Selected talks by Dimitris N. Politis

• 2022 IMS International Conference on Statistics and Data Science (ICSDS) December 13-16, 2022, Florence, Italy. Talk entitled Scalable subsampling: computation, aggregation and inference.

• Workshop on Bootstrap Methods for Time Series, Sept. 8th, 2022, Braunschweig, Germany. Talk entitled Scalable subsampling: computation, aggregation and inference.

• Royal Statistical Society conference, Sept 12-15, 2022, Aberdeen, Scotland. Talk entitled Model-free Bootstrap vs. Conformal Prediction.

• International Symposium on NonParametric Statistics (ISNPS2022), June 19-26, 2022, Paphos, Cyprus. Talk entitled Model-free Bootstrap vs. Conformal Prediction.

• CRETE 2021: The 19th Conference on Research on Economic Theory and Econometrics, Naxos, 12-16 July 2021. Talk entitled `Multi-step ahead prediction of financial returns'.

• Two virtual seminars organized by the Institute of Statistics and Big Data, Renmin University of China; San Diego 5pm June 15 and 16, 2021 (Beijing 8am June 15 and 16, 2021). Seminars entitled `Model-free Prediction and Regression: a Transformation-based Approach to Inference; Part I: Regression; Part II: Time Series.'

• Virtual seminar organized by the Department of Mathematics and Statistics, Macquarie University, with several Australian universities participating; 11am Oct. 22, 2020 (Sydney, Melbourne, Canberra)--5pm Oct. 21, 2020 PST (San Diego). Talk entitled `Model-free Prediction and Regression: a Transformation-based Approach to Inference.'

• Joint seminar of the Statistics and the Economics Departments, University of California, Davis. Nov. 26, 2019. Talk entitled `Model-free prediction and regression with an application to locally stationary time series.'

• Dimensions of Artificial Intelligence Conference, National Research Institute of Poland (NASK), 9-10 Sept. 2019, Warsaw, Poland. Plenary talk entitled `Predictive Inference for Locally Stationary Time Series.'

• 2019 Conference of the European Meeting of Statisticians (EMS19), 22-26 July 2019, Palermo, Italy. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• CIREQ Montreal Econometrics Conference: Recent Advances on Bootstrap Methods, Montreal, May 10-11, 2019. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• 12th International Conference on Computational and Financial Econometrics, Pisa (Italy), Dec. 10-16, 2018. Short course entitled `Model-free Prediction and Regression.'

• Department of Mathematics, University of Augsburg (Germany). Nov. 14, 2018. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• Department of Statistics, University of Munich (Germany). Nov. 12, 2018. Short course entitled `Bootstrap Methods for Data Science.'

• Joint seminar of the Mathematics Departments of the University of Dortmund and University of Bochum (Germany). Nov. 6, 2018. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• Institute of Statistics, Technical University of Vienna, Austria, Nov. 2, 2018. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• Institute of Mathematics, Krakow Polytechnic University, Poland, Oct. 30, 2018. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• 4th Conference of the International Society for NonParametric Statistics (ISNPS), June 11-15, 2018, Salerno, Italy. Talk entitled `Predictive Inference fo, Locally Stationary Time Series.'

• Dept. of Economics, University of California, Riverside, May 4, 2018. Talk entitled `Predictive Inference for Locally Stationary Time Series.'

• Myra Samuels Memorial Lecture, Dept. of Statistics, Purdue University, Apr. 20, 2018. Talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

• 10th International Conference of the ERCIM WG on Computational and Methodological Statistics CMStatistics 2017, London, UK, 16-18 December 2017. Keynote talk entitled `Model-Free Prediction and Regression.'

• Dept. of Mathematics and Statistics, San Diego State University, Oct. 11, 2017. Talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

• CRETE 2017: The 16th Conference on Research on Economic Theory and Econometrics, Melos, 10-14 July 2017, and Ninth Greek Stochastics Meeting: Model Determination, Milos, Greece, 14-17 July 2017. Plenary talks on `Model-Free prediction and regression.'

