Organizer: Veronica Andrea Gonzalez-Lopez; University of Campinas, Department of Statistics. Rua Sergio Buarque de Holanda, 651. Campinas-S.P. Brazil. CEP 13083-859.
e-mails: veronica@ime.unicamp.br, nika@unicamp.br
http://www.ime.unicamp.br/~veronica/
The symposium is devoted to two closely related research directions: (i) methodological advances in statistical inference for copula-based models, and (ii) recent developments in inference for stochastic processes. A central objective is to intensify the theoretical and methodological understanding of the interaction between these domains, with a view toward establishing novel inferential frameworks and achieving significant advances in both areas. The symposium particularly encourages contributions proposing unified or hybrid methodologies, estimation procedures, asymptotic theory, model selection, and computational algorithms, that leverage the structural synergies between copula theory and stochastic process modeling, with relevance to both theoretical analysis and applied settings.
Main topics:
-Copula Models and Properties;
-Statistical Inference in Copula Models;
-Dependence Coefficients;
-Copula Based Procedures and Applications;
-Markov Models and Properties;
-Statistical Inference in Markov Processes;
-Markov Processes in Practice.