2017 Meeting AMERISKA Network


23d June, Salle de séminaire du LSTA, Tour 15-16 – 2d Floor, Jussieu, Paris


  


9h - 9h30         Welcome Coffee


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    Lunch break


13h30 - 14h15     Jenny Wadsworth "Asymptotic (in)dependence in bivariate extremes"


14h15 - 15h     Bojan Basrak "On central limit theorem for marked Hawkes processes"