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Matheus Grasselli - Department of Mathematics and Statistics, McMaster University
Nov 6, 2018 - 10:00am to 11:00am
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
TBA
Tue.
11/6/18
Mateja Raic - Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago
Nov 6, 2018 - 10:00am to 11:00am
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 102
We study networks from a point of view of exponential random graph models. This flexible and versatile statistical family comes equipped with tools to perform inferential statistics, however the standard toolbox assumes large sample sizes and the use of asymptotic theory. In networks, this... read more
Tue.
11/6/18
Per Mykland - Department of Statistics, University of Chicago
Nov 5, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The availability of high frequency financial data has generated a series of estimators based on intra-day data, improving the quality of large areas of financial econometrics. However, estimating the standard error of these estimators is often challenging. The root of the problem is that... read more
Mon.
11/5/18

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