New directions in Time Series Analysis
Nouvelles directions en analyse des séries temporelles


CIRM, Luminy, April 23-27, 2001

Organizers / Organisateurs

Eric Moulines, Philippe Soulier, Rainer von Sachs

The purpose of this 5 days workshop is to bring together leading researchers in the field of time series and to introduce Ph.D. students and junior researchers to these methods. This workshop will be organised in order to meet these two requirements, with courses held in the morning and contributed sessions on various topics in the afternoon.


Main Lectures

  • Peter Bühlmann : Aspects of Nonlinear Time Series Modelling. (Abstract, slides).
  • Rainer Dahlhaus : Locally stationary processes. ( Abstract, slides, references).
  • Thomas Mikosch : Modelling heavy tails and dependence in financial data (Abstract, Lecture notes).
  • Peter Robinson : Recent developments in long memory processes.

  • Contributed sessions

  • Marie Claude Viano : Long range dependence 1.
  • Michael Neumann : Bootstrap.
  • Rainer Dahlhaus : Causality.
  • Marc Lavielle : Breakpoints.
  • Guy Nason : Wavelets.
  • Georges Oppenheim : Long range dependence 2.
  • Bernard Bercu : Inequalities, large deviations and limit theorems.
  • Christian Francq : Switching models.