Invited
A. Cardinali (2012). Topics on Costationarity of Locally Stationary Time Series; Nuffield Econometric/INET Seminar, University of Oxford (UK);
A. Cardinali (2012). Local Covariance Estimation using Costationarity First Conference of the International Society of Nonparametric Statistics, Chalkidiki (GR);
Contributed
Statistical Image Segmentation and Fusion , (Fusion 2005), The Eighth International Conference on Information Fusion, Philadelphia (USA);
Costationarity and Stationarity Tests for Locally Stationary Time Series with application to Stock
Index Returns ; (poster) Recent Advancements in Time Series Analysis, Protaras; (Cyprus), June 2008;
Time Series Analysis with Overcomplete Representations (presenter Guy Nason) Joint Statistical Meeting, American Statistical Association, Denver (USA), August 2008;
Estimating Volatility from ATM Options with Lognormal Stochastic Variance , (ICEEE 2009) Third Italian Congress of Econometrics and Empirical Economics, Ancona (IT), January 2009;
Costationarity and Stationarity Tests for Locally Stationary Time Series with Application to Stock Index Returns
, (RSS 2009) The Royal Statistical Society Conference 2009, Edinburgh (UK), September 2009;
Costationarity of Locally Stationary Time Series , (WIPFOR 2010) Workshop Industry and Price Forecasting, Paris (FR), May 2010;
Costationarity of Locally Stationary Time Series: Methods and Applications , (RCFEA 2011) RCFEA Workshop on Time Series Econometrics, Rimini (IT), June 2011.