Wednesday:

15.00 - 16.00 Registration and welcome coffee

16.00 - 17.15 (Chair: Kirch)

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

Thursday:

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)

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