Workshop : S.A.P.S II (7 et 8 décembre 1998)
STATISTIQUE ASYMPTOTIQUE DES PROCESSUS STOCHASTIQUES II
Workshop : S.A.P.S II (7 et 8 décembre 1998)
STATISTIQUE ASYMPTOTIQUE DES PROCESSUS STOCHASTIQUES II
Le Mans, 7 - 8 Décembre 1998
PROGRAMME
Lundi, 7 Décembre
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09h45 - 10h25 |
N. YOSHIDA (University of Tokyo) "Asymptotic expansion for martingales with jumps and Malliavin calculus." |
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10h25 - 11h05 |
Y. SAKAMOTO (Nagoya University) "Higher order asymptotic expansions for a functional of a mixing process." |
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Pause-café - (salle de réception - porte 205) | |
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11h20 - 12h00 |
L. GALTCHOUK (Université L. Pasteur, Strasbourg) "On sequential estimation with prescribed precision for diffusion regression models." |
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DEJEUNER | |
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14h00 - 14h40 |
E. LÖCHERBACH (University of Paderborn) "Statistical models and local asymptotic (mixed) normality for systems of interacting diffusions with branching and immigration." |
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14h40 - 15h20 |
R. HÖPFNER (University of Paderborn) "Death rate estimation in branching diffusions." |
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Pause | |
|
15h30 - 16h10 |
D. BOSQ (Université Paris 6) "Estimation and prediction for Hilbertian autoregressive processes. Applications." |
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16h10 - 16h50 |
S. FIORIN (University of Padova) "Strongly consistent estimation on Hilbert space with application to diffusion processes." |
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Pause-café - (salle de réception - porte 205) | |
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17h05 -17h55 |
V. ZAIATS (Universitat de Vic and Universitat Autònoma de Barcelona) "Statistical inference for Volterra systems." |
Mardi, 8 Décembre
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09h00 - 09h40 |
M. NUSSBAUM (Weierstrass Institute, Berlin) J. KLEMELA (University of Helsinki) "Constructive asymptotic equivalence of density estimation and gaussian white noise." |
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09h40 - 10h20 |
M. HOFFMANN (Université Paris 7) _"Conditional white Gaussian noise model : L_2 asymptotic efficiency and application." |
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Pause-café (salle de réception - porte 205) | |
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10h35 - 11h15 |
M. UCHIDA (The Institute of Statistical Mathematics, Tokyo) "Information criteria in model selection for mixing processes." |
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11h15 - 11h55 |
P. BERTRAND (Université B. Pascal, Clermont-Ferrand) "Detection of abrupt changes on the Hurst parameter of multifractional Brownian motion." |
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DEJEUNER | |
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14h00 - 14h40 |
F. LE GLAND (IRISA, Rennes) "State and parameter estimation from boundary-crossings." |
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14h40 - 15h20 |
S. PERGAMENSHCHIKOV (Tomsk University) "Asymptotic expansions for the stochastic approximation averaging procedure in continuous time." |
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Pause | |
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15h35 - 16h15 |
I. NEGRI (University of Bergamo and Université du Maine) "On L_2 efficiency of empirical distribution function for diffusion process." |
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16h15 - 16h55 |
F. LEBLANC (IMAG, Grenoble) "Density estimation for a class of continuous time processes." |
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Pause-café (salle de réception - porte 205) | |
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17h10 - 17h50 |
Y. KUTOYANTS (Université du Maine) "On density estimation for ergodic diffusion processes." |
