Prof. Dr. Dietmar Bauer
|Time||September 9th-13th 2019|
The summer school is directed towards beginning PhD students. Students are required to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and model selection of vector autoregressive models.
Application process is closed!
The summer school provides an introduction to a number of modern topics in time series analysis taught by a selection of top researchers in the field in Europe.
Each topic will be covered in one half day. Presentations will follow a common layout introducing the main theory of the area, providing examples and software available and finally hinting at relevant research questions.
Current planning involves the following topics:
|State Space Modeling||Dietmar Bauer||Bielefeld University|
|Bayesian Time Series Analysis||Oliver Grothe||
|Hidden Markov Models||Roland Langrock||Bielefeld University|
|Models for Non-Causal/Non-Invertible Time Series||Markku Lanne||University of Helsinki|
|Structural Vector Autoregressive Analysis||Helmut Lütkepohl||DIW Berlin|
|Seasonality in High Frequency Data||Tomasso Proietti||Universita di Roma "Tor Vergata"|
|Neural Networks in Time Series Analysis||Jonas Sjöberg||Chalerms Göteborg|
|Smooth Transitions in the Mean and the Variance||Timo Teräsvirta||Aarhus University|
Nonlinear Cointegration Analysis
|Martin Wagner||TU Dortmund|
|Time Series Modeling for Categorical Data||Christian Weiß||Helmut-Schmidt-University Hamburg|
The summer school will take place on the campus at the university of Bielefeld in the meeting rooms of the Studierendenwerk in the Morgenbreede.
For the summer school participants will need to reserve hotel space on their own. The following options appear to be relevant:
The summer school will start on Monday September 9th at 9:00 and will close on Friday around 16:00. Details will be communicated directly to the participants.
The conference fee for students amounts to €450.- This covers
The fee does not include travel, accomodation and dinners. Students will have to arrange for their own travel and accomodation.
The summer school receives sponsoring by the Bielefeld Center for Data Science and Dr. Oetker, which is gratefully acknowledged.
The summer school is one of the events in the Jubiläumsjahr 50 Jahre Universität Bielefeld.