Workshop : S.A.P.S IV (19 et 20 Décembre 2002)
Asymptotical Statistics of Stochastic Processes IV
Workshop : S.A.P.S IV (19 et 20 Décembre 2002)
IMS Mini-Meeting Asymptotical Statistics of Stochastic Processes IV
IMS Mini-Meeting
Asymptotical Statistics of Stochastic Processes IV
(Statistique Asymptotique
des Processus Stochastiques IV)
Le Mans, 19 - 20 December, 2002
Thursday, December 19
|
10h00 - 10h35 |
N. Yoshida (Tokyo). "Estimation for discretely observed diffusion process with jumps" (joint work with Y. Shimizu). | ||
|
10h35 - 11h10 |
R. Liptser (Tel Aviv). "On-line tracking of a smooth regression function". | ||
|
Pause-café | |||
|
11h25 - 12h00 |
D. Bosq (Paris). "Functional moving average processes". | ||
|
Déjeuner | |||
|
14h30 - 15h05 |
E. Löcherbach (Paris). "A very strange invariant measure" (joint work with R. Höpfner.) | ||
|
15h05 - 15h40 |
M. Reiss (Berlin). "Nonparametric estimation for scalar diffusions from low frequency data is ill-posed". | ||
|
Pause-café | |||
|
15h55 - 16h30 |
M. Nikulin (Bordeaux). "Estimation of system reliability from accelerated experiments" (joint work with V. Bagdonavicius). | ||
|
16h30 - 17h05 |
G.V. Moustakides (Rennes). "Optimum sequential procedures for detecting changes in processes". | ||
|
Pause-café | |||
|
17h25 - 18h |
D. Blanke (Paris). "Doubly adaptive density estimation in continuous time". | ||
Friday, December 20
|
09h20 - 09h55 |
G. Golubev (Marseille). "On some problems of semi-parametric estimation related to stochastic volatility models". | ||
|
09h55 - 10h30 |
A. Dalalyan (Berlin) "Sharp adaptive estimation of the trend coefficient for ergodic diffusion". | ||
|
Pause-café | |||
|
10h50 - 11h25 |
S. Dachian (Clermont-Ferrand). "Estimation of singularity location for Poisson process". | ||
|
11h25 - 12h00 |
Y. Sakamoto (Hiroshima) "Asymptotic expansion under degeneracy" (joint work with N. Yoshida). | ||
|
Déjeuner | |||
|
14h30 - 15h05 |
M. Uchida (Kyushu). "Estimation for discretely observed diffusion processes with small dispersion parameter". | ||
|
15h05 - 15h40 |
P. Bertrand (Clermont-Ferrand). "Identification of the parameters for the multiscale fractional Brownian motion". | ||
|
Pause | |||
|
15h55 - 16h30 |
G. Biau (Paris). "Nonparametric spatial statistics" (joint work with B. Cadre). | ||
|
16h30 - 17h05 |
H. van Zanten (Amsterdam). "On empirical processes for ergodic diffusions". | ||
|
Pause-café | |||
|
17h25 - 18h |
Yu. Kutoyants (Le Mans). "On hypotheses testing for ergodic diffusion processes". |  Abstract | |
