Mixture Inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
Ponente/Speaker: J.V. Pérez-Rodríguez (Dpt. of Quantitative Methods (ULPGC)).
Web:  http://www.dmc.ulpgc.es/jv-perez-rodriguez.html
Fecha/Date: 16-12-2016.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:00.

+info: http://www.dmc.ulpgc.es/seminarios/mixture-inverse-gaussian-for-unobserved-heterogeneity-in-the-autoregressive-conditional-duration-model.html

ABC methods for PH distributions with applications in insurance risk problems
Ponente/Speaker: Concepción Ausín (Dpt. of Statistics (U. Carlos III de Madrid)).
Web:  http://www.est.uc3m.es/causin
Fecha/Date: 23-09-2016.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:15.

+info: http://www.dmc.ulpgc.es/seminarios/abc-methods-for-ph-distributions-with-applications-in-insurance-risk-problems.html

Bayesian methods are growing in applications and its applications and its implementation is becoming easier through time. Every three years the Bayesian Methods Group from Complutense University of Madrid has been organizing an international Bayesian statistical inference workshop. This time the organization is reinforced with people from Carlos III University of Madrid and from Castilla la Mancha University. The aim of this workshop edition is mainly highlighting the practical applications of Bayesian statistics, although it remains open to any paper in the field of  Bayesian statistics.

We invite members of the international statistical community to join us in BAYESIAN METHODS'17. MADRID.


PARTICIPATION: To participate, a less than 200 words abstract must be submitted to  Abstract and talks can be made either in Spanish or English.



15 / February / 2017 Abstract submissions

31 / March / 2017 Acceptance/Rejection talk notifications

31 / May / 2017 Pay Inscription




Date:  8th and 9th November 2017

Place: Miguel de Guzman room

           Faculty of Maths at the Complutense University of Madrid



Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Ponente/Speaker: R. León-González (National Graduate Institute for Policy Studies, Japan).
Web:  www.grips.ac.jp/list/facultyinfo/leon_gonzalez_roberto/
Fecha/Date: 16-09-2016.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:15.

PDF: https://ideas.repec.org/p/ngi/dpaper/15-17.html