[Forum SIS] DEC - Statistics Seminar -October 13th

[Isadora Antoniano]

We are glad to announce the next:

*DEC - Statistics Seminar*


*Thursday, October 13th*

Bocconi University,
Room 3-E4-SR03
Via Rontgen 1 - 3rd floor

Time: *12:30 pm*




*Enkelejd Hashorva *(Université de Lausanne)

*Representation of Max-Stable Processes via Exponential Tilting*

*Abstract:*

The recent contribution Dieker & Mikosch (2015) derived important
representations of max-stable stationary Brown-Resnick random fields with a
spectral representation determined by a Gaussian random field  Z. With
motivations from Dieker & Mikosch (2015) we derive for some general Z
representations for max-stable random fields via exponential tilting of Z
and present further new  conditions for the stationarity of those
processes. We shall discuss several applications of our findings which
include a) Dieker-Mikosch representations of max-stable processes, b)
two-sided extensions of stationary max-stable processes, c) derivations of
tractable representations of max-stable distributions, d) sufficient
conditions for max-domains of attraction, and  e) calculation of
generalised Pickands constants.



The DEC statistics seminars schedule is available at
http://www.unibocconi.eu/statseminar

Kind regards,
*Raffaella Piccarreta and Isadora Antoniano*



*ATTENTION:*

If you are a guest and you do not have a Bod to access to the Bocconi
Buildings, please confirm your participation by sending an email to
simona.gagino a unibocconi.it
In addition, we suggest to print, fill out and send the atcconi ID Cartached
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address. In this way, the check-in procedure at the entrance will be faster
and easier.


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Isadora Antoniano Villalobos
Assistant Professor
DEC - Department of Decision Sciences,
Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-16). 20136,
Milano.
email: isadora.antoniano a unibocconi.it

Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos
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