On July 26 and 27, 2023, IME-USP will host the workshop “Time Series, Wavelets and High Dimensional Data”.

Organized by the FAPESP Thematic Project “Time series, wavelets and high-dimensional data”, under the coordination of Prof. Pedro Alberto Morettin, senior professor and emeritus at the Department of Statistics at IME-USP, the workshop will be attended by several Brazilian and foreign researchers from renowned teaching and research institutions on the subject.

The event takes place at IME-USP’s Antonio Gilioli Auditorium, which is located at Rua do Matão, 1010, Block A, 2nd floor, in Cidade Universitária – São Paulo. Participation is free, open to the general public, and does not require prior registration.

Check out the schedule for the two-day event:

Wednesday, July 26, 2023
9:00 : Opening
9:10 – 10:00: David Stoffer (University of Pittsburgh): Detection of Narrowband
Frequency Changes in Time Series
10:00 – 10:30: Coffee Break
10:30 – 11:10: Aluísio Pinheiro (IMECC-UNICAMP): Wavelet Feature Screening in High
Dimensional Regression Model
11:10 – 11:50: Ronaldo Dias (IMECC-UNICAMP): Wavelet Estimation of nonstationary
spatial covariance function
12:00 – 14:00: Lunch
14:00 – 14:40: Luiz Hotta (IMECC-UNICAMP): Forecasting VaR and ES through Markov
Switching GARCH Models
14:40 – 15:20: Maurício Zevallos (IMECC-UNICAMP): Minimum Distance Estimation of
Long-Memory Stochastic Duration Models
15:20 – 15:50: Coffee Break
15:50 – 16:30: Cássio Roberto de Andrade Alves (FEARP-USP): Estimating Capital Asset Pricing model with many instruments: A Bayesian Shrinkage approach

Thursday, July 27, 2023
9:00 – 9:50: Wilfred Palma (Universidad Católica de Chile): On the estimation of
irregularly observed time series
9:50 – 10:30: Yangyang Chen (IME-USP): Time-varying spatio-temporal models by
10:30 – 11:00: Coffee Break
11:00 – 11:40: Mateus Gonzalez de Freitas Pinto (IME-USP): Long memory parameter
estimation based on fractional spline wavelets
12:00 – 14:00: Lunch
14:00 – 14:40: Renata Tavanielli (IME-USP): Time Varying Copula Modeling:  A
Cholesky Approach
14:40 – 15:20: Airlane Alencar (IME-USP): Modelos tipo GARMA e GAMAR com outras
15:20 – 15:50: Coffee Break
15:50 – 16:30: João Sato (Universidade Federal do ABC): Perspectives of
Interdisciplinary Research in Education, Neuroscience and Statistics

For more information, contact Prof. Pedro Alberto Morettin via email