# PhD Course and Workshop on Extremes in Space and Time

#### Course: Monday, May 27, 2013 - Thursday, May 30, 2013

#### Workshop: Friday, May 31, 2013. Speakers only by
invitation

# Main Lectures by

Richard A. Davis (Columbia University, Dept. of Statistics)
Thomas Mikosch (University of Copenhagen, Dept. of Mathematics)
#### Further lecturers will be given (preliminary list) by

Bojan Basrak (University of Zagreb, Dept. of Mathematics)
Dan Cooley (Colorado State University at Ft. Collins, Dept. of Statistics)
Zakhar Kabluchko (University of Ulm, Dept. of Mathematics)
Olivier Wintenberger (University Paris Dauphine)
The PhD Course and the Workshop
will be given at the Department
of Mathematics, University of Copenhagen, **
HC Ørsted Institute.
**

**
See the Infomation below
how to get to the Department. **

** **
Generous financial support for Richard A. Davis by
the **Villum Kann Rasmussen Foundation
**
is greatfully acknowledged.

The Course aims at graduate students and researchers interested in modeling
and estimation of extremes in space and time.

The participant is expected to have some background in probability theory and statistics.

The Course will give an introduction to topics of modern extreme value theory including

Max-stable random processes and fields
Regularly varying time series
Clustering of extremes
Measures of extremal dependence in space and time and their estimation
Time series models with heavy tails

Poster presentations of participants are welcome.

### List of speakers at the Workshop

Bojan Basrak (University of Zagreb)
Jeffrey Collamore (University of Copenhagen)
Dan Cooley (Colorado State University at Ft. Collins)
Yuri Goegebeur (University of Odense)
Anja Janssen (University of Hamburg)
Henrik Hult (KTH Stockholm)
Zakhar Kabluchko (University of Ulm)
Jingchen Liu (Columbia University)
Holger Rootzen (Chalmers University Gothenburg)
Olivier Wintenberger (University Paris Dauphine)
Yuwei Zhao (University of Copenhagen)

### Program for PhD course
here

### Abstracts PhD Course available
here

Here you can find the pdf files of the presentations.

Thomas Mikosch Lecture I
Thomas Mikosch Lecture II
Dan Cooley Lecture I
Dan Cooley Lecture II
Dan Cooley Lecture III
Richard Davis Lecture I
Richard Davis Lecture II
Richard Davis Lecture III
Bojan Basrak Lectures I and II
Olivier Wintenberger Lecture
Zakhar Kabluchko Lectures
Jeffrey Collamore Talk
Jingchen Liu Talk
Yuri Goegebeur Talk
Yuwei Zhao Talk
Dan Cooley Talk
Holger Rootzen Talk
Anja Janssen Talk
Bojan Basrak Talk
Olivier Wintenberger Talk
Henrik Hult Talk

### Program for Workshop
here

### Abstracts Workshop available here

### More Information

We have a
page with information
on how to get to the HC Ørsted Institute, where the Course
will be given.

Do not hesitate to contact
the local organizers `(mikosch@math.ku.dk)`

for more information.

Questions or comments to the contents of this document should
be directed to

`mikosch@math.ku.dk`.