• San Diego ASA Chapter Fall Seminar, Oct. 24, 2016. Talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

• Random Processes and Time Series: Theory and Applications, Univ. of California at San Diego, October 21-23, 2016. Plenary talk entitled `From Nonparametrics to Model-Free: a time series time line.' (slides)

• Greek Stochastics 2016 and 15th Conference on Research on Economic Theory and Econometrics, Tinos, Greece, 12-16 July 2016. Talk entitled `Time-varying NoVaS vs. GARCH: robustness against structural breaks in financial returns.'

• Third conference of the International Society for Non-Parametric Statistics (ISNPS), Avignon, France, 11-16 June 2016. Talk entitled `Model-Free prediction for stationary and nonstationary time series.'

• Pacific Conference on Statistical Computing and Data Mining, Palm Springs, May 6-8, 2016. Keynote talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

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

• Department of Statistics, University of California, Berkeley, Nov. 23, 2015. Talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

• California Econometrics Conference, University of Southern California, Sept. 25-26, 2015. Talk entitled `Time-varying GARCH vs. NoVaS.'

• GOF DAYS 2015: 2nd Workshop on Goodness-of-Fit and Change Point Problems, University of Athens, Sept. 4-6, 2015. Talk entitled `Time-varying NoVaS vs. GARCH: robustness against structural breaks in financial returns.'

• Recent Developments in Statistics for Complex Dependent Data, Aug. 27-30, 2015, Loccum (Hannover), Germany. Keynote talk entitled `Model-Free Inference in Time Series Analysis.'

• 60th World Statistics Congress – ISI2015, Rio de Janeiro, Brazil, July 26–31, 2015. Talk entitled `Model-Free 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 21-24, 2015, Riverside, California. Keynote talk entitled `Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'

• Department of Statistics, University of California, Irvine, Nov. 25, 2014. Talk entitled `Model-free prediction intervals for regression and autoregression.' (slides)

• Third International Workshop on Functional and Operatorial Statistics (IWFOS 2014), Stresa, Italy, June 19-21, 2014. Plenary talk entitled `Model-free prediction with application to functional data analysis.' (slides)

• Second Conference of the International Society for NonParametric Statistics. Cadiz, Spain. June 12-16, 2014. Talk entitled `High-dimensional autocovariance matrices, Linear Process Bootstrap and optimal linear prediction.'

• LMU and TU Munich, Oberseminar Finanz- und Versicherungsmathematik, May 26, 2014. Talk entitled `High-dimensional 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 22-24, 2014. Plenary talk entitled `Model-free prediction and regression.'

• Department of Statistics, University of California, Davis, Nov. 26, 2013. Talk entitled `Model-free prediction intervals for regression and autoregression.' (slides)

• AMS Western Fall Sectional Meeting University of California, Riverside, November 2-3, 2013. Special session on Time Series in honor of Professor Keh-Shin Lii. Talk entitled `Estimation of a high-dimensional autocovariance matrix with applications.'

• Seventh International Workshop on Simulation, Rimini, Italy, May 21-25, 2013. Talk entitled `Model-free prediction intervals for regression and autoregression.'

• Department of Statistics, University of Firenze, Italy, May 27, 2013. Talk entitled `Model-free prediction intervals for regression and autoregression.'

• Department of Mathematics, Technical University of Munich, May 13-15, 2013. Series of three seminars entitled `Model-free Versus Model-based Prediction Intervals.'

• First Conference of the International Society for NonParametric Statistics (ISNPS). Chalkidiki, Northern Greece, June 15-19, 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 9-12, 2012. Talk entitled `Spectral estimation: linear vs. nonlinear.' (slides)

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

• Department of Biostatistics, UCLA, Oct. 12, 2011. Talk entitled `Model-free model fitting and predictive distributions.'

• 8th Summer School in Stochastic Finance, July 4-8, Nafplion, Greece. Two-hour seminar entitled `Model-free model fitting and predictive distributions.' (slides)

• 2nd NTH-Workshop on Financial and Insurance Mathematics, Technical University of Braunschweig, Germany, June 30--July 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 6-7, 2011. Talk entitled `Spectral estimation: linear vs. nonlinear.' (slides)

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

• Department of Statistics, Stanford University, Jan. 4, 2011. Talk entitled `Model-free model fitting and predictive distributions.'

