Laboratoire Manceau
de Mathématiques
Equipe d'Accueil N° 3263
Membre de la Fédération de mathématiques des Pays de Loire
Faculté des Sciences et Techniques - Le Mans Université
Workshop : S.A.P.S. VI (21-23 Mars 2007) Participants Presentation Program

Asymptotical Statistics of Stochastic Processes VI

(Statistique Asymptotique des Processus Stochastiques VI)

Université du Maine, Le Mans, 21-23 March, 2007

Sponsors : Université du Maine, FR 2962 du CNRS Mathématiques des Pays de Loire, CUM,Ministère de l’Education nationale,Conseil Général de la Sarthe and Conseil Régional des Pays de la Loire

The purpose of this workshop is to stimulate research in statistical inference for continuous time stochastic processes. This branch of mathematical statistics attracts more and more attention of the statisticians and probabilists because first : the real systems are often well described by the continuous time mathematical models (point processes, diffusion processes, stochastic differential equations with partial derivatives, stable processes etc.) and the second : the diversity of the models and the diversity of the statements of the statistical problems make these models quite attractive for the mathematicians because all these allow to obtain many new results which sometimes have no analogue in discrete time models.

Note that solutions obtained for continuous time models can be valid for discrete schemes of observation too. The computer realizations of the statistical algorithms (real data applications) requires that a special attention have to be payed to the effects due to discretization of continuous-time trajectories. Therefore, we wait that one (important) part of the talks will be devoted to statistical inference for discrete time observations (of continuous time systems).

Note as well, that statistical problems for stochastic processes are in the field of interests of the research teams of the universities of Rennes, Angers and Le Mans, hence this workshop can be considered as a current three-days seminaire triangulaire traditionally organized by these universities.

Scientific Programme Committee :
U. Küchler, Yu. Kutoyants, N. Yoshida.

Local Organizing Committee :
P. Chigansky, S. Dachian, A. Dalalyan, C. Farinetto, M. Kleptsyna, Yu. Kutoyants (Chair).

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Laboratoire Manceau de Mathématiques
Le Mans Université - 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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