Schedule

* This day the lunch will be until 14:50, due to the excursion will begin at 15:00.
** It can be chosen to have lunch on Sunday, 9 or Friday, 14.

Scientific Program

The keynote lectures will be given by Prof. Daniel Peña Sánchez de Rivera and Prof. Juan Antonio Cuesta-Albertos.

Prof. Daniel Peña Sánchez de Rivera is full professor at Universidad Carlos III de Madrid since 1990. Ph.D.Universidad Politécnica de Madrid (1970). His fields of interest are time series, multivariate analysis, robust and diagnostic methods, bayesian inference, and quality improvement methods. Nowadays, he is the Chancellor of Universidad Carlos III de Madrid.

Talk: New Approaches for Analyzing Heterogeneity in Statistical Models

Prof. Juan Antonio Cuesta-Albertos is full professor at Universidad de Cantabria since 1987. Ph.D Universidad de Valladolid (1977). His fields of interest are almost sure convergence of weighted sums, probabilistic metrics (Wasserstein distances), bootstrap, isotonic regression, robustness and statistical applications of the random projections.

Talk: Random projections and goodness of fit tests for multidimensional data

Monday, September 10
	Keynote Lecture
9:55-10:45	Daniel Peña New Approaches for Analyzing Heterogeneity in Statistical Models
	Session 1: Hypothesis Testing I Chairman: Juan Romo
11:05-11:30	Pierpaolo Brutti On an Adaptive Goodness-of-Fit test with Finite Sample Validity for Random Design Regression Models
11:30-11:55	Fragiadakis Kostas Test of fit for symmetric variance gamma distributions
11:55-12:20	Stefanie Hayoz Behavior of nonparametric tests in longitudinal designs
12:20-12:45	Gery Geenens Nonparametric test for conditional independence in two-way contingency tables
	Session 2: Stochastic Models in Finance I Chairman: Petra Posedel
15:25-15:50	Carl Lindberg Robust portfolio optimization
15:50-16:15	Ignacio Cascos The financial risk of a set portfolio
	Session 3: Stochastic Processes I Chairman: Alfonso Ramos
16:35-17:00	Amir Aliev On the principle of smooth fit in optimal stopping problems
17:00-17:25	Erika Fülöp Statistical problems in a discrete time random field HJM type interest rate model
17:25-17:50	Lars Andersen Loss Rate Asymptotics

Tuesday, September 11
	Session 4: Bayesian Statistics Chairman: Pierpaolo Brutti
9:05-9:30	Roxana Ciumara Convergence rate results for some empirical Bayes estimators
9:30-9:55	Evgeny Burnaev Quickest detection of intensity change for Poisson process in generalized Bayesian setting
9:55-10:20	Matteo Ruggiero Bayesian Nonparametric Construction of Fleming-Viot Models in Population Genetics
10:20-10:45	Hannes Müller Bayesian Transgaussian Kriging
	Session 5: Stochastic Models in Finance II Chairman: Ignacio Cascos
11:05-11:30	Petra Posedel Asymptotic analysis for a simple explicit estimator in Barndor-Nielsen and Shephard stochastic volatility models
11:30-11:55	Ildikó Vitéz Location as risk factor Spatial analysis of an insurance data-set
11:55-12:20	Pavlo Shelyazhenko Bounded arbitrage for multi-period model of financial market with discrete time
12:20-12:45	Ivan Mitov A discrete model for correlated default times and its application to CDO
	Session 6: Stochastic Processes II Chairman: Manuel Mota
15:25-15:50	Iryna Rozora Gaussian Process Simulation with application of the Theory of Square-Gaussian Processes
15:50-16:15	Jaroslav Sevcik Repairable systems with general repair
	Session 7: Resampling Chairman: Paulo Canas Rodrigues
16:35-17:00	Claudia Kirch Resampling methods for the change analysis of dependent data
	Session 8: Density Estimation Chairman: Miguel González
17:00-17:25	José E. Chacón Bootstrap Bandwidth Selection Using an h-Dependent Pilot Bandwidth
17:25-17:50	Julia Dony Uniform consistency of kernel–type estimators and conditional U–statistics with general bandwidths

Wednesday, September 12
	Session 9: Statistical Applications I Chairman: Andrew Parnell
9:05-9:30	Patricia Geli Modeling the Mechanism of Postantibiotic Effect
9:30-9:55	Emma Holian Mixture-Regression Cluster Model applied to Longitudinal Microarray Experiments
9:55-10:20	Corinne Dahinden Graphical Modeling for Discrete Random Variables with Application to Tissue Microarray (TMA) Experiments
10:20-10:45	Robert Breitnecker Analysing Regional Firm Startup Activity Using Geographically Weighted Regression: The case of Austria
	Session 10: Markov Processes I Chairman: Omiros Papaspiliopoulos
11:05-11:30	Alina Nicolae On asymptotic behavior of a finite Markov chain
11:30-11:55	Sebastian Müller Criteria for transience of branching Markov chains
11:55-12:20	Krzysztof Latuszynski A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chain
12:20-12:45	Vessela Stoimenova On the statistics of branching processes with a random number of ancestors

Thursday, September 13
	Session 11: Extreme Value Theory Chairman: Chen Zhou
9:05-9:30	Marta Ferreira Asymptotic and pre-asymptotic tail behaviour of a power max-autoregressive model
9:30-9:55	Jan Dienstbier Estimators of the extreme value index based on quantile regression
	Keynote Lecture
9:55-10:45	Juan Antonio Cuesta-Albertos Random projections and goodness of fit tests for multidimensional data
	Session 12: Markov Processes II Chairman: Sebastian Müller
11:05-11:30	Andrew Golightly MCMC Sampling for Diffusion Processes
11:30-11:55	Omiros Papaspiliopoulos Recent advances in the simulation and inference for stochastic differential equation models
11:55-12:20	Julie Lyng Forman Estimating equations and inference from diffusion driven models
12:20-12:45	Evangelos E. Vassiliou Examples on lag distributed models subject to nonnegative divided differences of orders 2, 3 and 4
	Session 13: Hypothesis Testing II Chairman: José E. Chacón
15:25-15:50	Jan Somorcik Some multivariate multi-sample tests based on spatial medians
15:50-16:15	Piotr Majerstki Approximations to Most Powerful Invariant Tests for Multinormality
	Session 14: Random Matrices Chairman: Inés del Puerto
16:35-17:00	Guangming Pan Large dimensional random matrices
	Session 15: Time Series Chairman: Inés del Puerto
17:00-17:25	Paulo Canas Rodrigues Principal Component Analysis of Dependent Data
17:25-17:50	Martina Hancova Comparison of prediction quality of the best linear unbiased predictors in time series linear regression models

Friday, September 14
	Session 16: Statistical Applications II Chairman: Rodrigo Martínez
9:05-9:30	Andrew Parnell Recent Advances in Palaeoclimate Reconstruction
9:30-9:55	Chen Zhou On spatial extremes: with application to a rainfall problem
	Session 17: Theory of Codes Chairman: Maroussia Bojkova
10:20-10:45	Aleksandra Popovska Random Codes
10:45-11:05	Natasha Ilievska Probabilistic models in quasigroup error-detecting codes