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Events for May 11, 2023

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3:00 am

Derek KREAGER – “Social Networks and Health in Prison and Upon Reentry: Lessons Learned from the Prison Inmate Network Studies (PINS)” ZOOM

May 11, 2023 @ 3:00 am - 4:30 pm

Sociology Seminar: Thursdays Time: 3:00 pm - 4:30 pm - Date: 11th of May 2023 Place: ZOOM   Derek KREAGER - "Social Networks and Health in Prison and Upon Reentry: Lessons Learned from the Prison Inmate Network Studies (PINS)"   https://zoom.us/j/97668225972?pwd=Qm4wOG1vcmVNR3hqTTFVNllubVNIdz09     Abstract :  This presentation overviews the theory, methods, and results from a series […]

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10:30 am

Dick VAN DIJK (Erasmus University Rotterdam) “Robust Observation-Driven Models Using Proximal-Parameter Updates”

May 11, 2023 @ 10:30 am - 11:30 pm

Finance & Financial Econometrics:  Time: 10.30 am Date: 11th of May 2023 Room 3001 Dick VAN DIJK (Erasmus University Rotterdam) "Robust Observation-Driven Models Using Proximal-Parameter Updates" Abstract : We propose an observation-driven modelling framework that permits time variation in the model’s parameters using a proximal-parameter (ProPar) update. ProPar maximizes the observation log-density with respect to […]

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11:30 am

Pierluigi VALLARINO (Aarhus University) “Time-Varying Kernel Densities as Dynamic Infinite Mixture Models”

May 11, 2023 @ 11:30 am - 12:30 pm

Finance & Financial Econometrics:  Time: 11.30 am Date: 11th of May 2023 Room 3001 Pierluigi VALLARINO (Aarhus University) "Time-Varying Kernel Densities as Dynamic Infinite Mixture Models" Abstract : Building on kernel density estimation for time series data, we introduce the family of Dynamic Infinite Mixture Models (DIMMs). DIMMs approximate the time-varying distribution of a time […]

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