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    

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"