Ga direct naar de content

Seminar – Saddlepoint techniques for the statistical analysis of time series

Erasmus Universiteit Rotterdam

Saddlepoint techniques provide numerically accurate, small sample approximations to the distribution of estimators and test statistics. While a complete theory on saddlepoint techniques is available in the case of independent observations, much less attention has been devoted to the time series setting.

Room ET-14, E-building, Campus Woudestein.


  • Davide La Vecchia (Université de Genève)


Burgemeester Oudlaan 50,
3062 PA Rotterdam