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| Thursday, October 12, 2006 |
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| 9.00 - 9.45 | Tim Bollerslev (Durham, NC/USA) |
| Realized Volatilities and Testable Distributional Implications for Daily Stock Returns. [slides] |
| 9.45 - 10.15 | Christian Pigorsch (SFB386/LMU) |
| Statistical assessment of models for very high frequency financial price dynamics. [slides] |
| 10.15 - 10.45 | Coffee Break |
| 10.45 - 11.30 | Siem Jam Koopman (Amsterdam, Netherlands) |
| Estimation methods for Credit Risk Models with Latent Factors. [slides] |
| 11.30 - 12.00 | Emese Lazar (Reading, UK) |
| Continuous Markov Switching GARCH. [slides] |
| 12.00 - 14.00 | Lunch Break |
| 14.00 - 14.45 | Stephan Klasen (Göttingen, Germany) |
| Socio-economic and spatial determinants of sex differences in undernutrition in India. [slides] |
| 14.45 - 15.15 | Tina Marquardt (SFB386/TUM) |
| Fractional Lévy processes with an application to long memory moving average processes. [slides] |
| 15.15 - 15.45 | Coffee Break |
| 15.45 - 16.15 | Aleksej Min (SFB386/TUM) |
| Zero-inflated generalized Poisson models with regressions effects on the mean, dispersion and zero-inflation levels. [slides] |
| 16.15 - 17.00 | Göran Kauermann (Bielefeld, Germany) |
| Numerically Efficient Penalized Spline Smoothing in Complex Models? Taking up the Cudgels for the Good Old Laplace Approximation. [slides] |
| 17.00 - 17.30 | Florian Reithinger (SFB386/LMU) |
| Additive mixed models for high dimensional covariates. [slides] |
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| Friday, October 13, 2006 |
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| 9.00 - 9.45 | Dirk Husmeier (Edinburgh, UK) |
| Segmenting DNA sequence alignments with Bayesian phylogenetic factorial hidden Markov models. [slides] |
| 9.45 - 10.15 | Susanne Heim (SFB386/LMU) |
| 3d space-varying coefficient model using wavelets. [slides] |
| 10.15 - 10.45 | Coffee Break |
| 10.45 - 11.30 | Volkmar Liebscher (Greifswald, Germany) |
| Minimum complexity density estimation. [slides] |
| 11.30 - 12.00 | Axel Bauer (SFB386/TUM) |
| Assessment of Natural System Dynamics by Phase-Rectified Signal Averaging and Prediction of Cardiac Risk. |
| 12.00 - 14.00 | Lunch Break |
| 14.00 - 14.45 | Gareth O. Roberts (Lancaster, UK) |
| Exact simulation inference and filtering for diffusions. [slides] |
| 14.45 - 15.15 | Gernot Müller (SFB386/TUM) |
| Estimation of the COGARCH(1,1) model. [slides] |
| 15.15 - 15.45 | Coffee Break |
| 15.45 - 16.30 | Xihong Lin (Boston, MA/USA) |
| Nonparametric and Semiparametric Regression for Longitudinal/Clustered Data and Multi-Dimensional Genetic Pathway Data. |
| 16.30 - 17.00 | Paul Eilers (Leiden, Netherlands) |
| Spatial p-spline smoothing on difficult domains. [slides] |
| 17.00 - 17.45 | Martin Schumacher (Freiburg, Germany) |
| Assessment and validation of risk prediction models. [slides] |
| 19.30 | Conference Dinner |
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| Saturday, October 14, 2006 |
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| 9.15 - 10.00 | David B. Dunson (Durham, NC/USA) |
| Adaptive kernel-based mixtures of Dirichlet processes. [slides] |
| 10.00 - 10.30 | Caroline Strobl (SFB386/LMU) |
| Bias in Random Forest Variable Importance Measures. [slides] [supplement] |
| 10.30 - 11.00 | Coffee Break |
| 11.00 - 11.30 | Thomas Kneib (SFB386/LMU) |
| Bayesian Semiparametric Multi-State Models. [slides] |
| 11.30 - 12.00 | Alan Gelfand (Durham, NC/USA) |
| Stochastic Space-time Modelling using Differential Equations. [slides] |
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