Ecole d'automne de l'IDHN
on February 13, 2019
Published on February 13, 2021– Updated on July 13, 2022
Non stationary days
13.02.2019
Those non-stationary days were made possible thanks to labex MME-DII, ESSEC, CREST, IAS, TELECOM, SAMM, , SFDS and to the various organisers, Pierre Alquier, Jean Marc-Bardet, Paul Doukhan, Olga Klopp, Nicolas Marie, Jean-Luc Prigent, François Roueff, and Jean Michel Zakoian.
The techniques of time series are widely used for the prediction of random phenomena. Other related questions such as for example calibration, resampling or risk management are other important issues.
Stationarity is usually used as a hypothesis because ergodicity is the basis of any asymptotic theory for large samples. Our goal is to omit this condition to describe non-stationary models and methods.
To allow a regular and deep work we preferred to organize four 1-day international conferences dealing with various aspects related to this problem better than a single conference. These days are intended to paint a complete picture of the methods implemented for this purpose. To this aim, we invited the main world specialists of the discipline.
December 12, 2018 - Amphi Jade, Télécom Paristech
February 13, 2019 - ESSEC la Défense
March 7, 2019 - Amphi Hermite, IHP
June 3, 2019 - Université Paris Panthéon Sorbonne: MSE, floor 6
Contact: Paul Doukhan
