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Workshop S.A.P.S III (7 et 8 Décembre 2000)

Workshop S.A.P.S III (7 et 8 Décembre 2000)

Workshop S.A.P.S III (7 et 8 Décembre 2000)
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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