Selected invited talks by Dimitris N. Politis

10th International Conference of the ERCIM WG
on Computational and Methodological
Statistics
CMStatistics 2017, London, UK, 1618 December 2017.
Keynote talk
entitled `ModelFree Prediction and
Regression.'

Dept. of Mathematics and Statistics,
San Diego State University,
Oct. 11, 2017.
Talk entitled `ModelFree Prediction and
Regression: a
Transformationbased Approach to Inference.'

CRETE 2017: The 16th Conference on Research on Economic Theory and Econometrics,
Milos, 1014 July 10,
and
Ninth Greek Stochastics Meeting: Model Determination,
Milos, Greece, 1417 July 2017.
Plenary talks on `ModelFree prediction and regression.'

San Diego ASA Chapter Fall Seminar,
Oct. 24, 2016.
Talk entitled `ModelFree Prediction and
Regression: a
Transformationbased Approach to Inference.'

RANDOM PROCESSES AND TIME SERIES: THEORY AND APPLICATIONS,
Univ. of California at San Diego, October 2123, 2016.
Talk entitled `From Nonparametrics to ModelFree: a time series time line.'
(slides)

Greek Stochastics 2016 and
15th Conference on Research on Economic Theory and Econometrics, Tinos, Greece, 1216 July 2016.
Talk entitled `Timevarying NoVaS vs. GARCH: robustness against
structural breaks in financial returns.'

Third conference of the International Society for NonParametric Statistics (ISNPS), Avignon,
France, 1116 June 2016. Talk entitled
`ModelFree prediction for stationary and nonstationary
time series.'

Pacific Conference on Statistical Computing and Data Mining,
Palm Springs,
May 68, 2016. Keynote talk entitled `ModelFree Prediction and
Regression: a
Transformationbased Approach to Inference.'

Department of Statistics, Columbia University, New York, March 28, 2016. Talk entitled
`ModelFree Inference in Time Series Analysis.'

Department of Statistics, University of California, Berkeley, Nov. 23, 2015. Talk entitled
`ModelFree Prediction and Regression: a
Transformationbased Approach to Inference.'

California Econometrics Conference, University of Southern California, Sept. 2526, 2015.
Talk entitled `Timevarying GARCH vs. NoVaS.'

GOF DAYS 2015: 2nd Workshop on GoodnessofFit and Change Point Problems, University of Athens, Sept. 46, 2015.
Talk entitled `Timevarying NoVaS vs. GARCH: robustness against structural breaks in financial returns.'

Recent Developments in Statistics for Complex Dependent Data,
Aug. 2730, 2015, Loccum (Hannover), Germany.
Keynote talk entitled `ModelFree Inference in Time Series Analysis.'

60th World Statistics Congress – ISI2015,
Rio de Janeiro, Brazil, July 26–31, 2015.
Talk entitled `ModelFree Bootstrap for Markov processes.'

16th Applied Stochastic Models and Data Analysis International Conference (ASMDA2015),
30 June  4 July 2015, University of Piraeus, Greece.
Talk entitled `Bootstrap prediction intervals for Markov processes.'

35th International Symposium on Forecasting,
June 2124, 2015, Riverside, California. Keynote talk entitled
`ModelFree Prediction and Regression: a Transformationbased Approach to Inference.'
 Department of Statistics,
University of California, Irvine, Nov. 25, 2014. Talk entitled `Modelfree
prediction intervals for regression and autoregression.'
(slides)
 Third International Workshop on Functional and Operatorial Statistics (IWFOS 2014),
Stresa, Italy,
June 1921, 2014.
Plenary talk entitled `Modelfree prediction with application to functional
data analysis.'
(slides)
 Second Conference of the International Society for NonParametric Statistics. Cadiz, Spain. June 1216, 2014.
Talk entitled `Highdimensional autocovariance matrices, Linear Process Bootstrap and
optimal linear prediction.'
 LMU and TU Munich, Oberseminar Finanz und Versicherungsmathematik,
May 26, 2014.
Talk entitled `Highdimensional autocovariance matrices, Linear Process Bootstrap and
optimal linear prediction.'
(slides)
 Sixth
International Conference on
Mathematical and Statistical methods for Actuarial Sciences and Finance,
Salerno,
Italy, April 2224, 2014. Plenary talk entitled `Modelfree
prediction and regression.'
 Department of Statistics,
University of California, Davis, Nov. 26, 2013. Talk entitled `Modelfree
prediction intervals for regression and autoregression.'
(slides)
 AMS Western Fall Sectional Meeting
University of California, Riverside,
November 23, 2013. Special session on Time Series in honor of Professor KehShin Lii.
Talk entitled `Estimation of a highdimensional autocovariance matrix with applications.'
 Seventh International Workshop on Simulation, Rimini,
Italy, May 2125, 2013. Talk entitled `Modelfree
prediction intervals for regression and autoregression.'
 Department of Statistics,
University of Firenze, Italy, May 27, 2013. Talk entitled `Modelfree
prediction intervals for regression and autoregression.'
 Department of Mathematics,
Technical University of Munich, May 1315, 2013.
Series of three seminars entitled
`Modelfree Versus Modelbased Prediction Intervals.'

