Time Series Analysis
The Time Series Analysis RCEA Research Network aims at fostering the discussion and dissemination of all the aspects of time series analysis, with equal weight to theory and empirical applications. The research group’s interests include dynamic nonlinear models, frequency domain analysis, nonparametric methods, functional data analysis, long-range dependence, econometric modeling, and forecasting. Interdisciplinary applications from areas other than economics, ranging from neuroimaging to physics or biostatistics, are also covered and welcome. The group organizes an annual workshop and regular themed seminars in an informal setting, to foster dialogue in a lively setting.
Steering Committee
Alessandra Luati (University of Bologna and Imperial College London)
Stelios Arvanitis (Athens University of Economics and Business)
Ioannis Kasparis (University of Cyprus)
Tassos Magdalinos (University of Southampton)
Melanie Schienle (Karlsruher Institut fur Technlogie)