Lancaster Extremes / Time Series Reading Group

Forthcoming Reading Groups

Date Time Venue Topic / title Discussion lead
TBC TBC TBC TBC TBC

Past Reading Groups

Date Topic / title Discussion lead
Thu 15 Dec 2011 Bayesian nonparametric modelling of extremes Xin Zhao (U. of Canterbury, NZ)
Thu 1 Dec 2011 Threshold uncertainty under non-stationarity Carl Scarrott (U. of Canterbury, NZ)
Mon 24 Oct 2011 Discussion of preprint Approximate Bayesian Computing for Spatial Extremes
by R. J. Erhardt and R. L. Smith (link on arXiv)
Jenny Wadsworth and Dennis Prangle
Mon 26 Sep 2011 Discussion of A Hierarchical Model for the Analysis of Spatial Rainfall Extremes
by Carlo Gaetan and Matteo Grigoletto (link)
Ross Towe and Emma Eastoe
Tue 31 May 2011 Downscaling Ben Youngman (Sheffield)
Wed 30 March 2011 Environmental extremes in practice (Visit to JBA Consulting, Skipton) --
Tue 8 March 2011 Heffernan and Tawn Model:
some extensions and discussion of recent findings
---
Intro to the R package texmex
Ye Liu
Ioannis Papastathopoulos
Jon Tawn
---
Harry Southworth (Astrazeneca)
Thu 27 Jan 2011 Discussion of Spatial Extremes
---
Extreme precipitation
Jon Tawn and Darmesah Gabda
---
Simon Brown (Met Office Hadley Centre)
Mon 13 Dec 2010 Extreme Value Modelling of Laboratory Variables: Drug induced Liver Injury
---
An overview of dependence modelling in multivariate extremes
---
Finance-related
Ioannis Papastathopoulos
---
Jon Tawn and Jenny Wadsworth
---
Fabrizio Laurini (U. of Parma)
Wed 27 Oct 2010 Model selection for extremes of financial time series Ye Liu
Wed 15 Sept 2010 Discussion of Multivariate multiparameter Extreme Value models and Return Periods: a copula approach
G. Salvadori and C. De Michele.
Caroline Keef
Tue 20 July 2010 Forecasting Non-Stationary Time Series by Wavelet Process Modelling
P. Fryzlewicz, S. van Bellegem, R. von Sachs. Ann. Inst. Statist. Math(55) 737-764, 2003.
Aimee Gott
Tue 8 June 2010 Continuous Spatial Process Models for Spatial Extreme Values
H. Sang and A.E. Gelfand, JABES, 15(1), 2010
Jenny Wadsworth
Tue 25 May 2010 M-Estimation in GARCH Models Kanchan Mukherjee
Tue 30 March 2010 The distribution for the cluster maxima of exceedances of sub-asymptotic thresholds Jonathan Tawn
Wed 24 March 2010 Costationarity and stationarity tests for stock index returns.
A. Cardinali and G.P. Nason.
Sarah Taylor
December 2009 Changepoints Becki Killick
November 2009 Mixture modelling with threshold estimation for extremes Anna MacDonald / Carl Scarrott
(U. of Canterbury, NZ)
October 2009 Choice of measurement scale for extreme value modelling Jenny Wadsworth
May 2009 Janos Szabo
(U. of Leeds)
May 2009 Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum
G. Nason, R. von Sachs, G. Kroisandt. J. R. Statist. Soc. Series B, 62, 271-292
Becki Killick
March 2009 Wavelet Analysis and Its Statistical Applications.
F. Abramovich, T. C. Bailey and T. Sapatinas. J. R. Statist. Soc. Series D, 49 (1), 1-29
Idris Eckley

For older groups please see here.