4. Workshop 2019

Der 4. StAnDS-Workshop fand am 22.11.19 an der Heinrich-Heine-Universität Düsseldorf (HHU) im Seminarraum 01.81 in Gebäude 25.22 statt.

10:30 - 11:10 Christian Müller (HHU)
Multivariate generalized Ornstein-Uhlenbeck processes and connections to semiselfsimilarity properties

11:15 - 11:55 Ines Münker (Uni Siegen)
Ordinal Patterns in Long-Range Dependent Time Series

12:00 - 12:40 Tobias Jennessen (HHU)
Method of moments estimators for the extremal index of a stationary time series

12:45 - 14:00 Mittagspause

14:00 - 14:40 Matthias Reuber (Uni Siegen)
A copula-based time series model for global horizontal irradiation

14:45 - 15:25 Axel Bücher (HHU)
On the block maxima method in extreme value statistics

15:30 - 16:10 Marco Oesting (Uni Siegen)
Estimation of the spectral measure of regularly varying random vectors