Recent advances in asymptotic probability and statistics
with time series applications
University of Sydney, 10-12 December 2007
General Information
The School of Mathematics and Statistics of The University of Sydney, is organizing a workshop on recent advances in asymptotic probability and statistics. The workshop will be held in the Carlslaw Building, the University of Sydney, Australia, 10-12 December 2007.
The aim of the workshop is to present recent advances and streams of
research in such topics like strong approximations,
self-normalization, asymptotic expansions, saddlepoint
approximations and limit theorems for independent and weakly or
strongly dependent random variables.
There will a short series of lectures Detecting changes in time
series models given by
- William Dunsmuir (University of New South Wales)
- Jiti Gao (University of Western Australia)
- Bing-Yi Jing (Hong Kong University of Science and Technology)
- Jan Mielniczuk (Polish Academy of Sciences)
- Spiridon Penev (University of New South Wales)
- Barry Quinn (Macquarie University)
- John Robinson (University of Sydney)
- Qiying Wang (University of Sydney)
- Rodney Wolff (Queensland University of Technology)
We encourage postgraduate students and postdoctoral fellows especially to participate and present their work in the areas covered by our workshop. There is no registration fee. Prospective participants from AMSI member institutions may be also eligible for AMSI funded support for their travel expenses, and should consult their head of department. Please note that after our workshop the University of Technology Sydney is organizing Quantitative Methods in Finance Conference and you may consider to participate in both events.
The deadline for abstract submission is 30 September 2007
Organizing Committee
For enquiries contact rkuli@maths.usyd.edu.au.
The event is sponsored by