Morning, December 03, 2025

Tutorial 1: Introduction to Nonlinear Time Series: Concepts and Applications (2 hours)

Lecturer: Prof. Rong Chen, Rutgers University

Dr. Chen is a Distinguished Professor of Statistics and Chair of the Department of Statistics at Rutgers University. His teaching and research focus on complex time series analysis, dynamic systems, Monte Carlo methods, and statistical applications in bioinformatics, business, economics, and engineering. He is an elected Fellow of both the American Statistical Association and the Institute of Mathematical Statistics. Dr. Chen has held several editorial positions, including co-editor of the Journal of Business and Economic Statistics and Statistica Sinica. He currently serves as the president-elect of the International Chinese Statistical Association and has previously been Treasurer of the Institute of Mathematical Statistics.
Additionally, he was a program director in the Division of Mathematical Sciences at the National Science Foundation. Dr. Chen earned his Ph.D. and M.S. in Statistics from Carnegie Mellon University and his B.S. in Mathematics from Peking University in China.

Tutorial Description:
This intensive two-hour tutorial offers a focused introduction to nonlinear time series analysis. The session will cover foundational concepts and introduce some selected nonlinear time series models, including threshold autoregressive models, nonlinear regime-switching models, ARCH/GARCH models, and nonparametric approaches for nonlinear time series, with an emphasis on understanding when and why nonlinear models are appropriate. Through a combination of conceptual discussion and practical demonstrations using real-world data, model building, estimation and model checking procedures are introduced and illustrated.

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Afternoon, December 03, 2025

Tutorial 2: Introduction to Sequential Monte Carlo (2 hours)

Lecturer: Prof. Fabrizio Ruggeri, ISI President

to be updated soon