Schedule for: 18w5086 - Self-Similarity, Long-Range Dependence and Extremes

Beginning on Sunday, June 17 and ending Friday June 22, 2018

All times in Oaxaca, Mexico time, CDT (UTC-5).

Sunday, June 17
14:00 - 23:59 Check-in begins (Front desk at your assigned hotel)
19:30 - 22:00 Dinner (Restaurant Hotel Hacienda Los Laureles)
20:30 - 21:30 Informal gathering (Hotel Hacienda Los Laureles)
Monday, June 18
07:30 - 08:45 Breakfast (Restaurant at your assigned hotel)
08:45 - 09:00 Introduction and Welcome (Conference Room San Felipe)
09:00 - 09:45 Francois Roueff: General-order observation-driven models (Conference Room San Felipe)
09:45 - 10:30 Alexey Kuznetsov: Extrema of stable processes and number theory (Conference Room San Felipe)
10:30 - 11:00 Coffee Break (Conference Room San Felipe)
11:00 - 11:45 Annika Betken: Testing for structural changes in LMSV time series (Conference Room San Felipe)
11:45 - 12:30 Zheng Gao: Fundamental Limits in High-dimensional Support Recovery (Conference Room San Felipe)
13:20 - 13:30 Group Photo (Hotel Hacienda Los Laureles)
13:30 - 15:00 Lunch (Restaurant Hotel Hacienda Los Laureles)
15:00 - 15:45 Vladas Pipiras: Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Conference Room San Felipe)
15:45 - 16:30 Olivier Wintenberger: Heavy tails for an alternative stochastic perpetuity model (Conference Room San Felipe)
16:30 - 17:00 Coffee Break (Conference Room San Felipe)
17:00 - 19:00 Poster Session (Conference Room San Felipe)
19:00 - 21:00 Dinner (Restaurant Hotel Hacienda Los Laureles)
Tuesday, June 19
07:30 - 09:00 Breakfast (Restaurant at your assigned hotel)
09:00 - 09:45 Anja Janssen: On a characterization of spectral tail processes of stationary time series (Conference Room San Felipe)
09:45 - 10:30 Clément Dombry: Tail measure and tail spectral process of regularly varying time series (Conference Room San Felipe)
10:30 - 11:00 Coffee Break (Conference Room San Felipe)
11:00 - 11:45 Holger Drees: On a popular data-driven selection procedure of the optimal sample fraction in extreme value estimation (Conference Room San Felipe)
11:45 - 12:30 Anna Kiriliouk: Climate event attribution using peaks-over-thresholds modelling (Conference Room San Felipe)
13:30 - 15:00 Lunch (Restaurant Hotel Hacienda Los Laureles)
15:00 - 15:45 Bojan Basrak: On Poisson approximation for local sequence alignments (Conference Room San Felipe)
15:45 - 16:30 Sebastian Engelke: Extremal (in)dependence structures of random scale constructions (Conference Room San Felipe)
16:30 - 17:00 Coffee Break (Conference Room San Felipe)
17:00 - 17:45 Shuyang Bai: Instability of ranks and inference under long memory (Conference Room San Felipe)
17:45 - 18:30 Andreas Basse-O'Connor: Limit theorems for quadratic functionals of heavy-tailed long-memory processes (Conference Room San Felipe)
19:00 - 21:00 Dinner (Restaurant Hotel Hacienda Los Laureles)
Wednesday, June 20
07:30 - 09:00 Breakfast (Restaurant at your assigned hotel)
09:00 - 09:45 Ilya Molchanov: Scale invariant set functions arising from general iterative schemes (Conference Room San Felipe)
09:45 - 10:30 Ayan Bhattacharya: Large deviation for extremes of branching random walk with regularly varying tails (Conference Room San Felipe)
10:30 - 11:00 Coffee Break (Conference Room San Felipe)
11:00 - 11:45 Olivier Durieu: Limit theorems for long-range dependent processes based on random partitions (Conference Room San Felipe)
11:45 - 12:30 Evgeny Spodarev: Long range dependence for random functions with infinite variance (Conference Room San Felipe)
12:30 - 13:30 Lunch (Restaurant Hotel Hacienda Los Laureles)
13:30 - 19:00 Free Afternoon (Oaxaca)
19:00 - 21:00 Dinner (Restaurant Hotel Hacienda Los Laureles)
Thursday, June 21
07:30 - 09:00 Breakfast (Restaurant at your assigned hotel)
09:00 - 09:45 Sidney Resnick: Are Extreme Value Estimation Methods Useful for Network Data? (Conference Room San Felipe)
09:45 - 10:30 Tiandong Wang: Consistency of Hill Estimators in a Linear Preferential Attachment Model (Conference Room San Felipe)
10:30 - 11:00 Coffee Break (Conference Room San Felipe)
11:00 - 11:45 Kirstin Strokorb: Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes (Conference Room San Felipe)
11:45 - 12:30 Phyllis Wan: Threshold Selection for Multivariate Heavy-tailed Data (Conference Room San Felipe)
13:30 - 15:00 Lunch (Restaurant Hotel Hacienda Los Laureles)
15:00 - 15:45 Zaoli Chen: Random sup measure of a stationary random fields driven by additive simple symmetric random walks (Conference Room San Felipe)
15:45 - 16:30 Lifan Wu: Regularly Varying Random Fields (Conference Room San Felipe)
16:30 - 17:00 Coffee Break (Conference Room San Felipe)
17:00 - 19:00 Panel Discussion and Open Problems Session (Conference Room San Felipe)
19:00 - 21:00 Dinner (Restaurant Hotel Hacienda Los Laureles)
Friday, June 22
07:30 - 08:30 Breakfast (Restaurant at your assigned hotel)
08:30 - 09:15 Bikramjit Das: Heavy tails in a robust newsvendor model (Conference Room San Felipe)
09:15 - 10:00 Henry Lam: Optimization-based Approaches to Extreme Event Analysis (Conference Room San Felipe)
10:00 - 10:30 Coffee Break (Conference Room San Felipe)
10:30 - 11:15 Parthanil Roy: Group measure space construction, ergodicity and stable random fields (Conference Room San Felipe)
11:30 - 13:30 Lunch (Restaurant Hotel Hacienda Los Laureles)