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Call for the submission of abstracts (deadline 3rd December 2018)

This is a preliminary announcement of an Cambridge-INET conference in Cambridge on March 28 and 29th, 2019.

The emphasis will be on score-driven time series models (GAS/DCS) but we welcome submissions from any area of nonlinear time series analysis. There will also be a session on computer programs.

The website http://www.gasmodel.com gives an idea of the range and scope of recent work on score-driven model.

The deadline for the submission of abstracts will be 3rd December 2018.

The program committee is: Francisco Blasques, Andrew Harvey, Siem Jan Koopman, Andre Lucas.

The local organization is carried out by Cambridge-INET, .

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