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

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).

PDF - 84.2 ko
Abstract
PostScript - 323.6 ko
Slides
10h35 - 11h10 R. Liptser (Tel Aviv).

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

PDF - 54.9 ko
Abstract
PDF - 347.1 ko
Slides
Pause-café
11h25 - 12h00 D. Bosq (Paris).

"Functional moving average processes".

PDF - 44.8 ko
Abstract
Déjeuner
14h30 - 15h05 E. Löcherbach (Paris).

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

PDF - 81 ko
Abstract
PostScript - 113.2 ko
Slides
15h05 - 15h40 M. Reiss (Berlin).

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

PDF - 6.2 ko
Abstract
PostScript - 581.7 ko
Slides
Pause-café
15h55 - 16h30 M. Nikulin (Bordeaux).

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

PDF - 5.4 ko
Abstract
PostScript - 276.9 ko
Slides
16h30 - 17h05 G.V. Moustakides (Rennes).

"Optimum sequential procedures for detecting changes in processes".

PDF - 4.5 ko
Abstract
PDF - 92.1 ko
Slides
Pause-café
17h25 - 18h D. Blanke (Paris).

"Doubly adaptive density estimation in continuous time".

PDF - 5.1 ko
Abstract
PostScript - 180.2 ko
Slides

Friday, December 20

09h20 - 09h55 G. Golubev (Marseille).

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

PDF - 59.4 ko
Abstract
PDF - 164.5 ko
Slides
09h55 - 10h30 A. Dalalyan (Berlin)

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

PDF - 11.9 ko
Abstract
PDF - 150.3 ko
Slides
Pause-café
10h50 - 11h25 S. Dachian (Clermont-Ferrand).

"Estimation of singularity location for Poisson process".

PDF - 58.3 ko
Abstract
PDF - 330.9 ko
Slides
11h25 - 12h00 Y. Sakamoto (Hiroshima)

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

PDF - 5.8 ko
Abstract
PDF - 491.8 ko
Slides
Déjeuner
14h30 - 15h05 M. Uchida (Kyushu).

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

PDF - 14 ko
Abstract
15h05 - 15h40 P. Bertrand (Clermont-Ferrand).

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

PDF - 8.8 ko
Abstract
PostScript - 210 ko
Slides
Pause
15h55 - 16h30 G. Biau (Paris).

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

PDF - 24 ko
Abstract
PostScript - 255.4 ko
Slides
16h30 - 17h05 H. van Zanten (Amsterdam).

"On empirical processes for ergodic diffusions".

PostScript - 145 ko
Slides
Pause-café
17h25 - 18h Yu. Kutoyants (Le Mans).

"On hypotheses testing for ergodic diffusion processes".

PDF - 4.4 ko
PDF - 109.9 ko
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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