2017 Meeting AMERISKA Network
23d June, Salle de séminaire du LSTA, Tour 15-16 – 2d Floor, Jussieu, Paris
9h - 9h30
9h30 - 10h15
Johannes Heiny "A comparison of high-dimensional sample covariance and correlation matrices of a heavy-tailed time series"
10h15 - 11h
Sebastian Mentemeier "A conceptual proof of multivariate regular variation, with application to GARCH time series"
11h15 - 12h
Emeryc Thibaud "Principal component decomposition and completely positive decomposition of dependence for multivariate extremes"
12h - 13h30
13h30 - 14h15
Jenny Wadsworth "Asymptotic (in)dependence in bivariate extremes"
14h15 - 15h
Concluding talk: Thomas Mikosch "Richard Von Mises and the development of modern extreme value theory"
15h - 15h45
Bojan Basrak "On central limit theorem for marked Hawkes processes"