Talks-2019

Talks [2019Apr-2020Mar]

June

  • S. Eguchi: Consistent model selection for ergodic diffusions in data driven time scale, EcoSta 2019, National Chung Hsing University, Taiwan, 2019.6.19
  • Y. Koike: High-dimensional covariance estimation in YUIMA package, The Third YUIMA Conference, Università di Padova, Brixen-Bressanone, Italy, 2019.6.27
  • H. Masuda: Nonlinear locally stable regression, TU Delft, Netherlands, Dynstoch 2019, 2019.6.14
  • H. Masuda: On Lévy driven models in YUIMA, The 3rd YUIMA conference, Brixen-Bressanone, Italy, 2019.6.27

July

  • Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, The 3rd KAFE-JAFEE International Conference on Financial Engineering, Busan International Finance Center, Busan, Korea, 2019.7.17
  • S. Eguchi: Stepwise model selection for SDEs in YUIMA, EMS 2019, University of Palermo, Italy, 2019.7.25
  • Y. Koike: High-dimensional covariance estimation in YUIMA package, EMS 2019, University of Palermo, Italy, 2019.7.25

August

  • Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, ISI WSC 2019, Kuala Lumpur Convention Centre, Kuala Lumpur, Malaysia, 2019.8.21

December

  • Y. Koike: De-biased graphical Lasso for high-frequency data, CMStatistics 2019, University of London, London, UK, 2019.12.16
  • Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, The 11th ICSA International Conference, Hangzhou Dragon Hotel, Hangzhou, China, 2019.12.22