First Conference of the International Society for NonParametric Statistics (ISNPS). Chalkidiki, Northern Greece, June 1519, 2012.
Talk entitled `Confidence and prediction intervals in
nonparametric regression without an additive model.'

International Workshop on Recent Advances in Time Series Analysis, Protaras, Cyprus, June 912, 2012.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)

Department of Statistics, University of British Columbia,
Nov. 22, 2011.
Talk entitled `Modelfree model fitting and predictive distributions.'

Department of Biostatistics, UCLA, Oct. 12, 2011.
Talk entitled `Modelfree model fitting and predictive distributions.'

8th Summer School in Stochastic Finance,
July 48, Nafplion, Greece.
Twohour seminar entitled `Modelfree model fitting and
predictive distributions.'
(slides)

2nd NTHWorkshop on Financial and Insurance Mathematics,
Technical University of Braunschweig, Germany, June
30July 2, 2011.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)

Conference in Honor of Halbert L. White, Jr.:
Causality, Prediction, and Specification Analysis: Recent Advances and Future
Directions,
UCSD Economics Department, May 67, 2011.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)

Department of Biostatistics and Bioinformatics, University of California, San Diego,
March 8, 2011.
Talk entitled `Modelfree model fitting and predictive distributions.'

Department of Statistics, Stanford University,
Jan. 4, 2011.
Talk entitled `Modelfree model fitting and predictive distributions.'

Workshop on
"Fourier meets wavelets", Karlsruhe Institute of Technology,
Karlsruhe, Germany, Sept. 67, 2010. Talk entitled `The Linear Process
Bootstrap.'

28th European Meeting of Statisticians,
University of Piraeus, Greece,
Aug. 1722, 2010. Special Invited Talk entitled `Modelfree model fitting and predictive distributions.'

10th International Vilnius Conference on Probability and Mathematical Statistics,
Vilnius, Lithuania,
June 28July 3, 2010. (Opening) Plenary Talk entitled `Modelfree model fitting and
predictive distributions.'
(slides)

Institute for Advanced Study,
Technische Universitat Munchen,
June 24, 2010. Talk entitled `Modelfree model fitting and predictive distributions.'

Department of Economics, University of California, San Diego,
June 1, 2010.
Talk entitled `Modelfree model fitting and predictive distributions.'

Workshop on Resampling Methods and High Dimensional Data, College Station, Texas, March 25
26, 2010.
Talk entitled `Modelfree prediction in
regression.'

AllUC Econometrics conference, Riverside, Sept. 2526, 2009.
Talk entitled `Recent results on the NoVaS methodolody for
financial time series.'

Department of Statistics, University of California, Riverside, Jan. 20, 2009.
Talk entitled `Selfnormalization and
subsampling in nonregular time series
settings.'

Department of Economics, Universidad Pompeu Fabre, Barcelona, Spain, July 2, 2008.
Talk entitled `Recent results on subsampling.'

Department of Economics, Universidad Carlos III de Madrid, Spain, June 30, 2008.
Talk entitled `Recent results on subsampling.'

Department of Mathematics, University of Santiago di Compostela, Spain, June 24, 2008.
Talk entitled `Recent results on subsampling.'

First International Workshop on Functional and Operatorial Statistics, Toulouse, June 1921, 2008.
Plenary Talk entitled `Ksample subsampling'.

Workshop on Bootstrap and Time Series, June 56th, 2008, University of Kaiserslautern, Germany.
Talk entitled `Selfnormalization and
subsampling in nonregular time series
settings.'
 56th Session of the ISI
(International Statistical Institute)
22  29 Aug. 2007, Lisbon. Invited talk entitled
`Modelfree prediction'.
 LMU and TU Munich, Oberseminar
Finanz und Versicherungsmathematik, June 21, 2007. Talk entitled
`Modelfree prediction or Can the stock market be linearized?'.

