Lent
Term
2011
The
seminars are held on Fridays at 12:00-13:00 in Leverhulme library
located at the 6th floor of the Columbia house.
Click here
for directions.
They will be followed by lunch and tea/coffee. Occasionally there will
be a Department
of
Statistics
seminar at 14:00.
Lent Term 2011
21/01/11: Spyros Mesomeris
(Deutsche Bank)
Macromomentum country rotation model
28/01/11: David Veredas (Université libre de
Bruxelles)
(Very) fast estimation and testing for (very) large dimensional
heavy-tailed elliptical distributions. (joint work with Yves Dominicy
and Hiroaki Ogata) Abstract
04/02/11: -
11/02/11: Kevin Sheppard (Oxford) Cancelled
18/02/11: Matteo Barigozzi
(LSE) Common Volatility in Evolutionary Panels Abstract
25/02/11: Howell Tong
(LSE - Emeritus Professor) Feature Matching in
Time Series Abstract
11/03/11: JamesDavidson (University of Exeter) Consistent
Specification Testing Abstract
18/03/11: Jim Griffin
(University of Kent) Inference in Infinite
Superpositions of Non-Gaussian Ornstein-Uhlenbeck Processes Using
Bayesian Nonparametric Methods Abstract
