29 – 31 March 2021

Heilbronn Institute for Mathematical Research, University of Bristol, UK

The main aim of our research workshop is to successfully combine two seemingly unrelated research areas in Statistics; time series analysis and Stein’s method for distributional approximations. The identification of various challenging research problems in new directions falling in the interplay of the aforementioned two research areas is an important aspect of the workshop and we aim at stimulating the development of some non-asymptotic results for the modelling and estimation of high-dimensional time series. Furthermore, it is expected that our discussions and possible developments throughout the workshop will consolidate and promulgate recent developments at the cutting edge.

Organisers:

Tobias Kley, University of Bristol
Haeran Cho, University of Bristol
Andreas Anastasiou, University of Cyprus

Please note that this is an invite only Focused Research Workshop.