Overview Session
printTime Series and Statistics of Stochastic Processes
Chair: Michael H. Neumann
| 1 | Graphical models for causal inference from multivariate time series
1
Maastricht University, Department of Quantitative Techniques, Maastricht
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| 2 | NONPARAMETRIC TIME SERIES WITH SUDDEN CHANGES IN STRUCTURE
1
University of Kaiserslautern, Mathematics, Kaiserslautern
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| 3 | DEGENERATE $U$- AND $V$-STATISTICS UNDER WEAK DEPENDENCE:ASYMPTOTIC THEORY AND BOOTSTRAP CONSISTENCY
1
Friedrich-Schiller-Universität Jena, , Jena
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| 4 | Demand Forecasting with Dynamic Updating: A Case Study on Hotel Reservation Data
1
VU University Amsterdam, Mathematics, Amsterdam
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