• Workshop on "Fourier meets wavelets", Karlsruhe Institute of Technology, Karlsruhe, Germany, Sept. 6-7, 2010. Talk entitled `The Linear Process Bootstrap.'

• 28th European Meeting of Statisticians, University of Piraeus, Greece, Aug. 17-22, 2010. Special Invited Talk entitled `Model-free model fitting and predictive distributions.'

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

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

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

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

• All-UC Econometrics conference, Riverside, Sept. 25-26, 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 `Self-normalization and subsampling in non-regular 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 19-21, 2008. Plenary Talk entitled `K-sample subsampling'.

• Workshop on Bootstrap and Time Series, June 5-6th, 2008, University of Kaiserslautern, Germany. Talk entitled `Self-normalization and subsampling in non-regular time series settings.'

• 56th Session of the ISI (International Statistical Institute) 22 - 29 Aug. 2007, Lisbon. Invited talk entitled `Model-free prediction'.

• LMU and TU Munich, Oberseminar Finanz- und Versicherungsmathematik, June 21, 2007. Talk entitled `Model-free 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. 21-26, 2005. Keynote address entitled `Model-free vs. Model-based 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 `Model-free vs. Model-based Volatility Prediction'.

• Department of Economics, European University Institute, Florence, Oct. 7, 2005. Talk entitled `Bootstrap Methods for Time Series'.

• NSF-NBER Time Series Conference, Heidelberg, Sept. 22-24, 2005. Talk entitled `Higher-order accurate, positive semi-definite estimation of large-sample 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 `Model-free vs. Model-based Volatility Prediction'.

• International Workshop on Recent Advances in Time Series Analysis, Cyprus, June 9-12, 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 9-12, 2004. Keynote address 2 entitled `Model-free vs. Model-based Statistical Analysis of Financial Time Series'.

• Department of Economics, University of California---San Diego, March 30, 2004. Talk entitled `Model-free vs. Model-based Volatility Prediction'.

• 6th Hellenic-European 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 Continuous-Path 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 19-25, 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 15-19, 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 infinite-order 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 Continuous-Path Bootstrap'.

• Department of Economics, University of Southern California , Nov. 29, 2001. Gave the talk entitled `Unit roots, Cointegration, and the Continuous-Path Bootstrap'.

• Montreal, Canada, October 13-14, 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 Continuous-Path Bootstrap'.

• Workshop on Asymptotic Methods in Statistics and Probability, Department of Statistics, University of California, Davis , May 19-20, 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 Continuous-Path Bootstrap'.

• Brussels-York 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 Hellenic-European 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 long-range dependence and heavy tails'.

• 6th Purdue International Symposium on Statistical Decision Theory and Related Topics, W. Lafayette, June 17-23, 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 15-19, 1997. Gave the talk entitled `Resampling Marked Point Processes'.

• 3rd Hellenic-European 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 10-17, 1996. Gave the talk entitled `Subsampling and Resampling Marked Point Processes'.

• Smoothing and Resampling in Economics Conference at Humboldt University, Berlin, Germany, October 4-7, 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 8-10, 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 12-17, 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 90-minute special lecture entitled `On subsampling' at the Department of Mathematics Colloquium.

• Chapel Hill, North Carolina, June 20-25, 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 `Large-sample confidence regions based on subsamples under minimal assumptions' at the Colloquium series of the Department of Statistics.

• First IMS North American New Researchers Meeting, 4-7 August 1993, Berkeley. Gave the talk entitled `Bias-corrected Moving Blocks Bootstrap and Jackknife'.

• Symposium on New Directions in Time Series Analysis, Heidelberg (Germany), June 23-27, 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 `Non-Standard Maximum Entropy' at the Seminar series of the Division of Statistics.

• University of Illinois, Urbana-Champaign, April 11, 1991. Gave the talk entitled `The Stationary Bootstrap' at the joint Purdue-Illinois 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 17-19, 1990. Gave the talk entitled `A Nonparametric Resampling Procedure for Multivariate Confidence Regions in Time Series Analysis'.

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