The Séminaires Européens de Statistiques (SemStat) is a series of instructional meetings, at which high-level expository talks are presented on new developments in statistics, with the objective of promoting the "European School of Statistics".

The most recent SemStat meeting was held at Eurandom in March 2017.

The SemStat Elements series is published by Cambridge University Press. This email address is being protected from spambots. You need JavaScript enabled to view it. acts as Series editor.

A series of SemStat books containing expository articles based on the main lectures has been published by Chapman and Hall:

• Barndorff-Nielsen, O.E., Jensen, J.L. and Kendall, W.S. (eds.)(1993) Networks and Chaos -- Statistical and Probabilistic Aspects.
• Cox, D.R., Hinkley, D.V. and Barndorff-Nielsen, O.E. (eds.) (1996) Time Series Models in Econometrics, Finance and Other Fields.
• Barndorff-Nielsen, O.E., Kendall, W.S. and van Lieshout, M.N.M. (eds.) (1999) Stochastic Geometry: Likelihood and Computation.
• Barndorff-Nielsen, O.E., Cox, D., Klüppelberg, C. (eds.) (2001) Complex Stochastic Systems.
• Finkenstädt, B. and Rootzen, H. (eds.) (2004) Extreme Values in Finance, Telecommunications and the Environment.
• Finkenstädt B., Held L. and Isham, V. (eds.) (2006) Statistical Methods for Spatio- temporal systems, CRC Press/Chapman and Hall.
• Kessler M., Lindner A. and Sørensen M. (eds.) (2012) Statistical Methods for Stochastic Differential Equations.Chapman & Hall/CRC Press.

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Last Updated: Friday, 19 June 2020 08:03