2013-2014 Focus Year on "Measures of Dependence"

Measures of Extremal Dependence
Organizer: Richard A. Davis
Dates: May 3, 2013

Columbia University’s Department of Statistics is organizing a 1-day Conference on Measures of Extremal Dependence.
Location: 903 School of Social Work Building
Department of Statistics
Columbia University

Attendance: This conference is open to the public.


1:10-2:00 Thomas Mikosch, University of Copenhagen
Measuring serial extremal dependence with the extremogram [abstract]

2:00-2:40 Philippe Soulier, l'Université Paris Ouest
Regularly varying time series with asymptotic independence [abstract]

2:40-3:10 Coffee break

3:10-3:50 Sidney Resnick, Cornell University
Asymptotic Methods for Extremal Dependence [abstract]

3:50-4:30 Richard A. Davis, Columbia University
Applications of the Extremogram to Time Series and Spatial Processes [abstract]

4:30-5:30 Wine and cheese reception (10th floor)

Please fill out this form to RSVP.