Statistical analysis of extremal dependence

Holger Drees (University of Hamburg)

This course on statistical analysis of extremal dependence of time series will introduce to the recent advances in the field of extreme value for time series. The main topics will be the tail process, spectral process, cluster functionals and empirical processes.


plan_jussieu_drees

Date Course Place
09 Mar 2016 10:00 Statistical analysis of extremal dependence Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Astier
10 Mar 2016 10:00 Statistical analysis of extremal dependence Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Astier
23 Mar 2016 10:00 Statistical analysis of extremal dependence Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Herpin
24 Mar 2016 10:00 Statistical analysis of extremal dependence Université Pierre et Marie Curie, Room 15-16-101