First UC San Diego Workshop
in Statistics, Biostatistics and Bioinformatics:
Model selection and Statistical Learning,
March 15, 2007. Talk entitled
`Bagging multiple comparison'.
 Department of Statistics, Stern School of Business, New York University,
Mar. 31, 2006. Talk entitled
`Can the stock market be linearized?'.
 Department of Mathematics, University of Southern California,
Feb. 2, 2006. Talk entitled
`Bootstrap Methods for Time Series'.
 Department of Statistics, Athens University of Economics and Business,
Dec. 21, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
 Second International Symposium ``Advances in
Financial Forecasting", Loutraki, Greece, Oct. 2126, 2005.
Keynote address entitled
`Modelfree vs. Modelbased Volatility Prediction'.
 Department of Statistics, University of Salerno,
Oct. 19, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
 Department of Statistics and Economics, University of Rome ``La Sapienza",
Oct. 14, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.

Ente Luigi Einaudi for monetary, banking and financial studies, Rome,
Oct. 13, 2005. Talk entitled
`Modelfree vs. Modelbased Volatility Prediction'.
 Department of Economics, European University Institute, Florence,
Oct. 7, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
 NSFNBER Time Series Conference, Heidelberg, Sept. 2224, 2005.
Talk entitled
`Higherorder accurate, positive semidefinite estimation of largesample
covariance and spectral density matrices'.
 Department of Economics, University of Geneva, Sept. 20, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
 Department of Economics, Stanford University, Nov. 10, 2004.
Talk entitled
`Modelfree vs. Modelbased Volatility Prediction'.
 International Workshop on
Recent Advances in Time Series Analysis, Cyprus, June 912, 2004.
Keynote address 1 entitled
`Bootstrap Methods for Time Series: a Selective Overview'.
(slides)
 International Workshop on
Recent Advances in Time Series Analysis, Cyprus, June 912, 2004.
Keynote address 2 entitled
`Modelfree vs. Modelbased Statistical Analysis of Financial Time Series'.
 Department of Economics, University of CaliforniaSan Diego, March 30, 2004.
Talk entitled
`Modelfree vs. Modelbased Volatility Prediction'.
 6th HellenicEuropean Conference on Computer
Mathematics and
its Applications (HERCMA'03),
Athens University of Economics and Business,
Athens, Greece, September 25  27, 2003.
Talk entitled
`A new approach on estimation of the tail index'.
 Department of Statistical Science,
Cornell University, March 26, 2003.
Gave the talk entitled
`The ContinuousPath Bootstrap'.
 Department of Mathematical Sciences, Florida Atlantic University,
Boca Raton,
Nov. 7, 2002. Gave the talk entitled
`Adaptive bandwidth choice'.
 24th European Meeting of Statisticians, Prague, Chech Republic, August 1925, 2002.
Gave the talk entitled
`A new approach on estimation of the tail index'.

