ECAS
Menu Principal:
The Sixth course in the ECAS Programme:
| Time Series Analysis |
| SAN LORENZO DEL ESCORIAL, MADRID, SPAIN |
| September 15-19, 1997 |
Scientific
Programme Committee
F. Droesbeke (Brussels, Chairman)
M. Deistler (Technische Universität Wien)
S. Heiler (Konstanz)
A. Maravall (Bank of Spain)
D. Peña (Universidad Carlos III de Madrid, Chairman)
G.T. Wilson (Lancaster University)
Organising
Committee
D. Peña (Universidad Carlos III de Madrid, Chairman)
A. Alonso (Real Colegio Univ. María Cristina, UCM)
D. Hand (Open University)
J. del Hoyo (U. Autónoma de Madrid)
R. Kaiser (Universidad Carlos III de Madrid)
J. Romo (Universidad Carlos III de Madrid)
E. Ruiz (Universidad Carlos III de Madrid)
M.J. Sánchez (U. Politécnica de Madrid)
Arthur Treadway (U. Complutense de Madrid)Topics
• Outliers, missing values and influential Observations. Non linear Time series models. Seasonality. Signal extraction. Automatic modeling methods for univariate series. Case Studies. Stochastic Volatility. GARCH Models. Categorical and Discrete Data.
• Non parametric methods. Kernel estimates.Multivariate Linear Systems. VARMA modeling. Estimation and Forecasting of Vector Time series. Cointegration and Common Factors. Neural Networks. Case Studies. Bayesian Methods.
• Panel discussion: In what directions is research in time series leading?
Lecturers
M. Deistler (Technische Universität Wien)
C. Gourieroux (CREST, Paris)
S. Heiler (Universität Konstanz)
K. Hornik (Technische Universität Wien)
S. Johansen (University of Copenhagen)
A. Maravall (Bank of Spain)
D. Peña (Universidad Carlos III de Madrid)
G.C. Tiao (University of Chicago)
R.S. Tsay (University of Chicago)
G.T. Wilson (Lancaster University)
