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Sebastian KUHNERT (Ruhr University Bochum) “New Developments in Nonlinear Time Series in Hilbert Spaces: Operator-Valued ARCH and Bilinear Processes”
Séminaire Économétrie de la Finance Jeudi 08 octobre 2026 10h-12h Salle 3001 Sebastian KUHNERT (Ruhr University Bochum) "New Developments in Nonlinear Time Series in Hilbert Spaces: Operator-Valued ARCH and Bilinear Processes" Summary : Linear processes in Hilbert spaces, particularly ARMA-type models, have been extensively studied in the literature. In contrast, nonlinear processes remain comparatively […]
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