Embedded Files
Day 1
October 16th 2023
October 16th 2023
10:00 - 12:00
Extreme Value Theory for Time Series I
Extreme Value Theory for Time Series I
Thomas and Olivier
13:30 - 14:30
Extreme Value Theory: Block Maxima Approach
Extreme Value Theory: Block Maxima Approach
Valérie
14:30 - 15:30
Extreme Value Theory: Peaks-Over-Threshold Approach
Extreme Value Theory: Peaks-Over-Threshold Approach
Valérie
Day 2
October 17th 2023
October 17th 2023
9:00 - 11:00
Extreme Value Theory for Time Series II
Extreme Value Theory for Time Series II
Thomas and Olivier
11:00 - 12:00
Extreme Value Analysis in Finance I
Extreme Value Analysis in Finance I
Chen
13:30 - 15:30
Extreme Value Analysis in Finance II
Extreme Value Analysis in Finance II
Chen
Day 3
October 18th 2023
October 18th 2023
9:00 - 10:00
Extreme Value Theory for Time Series III
Extreme Value Theory for Time Series III
Thomas and Olivier
10:00 - 11:00
Univariate and multivariate Pareto distributions: concepts and applications
Univariate and multivariate Pareto distributions: concepts and applications
Philippe
11:00 - 12:00
Max-stable processes - theory, models, inference
Max-stable processes - theory, models, inference
Kirstin
13:30 - open
Max-stable processes - simulation techniques (practical session)
Max-stable processes - simulation techniques (practical session)
Kirstin
Day 4
October 19th 2023
October 19th 2023
9:00 - 10:00
Extreme Value Theory for Time Series IV
Extreme Value Theory for Time Series IV
Thomas and Olivier
10:00 - 11:00
Extreme Value Theory: More on Statistical Modelling
Extreme Value Theory: More on Statistical Modelling
Valérie
11:00 - 12:00
Bivariate extremes I
Bivariate extremes I
Daniela
13:30 - open
Bivariate extremes II
Bivariate extremes II
Daniela
Day 5
October 20th 2023
October 20th 2023
9:00 - open
TBD + Concluding remarks
TBD + Concluding remarks
Philippe and others
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