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Workshop : S.A.P.S IV (19 et 20 Décembre 2002)

Asymptotical Statistics of Stochastic Processes IV

Workshop : S.A.P.S IV (19 et 20 Décembre 2002)
IMS Mini-Meeting Asymptotical Statistics of Stochastic Processes IV

IMS Mini-Meeting

Asymptotical Statistics of Stochastic Processes IV

(Statistique Asymptotique
des Processus Stochastiques IV)

Le Mans, 19 - 20 December, 2002

Thursday, December 19

10h00 - 10h35

N. Yoshida (Tokyo).

"Estimation for discretely observed diffusion process with jumps" (joint work with Y. Shimizu).

Abstract

SlidesSlides

10h35 - 11h10

R. Liptser (Tel Aviv).

"On-line tracking of a smooth regression function".

Abstract

SlidesSlides

Pause-café

11h25 - 12h00

D. Bosq (Paris).

"Functional moving average processes".

Abstract

Déjeuner

14h30 - 15h05

E. Löcherbach (Paris).

"A very strange invariant measure" (joint work with R. Höpfner.)

Abstract

SlidesSlides

15h05 - 15h40

M. Reiss (Berlin).

"Nonparametric estimation for scalar diffusions from low frequency data is ill-posed".

Abstract

SlidesSlides

Pause-café

15h55 - 16h30

M. Nikulin (Bordeaux).

"Estimation of system reliability from accelerated experiments" (joint work with V. Bagdonavicius).

Abstract

SlidesSlides

16h30 - 17h05

G.V. Moustakides (Rennes).

"Optimum sequential procedures for detecting changes in processes".

Abstract

Abstract

Pause-café

17h25 - 18h

D. Blanke (Paris).

"Doubly adaptive density estimation in continuous time".

Abstract

SlidesSlides

Friday, December 20

09h20 - 09h55

G. Golubev (Marseille).

"On some problems of semi-parametric estimation related to stochastic volatility models".

Abstract

Abstract

09h55 - 10h30

A. Dalalyan (Berlin)

"Sharp adaptive estimation of the trend coefficient for ergodic diffusion".

Abstract

Abstract

Pause-café

10h50 - 11h25

S. Dachian (Clermont-Ferrand).

"Estimation of singularity location for Poisson process".

Abstract

Abstract

11h25 - 12h00

Y. Sakamoto (Hiroshima)

"Asymptotic expansion under degeneracy" (joint work with N. Yoshida).

Abstract

Abstract

Déjeuner

14h30 - 15h05

M. Uchida (Kyushu).

"Estimation for discretely observed diffusion processes with small dispersion parameter".

Abstract

15h05 - 15h40

P. Bertrand (Clermont-Ferrand).

"Identification of the parameters for the multiscale fractional Brownian motion".

Abstract

SlidesSlides

Pause

15h55 - 16h30

G. Biau (Paris).

"Nonparametric spatial statistics" (joint work with B. Cadre).

Abstract

SlidesSlides

16h30 - 17h05

H. van Zanten (Amsterdam).

"On empirical processes for ergodic diffusions".

SlidesSlides

Pause-café

17h25 - 18h

Yu. Kutoyants (Le Mans).

"On hypotheses testing for ergodic diffusion processes".

Abstract

Abstract
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