Date:25 January 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:04:00pm - 05:00pm
Adaptation in Shape Constrained RegressionWe consider nonparametric least squares estimation of a shape (e.g., monotonic/convex) constrained regression function, both with univariate and multivariate…
Date:11 January 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Models for Spatial and Spatio-Temporal Stochastic VolatilityStochastic volatility is commonly used in financial modelling to describe alternating periods of high and low fluctuations in logarithmic returns. The…