2nd Bielefeld-Dortmund Summer School "Modern Topics in Time Series Analysis"

The Bielefeld-Dortmund summer school is directed towards PhD students. Students are required to have a strong mathematical and statistical background and good knowledge in time series analysis, including estimation and specification in vector autoregressive models.

The main focus of this year's summer school is on nonlinear dynamical systems, both in theory and application.

The summer school will feature the following program (as of now):

  • Helmut Lütkepohl (DIW Berlin): Structural Vector Autoregressive Analysis
  • Timo Teräsvirta (Aarhus University): Smooth Transitions in the Mean and the Variance
  • Oliver Grothe (KIT Karlsruhe): Bayesian Time Series Analysis
  • Christian Weiß (Helmut-Schmidt-University Hamburg): Time Series Modeling for Categorical Data
  • Roland Langrock (Bielefeld University): Hidden Markov Models
  • Jonas Sjöberg (Chalmers Göteborg): Neural Networks for Time Series Analysis
  • Tommaso Proietti (Universita di Roma “Tor Vergata”): Seasonality in High Frequency Data
  • Markku Lanne (University of Helsinki): Models for Non-Causal/Non-Invertible Time Series
  • Martin Wagner (TU Dortmund): Nonlinear Cointegration Analysis
  • Dietmar Bauer (Bielefeld University): State Space Modeling

The summer school is limited to 40 participants that will be selected from all applicants. Details on the application procedure can be found on the website. 

The fee for the summer school amounts to €450,00.- including all lectures and material, lunches, snacks, coffee breaks and the social event including dinner.

Important dates:

  • March 31st 2019: deadline for application
  • April 15th: notification of acceptance
  • June 15th: deadline for registration

For more details contact Dietmar.Bauer@uni-bielefeld.de or consult www.wiwi.uni-bielefeld.de/mtsa.

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Universitätsstrasse 25

Bielefeld , Germany

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