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Thursday, February 18th 2010

18.00-19.00 Registration
19.00 Joint dinner at the Pfalzakademie

Friday, February 19th 2010

9:00-10.30 A. Gut Approaching change-point detection via renewal theory
S. Mihalache Sequential change-point detection for diffusion processes
Chair: J. Steinebach
10.30-11.00 Coffee break
11.00-12.30 S. Hörmann Sequential testing for the stability of high frequency portfolio betas
C. Kirch On hierarchical epidemic changes in dependent functional data
Chair: L. Horvath
12.30-14.00 Lunch
14.00-14.45 M. Huskova Change point in trending regression
Chair: Z. Praskova
14.45-15.30 Coffee break
15.30 Departure to Neustadt/Weinstrasse
16.00-18.00 Guided walking tour of Neustadt
18.00 Conference dinner at the restaurant Altstadtkeller in Neustadt.

Saturday, February 20th 2010

9:00-10.30 A. Cernikova L1-detectors in sequential change point analysis
A. Schmitz On the monitoring of structural changes in linear models with dependent errors
Chair: M. Huskova
10.30-11.00 Coffee break
11.00-12.30 Z. Praskova On estimation in RCA models
L. Horvath CUSUM, trimming and heavy tails
Chair: V. Mammitzsch
12.30-14.00 Lunch