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Workshop : S.A.P.S I - (27 - 28 janvier 1997)

STATISTIQUE ASYMPTOTIQUE DES PROCESSUS STOCHASTIQUES

Workshop : S.A.P.S I - (27 - 28 janvier 1997)

Le Mans, 27 - 28 Janvier 1997

Liste des conférenciers

P. Bertrand (Clermont-Ferrand)

"How to detect change time on the diffusion coefficient of a stochastic process"

D. Bosq (Paris)

"Density and regression estimation in continuous time"

M. Burnashev (Moscou)

"Asymptotic expansions and real data in mathematical statistics"

S. Fiorin (Padova)

"Optimization for the Cox partial likelihood functional and sieve estimation"

D. Florens

"Des estimateurs pour la fonction variance d’une diffusion"

M. Hallin (Bruxelles)

"Adaptive estimation of the lag parameter in a long-memory process"

R. Höpfner (Freiburg)

"Statistical models for birth and death on a flow"

J. Jacod (Paris)

"On the rates of convergence to the local time for diffusion processes"

U. Küchler (Berlin)

"Asymptotic inference for a stochastic differential equation with time delay"

Y. Kutoyants (Le Mans)

"Estimation problems for spatial Poisson processes"

F. Le Gland (Rennes)

"Small noise asymptotics of the Bayesian -* estimator in nonidentifiable nonlinear regressions"

F. Liese (Rostock)

"A class of of goodness of fit tests for Poisson point processes"

Y. Nishiyama (Tokyo)

"A uniform CLT for martingale difference arrays"

Y. Sakamoto (Tokyo)

"Malliavin calculus and asymptotic expansions in statistics", part. II

A. Tsybakov (Paris)

"Adaptive estimation of the signal in sup norm on the Sobolev classes"

L. Vostrikova (Angers)

"Minimum distance estimation for semimartingales"

N. Yoshida (Tokyo)

"Malliavin calculus and asymptotic expansions in statistics", part. I

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