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. V (6-8 Janvier 2005) Participants Presentation Program

Thursday, January 6


Morning session chair : M. Sørensen

Afternoon session chair : U. Küchler

10h30 - 10h40 Opening  
10h40 - 11h20 N. Yoshida (Tokyo). "Polynomial type large deviation inequality for a statistical random field and its applications." Abstract, <A href="../IMG/saps5/yoshida/photo.html">Photo
11h20 - 12h00 D. Bosq (Paris). "On statistical prediction." Abstract, <A href="../IMG/saps5/bosq/photo.html">Photo
Lunch    
14h00 - 14h40 W. Wefelmeyer (Köln). "Imputing responses that are not missing." (Joint work with U.U. Mueller and A. Schick.) Abstract, <A href="../IMG/saps5/wefelmeyer/photo.html">Photo
Slides (pdf, ps)
14h40 - 15h20 V. Zaiats (Barcelona). "Irregular sampling in estimation of the response function." Abstract, <A href="../IMG/saps5/zaiats/photo.html">Photo
Slides (pdf)
Break    
15h40 - 16h20 A. Dalalyan (Paris). "Asymptotic statistical equivalence for multidimensional ergodic diffusions." (Joint work with M. Reiss.) Abstract, <A href="../IMG/saps5/dalalyan/photo.html">Photo
Slides (pdf, ps)
16h20 - 17h00 M. Uchida (Fukuoka). "AIC for ergodic diffusion processes from discrete observations." (Joint work with N. Yoshida.) Abstract, <A href="../IMG/saps5/uchida/photo.html">Photo
Slides (pdf))
Coffee break    
17h20 - 18h00 A. Novikov (Sydney). "Asymptotic properties of parameter estimators of stationary long memory processes." (Joint work with N. Kordzakhia.) Abstract, <A href="../IMG/saps5/novikov/photo.html">Photo
Slides (pdf)

Friday, January 7


Morning session chair : R. Höpfner

Afternoon session chair : W. Wefelmeyer

09h00 - 09h40 J. Jacod (Paris). "Testing the multiplicity of a diffusion". Abstract, <A href="../IMG/saps5/jacod/photo.html">Photo
09h40 - 10h20 S. Dachian (Clermont-Ferrand). "Hypotheses testing. Poisson versus self-exciting and self-correcting." (Joint work with Yu. Kutoyants.) Abstract, <A href="../IMG/saps5/dachian/photo.html">Photo
Slides (pdf, ps)
Break    
10h40 - 11h20 K. Fazli (Le Mans). "On two problems of hypotheses testing for Poisson processes." Abstract, <A href="../IMG/saps5/fazli/photo.html">Photo
Slides (pdf, ps)
11h20 - 12h00 D. Dehay (Rennes). "On invariant distribution function estimation for a class of stationary processes." Abstract, <A href="../IMG/saps5/dehay/photo.html">Photo
Slides (pdf, ps)
Lunch    
14h00 - 14h40 P. Chiganski (Tel Aviv). "Asymptotic stability of nonlinear filters." Abstract, <A href="../IMG/saps5/chiganski/photo.html">Photo
Slides (pdf)
14h40 - 15h20 F. Le Gland (Rennes). "Smooth interacting Monte Carlo approximations of contrast functions."(Joint work with N. Caylus, A. Guyader and N. Oudjane.) Abstract, <A href="../IMG/saps5/legland/photo.html">Photo
Slides (pdf)
Break    
15h40 - 16h20 D. Blanke (Paris). "Adaptive sampling schemes for density estimation." Abstract, <A href="../IMG/saps5/blanke/photo.html">Photo
Slides (pdf)
16h20 - 17h00 L. Vostrikova (Angers). "Enlargement of filtration and additional information in pricing models."(Joint work with E. Valkeila and D. Gasbarra) Abstract, <A href="../IMG/saps5/vostrikova/photo.html">Photo
Slides (pdf)
Coffee break    
17h20 - 18h00 H. Masuda (Fukuoka). "Second order double Edgeworth expansion in a filtering model based on discrete data." (Joint work with N. Yoshida.) Abstract, <A href="../IMG/saps5/masuda/photo.html">Photo
Slides (pdf)

Saturday, January 8


Chair : N. Yoshida

09h00 - 09h40 M. Sørensen (Copenhagen). "Prediction-based estimating functions for integrated diffusions, stochastic delay differential equations and diffusion compartment models." Abstract, <A href="../IMG/saps5/sorensen/photo.html">Photo
Slides (pdf, ps)
09h40 - 10h20 R. Höpfner (Mainz). "A statistical model for information processing in large systems of neurons." (Joint work with K. Brodda.) Abstract, <A href="../IMG/saps5/hopfner/photo.html">Photo
Break    
10h40 - 11h20 Y. Nishiyama (Tokyo). "Change point problem for diffusion processes." Abstract, <A href="../IMG/saps5/nishiyama/photo.html">Photo
Slides (pdf)
11h20 - 12h00 Yu. Kutoyants (Le Mans). "On delay estimation and testing for SDE". Abstract, <A href="../IMG/saps5/kutoyants/photo.html">Photo
Slides (pdf, ps)
Lunch    
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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