Laboratoire Manceau
de Mathématiques
Equipe d'Accueil N° 3263
Membre de la Fédération de mathématiques des Pays de Loire
Faculté des Sciences et Techniques - Université du Maine
Workshop : S.A.P.S. III (7 et 8 Décembre 2000)
Workshops Workshop : S.A.P.S. X (17-20 Mars 2015) Workshop : S.A.P.S. IX (11-14 Mars 2013) Workshop : S.A.P.S. VIII (21-24 Mars 2011) Workshop : S.A.P.S. VII (16-19 Mars 2009) Workshop : S.A.P.S. VI (21-23 Mars 2007) Workshop : S.A.P.S. V (6-8 Janvier 2005) Workshop : S.A.P.S. IV (19 et 20 Décembre 2002) Workshop : S.A.P.S. III (7 et 8 Décembre 2000) Workshop : S.A.P.S. II (7 et 8 Décembre 1998) Workshop : S.A.P.S. I - (27 et 28 Janvier 1997) Advances in Statistics for Random Processes (7-9 septembre 2016)

STATISTIQUE ASYMPTOTIQUE DES PROCESSUS STOCHASTIQUES III

Le Mans, 7 - 8 Décembre 2000

PROGRAMME

Jeudi, 7 Décembre

10h00 - 10h35 N. YOSHIDA (University of Tokyo).

"Support theorems and asymptotic expansion for partial mixing processes"

10h35 - 11h10 M. BURNASHEV (Institute Information Transmission, Moscow).

"On some statistical problems with information constraints"

Pause-café
11h25 - 12h00 D. BOSQ (University Paris 6).

"Linear processes in function spaces"

DEJEUNER
14h00 - 14h35 V. ZAIATS (University Vic.).

"Asymptotic normality of cross- correlogram estimates of the response function" (joint work with V. BULDIGIN and F. UTZET)

14h35 - 15h10 Y. DAVYDOV (University Lille 1).

"On convergence of empirical measures for continuous time stationary processes"

Pause
15h20 - 15h55 W. WEFELMEYER (University of Siegen).

"Estimating stationary laws of linear processes by infinite-order U-statistics"

15h55 - 16h30 V. SOLEV (Math. Institute, S.-Petersburg).

"Estimation of pseudo-periodic function from noisy data"

Pause-café
16h45 -17h20 M. NIKULIN (University Bordeaux 2).

"Accelerated degradation model based on Gamma-process" (joint work with V. BAGDONAVICIUS)

17h20 -17h55 H. DIETZ (University Paderborn).

"Asymptotic inference for some non-ergodic linear SDE"

Vendredi, 8 Décembre

09h20 - 09h55 G. GOLUBEV (CMI,University Aix-Marseille 1). "Some inverse problems for PDE and oracle inequalities"
09h55 - 10h30 S. DELATTRE (University Paris 12). "Asymptotic equivalence for a diffusion model"
Pause-café
10h50 - 11h25 L. GALTCHOUK (University Strasbourg). "Nonparametric sequential minimax estimation of the drift coefficient in diffusion process" (joint work with S. PERGAMENSHCHIKOV)
11h25 - 12h00 D. BLANKE (LSTA University Paris 6 and University Havre). "Estimation of local smoothness coefficients for continuous time processes"
DEJEUNER
14h00 - 14h35 J. ISTAS (University Grenoble). "Identification and properties of real harmonizable fractional Lévy motions"
14h35 - 15h10 M. KLEPTSYNA (University Grenoble). "The parameter estimation problem for the fractional Ornstein-Uhlenbeck type process" (joint work with A.LE BRETON)
Pause
15h25 - 16h00 U. KÜCHLER (Humboldt University , Berlin). "On affine stochastic differential equations with time delay"
16h00 - 16h35 A. GUSHCHIN (Steklov Mathematical Institute, Moscow). "Parameter estimation problems for stochastic delay differential equations" (joint work with U. KÜCHLER)
Pause-café
16h50 - 17h25 R. HÖPFNER (University Mainz). "Nonparametric optimality of kernel estimates for a spatially varying branching rate in branching diffusions"(joint work with M. HOFFMANN and E. LÖCHERBACH)
17h25 - 18h00 Yu. KUTOYANTS (University Le Mans). "On hypotheses testing for ergodic diffusion processes"
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Laboratoire Manceau de Mathématiques
Université du Maine - Faculté des Sciences et Techniques
Avenue Olivier Messiaen - 72085 Le Mans Cedex 9 (France)
Tel : +(33) 2 43 83 32 19
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