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15.00 - 16.00  Registration and welcome coffee

16.00 - 17.15  (Chair: Kirch)

  • Welcome words
  • Steinebach Detecting changes in the drift via invariance
  • Gombay Sequential monitoring and change detection

17.15 - 17.30  Break

17.30 - 18.30  (Chair: Dehling)

  • Aston Power analysis and projections in functional change point analysis with applications to fMRI
  • Horváth A test of significance in functional quadratic regression



9.30 - 10.30  (Chair: Henze)

  • Hörmann Dependent functional linear models with applications to monitoring structural change
  • Steland On sequential limit theorems for samples of randomized functions

10.30 - 11.15  Coffee break

11.15 - 12.45  (Chair: Klar)

  • Schmid Monitoring the mean vector and covariance matrix of multivariate time series
  • Hušková Change-point detection in panel data
  • Wied Testing for structural changes in the dependence structure at an unkown point in time

13.00 - 14.15  Lunch break

14.15 - 15.45  (Chair: Fried)

  • Francq Strict stationarity testing and estimation of explosive and stationary GARCH models
  • Meintanis A research program for Fourier-type inference for conditional volatility models
  • Introduction to posters

15.45 - 17.00  Poster session with coffee break

  • Chochola Monitoring based on partial sums of M-residuals
  • Fremdt Asymptotic distribution of the delay time in Page’s sequential procedure
  • Meyer On the range of validity of the vector autoregressive sieve bootstrap
  • Nam Quantifying the uncertainty of changepoints in the wavelet domain.
  • Niebuhr Linear processes on lattices - asymptotics for auto-covariances and integrated periodograms
  • Ninomiya AIC for estimating the number of structural breaks
  • Selk Testing for a change of the innovation distribution in nonparametric autoregression -the sequential empirical process approach
  • Timmermann Detecting a gradual change in an open-end setting
  • Torgovitski A Darling-Erdos-type CUSUM-procedure for functional data
  • Wendler Robust change point detection under dependence
  • Zaiats Statistical inference for partially observed systems

17.00 - 18.30  (Chair: Dehling)

  • Zeileis Testing, monitoring and dating structural changes in exchange rate regimes
  • Prašková Sequential robust testing of stability in CAPM model
  • Tjøstheim Local Gaussian correlation detecting financial contagion

18.30 - open end  Conference dinner

A short (10-15 mins) walk will take us to the location of our conference dinner at the Badische Weinstuben.



9.30 - 10.30  (Chair: Henze)

  • Tadjuidje-Kamgaing Shrinkage estimation for multivariate Hidden Markov Mixture Models
  • Introduction to posters

10.30 - 11.45  Poster session with coffee break

  • Chan Darling–Erdos type statistics for panel data
  • Dvorák Efficient score test for vector autoregressive models
  • Englert "A first course on time series analysis with SAS", an open-source book project
  • Feng Bootstrapping realized volatility and realized bipower variation
  • Fink Bootstrap for random coefficient autoregressive models
  • Martínez-Ovando On Bayesian non-parametric modelling of time-series data
  • Mihalache Change-point analysis based on estimating functions
  • Muhsal Change-point methods for multiple structural breaks and Regime Switching Model
  • Starinskia Detecting change-points in AR time series with dependent errors
  • Tashpulatov Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market
  • Vogel An efficient and robust test for a change-point in correlation

11.45 - 12.45  (Chair: Fried)

  • Franke Change point analysis for time series of counts
  • Fokianos Robust estimation for time series following GLM

13.00 - 14.00  Lunch break

14.00 - 15.30  (Chair: Kirch)

  • Aue Segmenting mean-nonstationary time series via trending regressions
  • Kreiss Bootstrapping stationary and locally stationary processes
  • Beran On bootstrap based detection of discontinuities in trend functions under long memory