Calendar

All Topics (March 14 through May 31)

Thursday, March 17

4:00 PM

Abstract Fourth Moment Theorems (Simon Campese -- University of Rome Tor Vergata)

Thursday, March 24

4:00 PM

Limit theorems for weighted non-linear transformations of Gaussian processes with singular spectrum (Nikolai N. Leonenko -- Cardiff University, United Kingdom)

Tuesday, March 29

11:00 AM

Implicit methods for principled estimation with large data sets (Panagiotis Toulis -- Harvard University)

Thursday, March 31

4:00 PM

The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages (Ivan Fernandez-Val -- Boston University)

Thursday, April 14

4:00 PM

Sequential Estimation in Sparse Factor Regression (Kun Chen - University of Connecticut)

Thursday, April 21

4:00 PM

Integral Representation of Martingales in Mathematical Finance (Daniel Schwarz - Carnegie Mellon University)

Thursday, April 28

4:00 PM

A New Approach to Dimension Reduction for Multivariate Time Series (Xiaofeng Shao - University of Illinois at Urbana-Champaign)