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" |
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10h35 - 11h10 |
M. BURNASHEV (Institute Information Transmission, Moscow). "On some statistical problems with information constraints" |
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Pause-café | |
|
11h25 - 12h00 |
D. BOSQ (University Paris 6). "Linear processes in function spaces" |
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DEJEUNER | |
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14h00 - 14h35 |
V. ZAIATS (University Vic.). "Asymptotic normality of cross- correlogram estimates of the response function" (joint work with V. BULDIGIN and F. UTZET) |
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14h35 - 15h10 |
Y. DAVYDOV (University Lille 1). "On convergence of empirical measures for continuous time stationary processes" |
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Pause | |
|
15h20 - 15h55 |
W. WEFELMEYER (University of Siegen). "Estimating stationary laws of linear processes by infinite-order U-statistics" |
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15h55 - 16h30 |
V. SOLEV (Math. Institute, S.-Petersburg). "Estimation of pseudo-periodic function from noisy data" |
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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" |
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09h55 - 10h30 |
S. DELATTRE (University Paris 12). "Asymptotic equivalence for a diffusion model" |
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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" |
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DEJEUNER | |
|
14h00 - 14h35 |
J. ISTAS (University Grenoble). "Identification and properties of real harmonizable fractional Lévy motions" |
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14h35 - 15h10 |
M. KLEPTSYNA (University Grenoble). "The parameter estimation problem for the fractional Ornstein-Uhlenbeck type process" (joint work with A.LE BRETON) |
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Pause | |
|
15h25 - 16h00 |
U. KÜCHLER (Humboldt University , Berlin). "On affine stochastic differential equations with time delay" |
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16h00 - 16h35 |
A. GUSHCHIN (Steklov Mathematical Institute, Moscow). "Parameter estimation problems for stochastic delay differential equations" (joint work with U. KÜCHLER) |
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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" |
