Workshop : S.A.P.S I - (27 - 28 janvier 1997)
STATISTIQUE ASYMPTOTIQUE DES PROCESSUS STOCHASTIQUES
Workshop : S.A.P.S I - (27 - 28 janvier 1997)
Le Mans, 27 - 28 Janvier 1997
Liste des conférenciers
|
P. Bertrand (Clermont-Ferrand) |
"How to detect change time on the diffusion coefficient of a stochastic process" |
|
D. Bosq (Paris) |
"Density and regression estimation in continuous time" |
|
M. Burnashev (Moscou) |
"Asymptotic expansions and real data in mathematical statistics" |
|
S. Fiorin (Padova) |
"Optimization for the Cox partial likelihood functional and sieve estimation" |
|
D. Florens |
"Des estimateurs pour la fonction variance d’une diffusion" |
|
M. Hallin (Bruxelles) |
"Adaptive estimation of the lag parameter in a long-memory process" |
|
R. Höpfner (Freiburg) |
"Statistical models for birth and death on a flow" |
|
J. Jacod (Paris) |
"On the rates of convergence to the local time for diffusion processes" |
|
U. Küchler (Berlin) |
"Asymptotic inference for a stochastic differential equation with time delay" |
|
Y. Kutoyants (Le Mans) |
"Estimation problems for spatial Poisson processes" |
|
F. Le Gland (Rennes) |
"Small noise asymptotics of the Bayesian -* estimator in nonidentifiable nonlinear regressions" |
|
F. Liese (Rostock) |
"A class of of goodness of fit tests for Poisson point processes" |
|
Y. Nishiyama (Tokyo) |
"A uniform CLT for martingale difference arrays" |
|
Y. Sakamoto (Tokyo) |
"Malliavin calculus and asymptotic expansions in statistics", part. II |
|
A. Tsybakov (Paris) |
"Adaptive estimation of the signal in sup norm on the Sobolev classes" |
|
L. Vostrikova (Angers) |
"Minimum distance estimation for semimartingales" |
|
N. Yoshida (Tokyo) |
"Malliavin calculus and asymptotic expansions in statistics", part. I |