International Conference on Current Advances and Trends
in Nonparametric Statistics, Crete, Greece, July 1519, 2002.
Gave the talk entitled
`Adaptive bandwidth choice'.
 York Annual Meeting in Econometrics, University of York, England, June 22, 2002.
Gave the talk entitled
`Smoothing with infiniteorder kernels and adaptive bandwidth choice'.
 Department of Economics and Department of Statistics,
University of California, Riverside, May 9, 2002.
Gave the talk entitled
`Unit roots, Cointegration,
and the ContinuousPath Bootstrap'.
 Department of Economics,
University of Southern California , Nov. 29, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the ContinuousPath Bootstrap'.
 Montreal, Canada, October 1314, 2001.
Gave the keynote talk entitled
`Recent Advances in Resampling for Integrated (or Possibly
Integrated) Univariate Time
Series'
at the C.R.D.E. workshop ``Resampling Methods in Econometrics"
at the University of Montreal.
 Department of Economics,
University of California, San Diego , May 15, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the ContinuousPath Bootstrap'.
 Workshop on Asymptotic Methods in Statistics
and Probability, Department of Statistics,
University of California, Davis , May 1920, 2001.
Chaired Session IX, and gave the talk entitled
`Tapered block bootstrap'.
 Department of Statistics,
Stanford University , May 22, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the ContinuousPath Bootstrap'.
 BrusselsYork Colloquium in Econometrics
and Statistics, European Centre for Advanced Research in
Economics and Statistics (ECARES), Universite Libre de Bruxelles,
Brussels, March 23, 2001.
Gave the talk entitled
`Two variations on a block bootstrap theme'.
 Department of Statistics,
Athens University of Economics and Business,
Athens, Greece, December 15, 1999.
Gave the talk entitled
`Recent advances in nonparametric density estimation'.
 Department of Mathematics,
Universit\'e Paris X, Nanterre, France,
October 25, 1999.
Gave the talk entitled
`Recent advances in nonparametric function estimation'.
 International Conference on Recent Advances in
Probability and Statistics in honor of T. Cacoullos,
University of Athens, June 5, 1999.
Gave the talk entitled
`Some recent advances in nonparametric estimation'.
 4th HellenicEuropean Conference on Computer
Mathematics and
its Applications (HERCMA'98),
Athens University of Economics and Business,
Athens, Greece, September 26  28, 1998.
Gave the talk entitled
`On the sample mean of a stationary sequence under longrange
dependence and heavy tails'.
 6th Purdue International Symposium on Statistical
Decision Theory and Related Topics,
W. Lafayette, June 1723, 1998.
Gave the talk entitled `Resampling
Marked Point Processes'.
 University of California, Los Angeles, April 27, 1998.
Gave the
talk entitled `Subsampling and Resampling
Marked Point Processes'
at the Colloquium series of the Department of Statistics.
 University of California, Riverside, October 21, 1997.
Gave the
talk entitled `Subsampling and Resampling
Marked Point Processes'
at the Colloquium series of the Department of Statistics.
 Workshop on Resampling Methods, Centre de Recherches
Math\'ematiques, Universit\'e de Montreal, September 1519, 1997.
Gave the talk entitled `Resampling
Marked Point Processes'.
 3rd HellenicEuropean Conference on Mathematics and
Informatics, Athens University of Economics and Business,
Athens, Greece, September 26  28, 1996.
Gave the talk entitled `Resampling
Marked Point Processes'.
 Second World Congress of Nonlinear Analysts,
Athens, Greece, July 1017, 1996.
Gave the talk entitled `Subsampling and Resampling
Marked Point Processes'.
 Smoothing and Resampling in Economics Conference at
Humboldt University, Berlin, Germany, October 47, 1995.
Gave the talk entitled `Subsampling taken to its limit'.
 Multiple Decision Theory and Related Topics  A Conference in Honor of
Shanti S. Gupta, W. Lafayette, June 810, 1995.
Gave the talk entitled `Subsampling taken to its limit'.
 University of California, San Diego, May 8, 1995.
Gave the
talk entitled `Subsampling estimators with unknown rate of convergence'
at the Colloquium series of the Department of Mathematics.
 S\'eminaire Europ\'een de Statistiques: Likelihood, Time Series, with Econometric
and other Applications, Oxford, December 1217, 1994.
Gave the talk entitled
`Recent results on subsampling stationary and nonstationary time series'.
 Calvin College Mathematics Colloquium, Calvin
College, October 13, 1994.
Gave the expository talk entitled `The bootstrap, the jackknife,
and other household items
in a statistician's toolbox'.
 Indiana University  Purdue University at Indianapolis, Indianapolis,
October 5, 1994.
Gave the
talk entitled `Subsampling and Resampling
Stationary Time Series and Random Fields'
at the Colloquium series of the Department of Mathematics.
 University of Crete, Greece, July 26, 1994.
Gave a 90minute special lecture
entitled `On subsampling'
at the Department of Mathematics Colloquium.
 Chapel Hill, North Carolina, June 2025, 1994. Gave the
talk entitled `Subsampling' in the Invited Paper
Session on Resampling and Bootstrap Methods
of the joint 1994 Bernoulli Society Third World Congress and 57th IMS Annual Meeting.
 University of Georgia, Athens, February 25, 1994.
Gave the talk entitled
`Subsampling'
at the Colloquium series of the Department of Statistics.
 University of Chicago, November 15, 1993.
Gave the talk entitled
`Largesample confidence regions based on subsamples under
minimal assumptions'
at the Colloquium series of the Department of Statistics.
 First IMS North American New Researchers Meeting, 47 August 1993, Berkeley.
Gave the talk entitled
`Biascorrected Moving Blocks Bootstrap and Jackknife'.
 Symposium on New Directions in Time Series
Analysis, Heidelberg (Germany), June 2327, 1992.
Gave the talk entitled
`Nonparametric Resampling for
Homogeneous and Strong Mixing Random Fields'.
 Northern Illinois University, Dekalb, March 19, 1992.
Gave the talk entitled `NonStandard Maximum Entropy'
at the Seminar series of the Division of Statistics.
 University of Illinois, UrbanaChampaign, April 11, 1991.
Gave the talk entitled `The Stationary Bootstrap' at the
joint PurdueIllinois Statistics
Colloquium.
 Spetses, Greece, July 29 August 11, 1990.
Advanced Study Institute on Nonparametric
Functional Estimation and Related Topics, and gave the
talk with title `Bootstrapping Time Series via
Autoregressive Approximations'.
 Computing Science and Statistics:
22nd Symposium on the Interface, East Lansing, May 1719, 1990.
Gave the talk entitled `A Nonparametric Resampling Procedure for
Multivariate Confidence Regions
in Time Series Analysis'.
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