models

GRADUATE STUDENTS

   

Azam Pirmoradian
University of Malaya, Malaysia
azam.pirmoradian(AT)gmail.com

7 - 18 Feb 2011

Yuanmeng Sun
National University of Singapore
yuanmeng(AT)nus.edu.sg

7 - 18 Feb 2011

Chee-Ming Ting
Universiti Teknologi Malaysia, Malaysia
cmting1818(AT)yahoo.com

10 - 18 Feb 2011

REGISTERED LOCAL PARTICIPANTS

   

Alex Cook
National University of Singapore
stacar(AT)nus.edu.sg

7 - 18 Feb 2011

Heejoon Han
National University of Singapore
ecshhj(AT)nus.edu.sg

7 - 18 Feb 2011

Ian Lee
Genome Institute of Singapore
leehhi(AT)gis.a-star.edu.sg

7 - 18 Feb 2011

Chenlei Leng
National University of Singapore
stalc(AT)nus.edu.sg

7 - 18 Feb 2011

Chee Kian Leong
SIM University
ckleong(AT)unisim.edu.sg

7 - 18 Feb 2011

Wee Chuan Eldin Lim
National University of Singapore
chelwce(AT)nus.edu.sg

7 - 18 Feb 2011

Wei Liem Loh
National University of Singapore
stahead(AT)nus.edu.sg

7 - 18 Feb 2011

Chenyong Tang
National University of Singapore
statc(AT)nus.edu.sg

7 - 18 Feb 2011

Von Bing Yap
National University of Singapore
stayapvb(AT)nus.edu.sg

7 - 18 Feb 2011

 

 

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

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