Department of Mathematics
Probability and Statistics Seminar 2011-2012

Wayne State University
College of Liberal Arts and Sciences

All talks and times are held on Wednesdays at 3:00 PM in 1285 FAB, unless otherwise noted.
Contact Kazuhiko Shinki for more information.

All seminars
Colloquium
Mathematics Department home page

 

Winter 2012

Date

Speaker and Title
Jan. 25
Wed. 2 PM
1140 FAB 		Hwai-Chung Ho, Academic Sinica - Taiwan
Title To Be Announced
Feb. 29
Wed. 2 PM
1140 FAB		 Rafail Khasminskii, Wayne State University
On stability of SDEs with switching
Mar. 7
Wed. 1 PM
1140 FAB		 Alexander Korostelev, Wayne State University
Large Deviations and Stochastic Volatility Models

 

Fall 2011

Date

Speaker and Title

Oct. 11

Yan Sun, Utah State University
Penalized conditional maximum likelihood estimation for high-dimensional time series models

Oct. 18 Nao Mimoto, Michigan State University
Goodness-of-fit testing for innovation density of the GARCH model
Oct. 26
Wed. 2 PM		 Tze-Chien Sun, Wayne State University
Introduction to Entropy
Nov. 2
Wed. 2 PM		 Mohammad Jahan-Parvar, East Carolina University
Which parametric model for conditional skewness?