Program
Program
Program
Morning session chair : M. Sørensen
Afternoon session chair : U. Küchler
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10h30 - 10h40 |
Opening |
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10h40 - 11h20 |
N. Yoshida (Tokyo). "Polynomial type large deviation inequality for a statistical random field and its applications." | |
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11h20 - 12h00 |
D. Bosq (Paris). "On statistical prediction." | |
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Lunch | ||
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14h00 - 14h40 |
W. Wefelmeyer (Köln). "Imputing responses that are not missing." (Joint work with U.U. Mueller and A. Schick.) | |
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14h40 - 15h20 |
V. Zaiats (Barcelona). "Irregular sampling in estimation of the response function." |
Slides (pdf) |
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Break | ||
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15h40 - 16h20 |
A. Dalalyan (Paris). "Asymptotic statistical equivalence for multidimensional ergodic diffusions." (Joint work with M. Reiss.) | |
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16h20 - 17h00 |
M. Uchida (Fukuoka). "AIC for ergodic diffusion processes from discrete observations." (Joint work with N. Yoshida.) |
Slides (pdf)) |
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Coffee break | ||
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17h20 - 18h00 |
A. Novikov (Sydney). "Asymptotic properties of parameter estimators of stationary long memory processes." (Joint work with N. Kordzakhia.) |
Slides (pdf) |
Morning session chair : R. Höpfner
Afternoon session chair : W. Wefelmeyer
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09h00 - 09h40 |
J. Jacod (Paris). "Testing the multiplicity of a diffusion". | |
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09h40 - 10h20 |
S. Dachian (Clermont-Ferrand). "Hypotheses testing. Poisson versus self-exciting and self-correcting." (Joint work with Yu. Kutoyants.) | |
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Break |
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10h40 - 11h20 |
K. Fazli (Le Mans). "On two problems of hypotheses testing for Poisson processes." | |
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11h20 - 12h00 |
D. Dehay (Rennes). "On invariant distribution function estimation for a class of stationary processes." | |
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Lunch |
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14h00 - 14h40 |
P. Chiganski (Tel Aviv). "Asymptotic stability of nonlinear filters." |
Slides (pdf) |
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14h40 - 15h20 |
F. Le Gland (Rennes). "Smooth interacting Monte Carlo approximations of contrast functions."(Joint work with N. Caylus, A. Guyader and N. Oudjane.) |
Slides (pdf) |
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Break |
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15h40 - 16h20 |
D. Blanke (Paris). "Adaptive sampling schemes for density estimation." |
Slides (pdf) |
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16h20 - 17h00 |
L. Vostrikova (Angers). "Enlargement of filtration and additional information in pricing models."(Joint work with E. Valkeila and D. Gasbarra) |
Slides (pdf) |
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Coffee break |
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17h20 - 18h00 |
H. Masuda (Fukuoka). "Second order double Edgeworth expansion in a filtering model based on discrete data." (Joint work with N. Yoshida.) |
Slides (pdf) |
Chair : N. Yoshida
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09h00 - 09h40 |
M. Sørensen (Copenhagen). "Prediction-based estimating functions for integrated diffusions, stochastic delay differential equations and diffusion compartment models." | |
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09h40 - 10h20 |
R. Höpfner (Mainz). "A statistical model for information processing in large systems of neurons." (Joint work with K. Brodda.) | |
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Break | ||
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10h40 - 11h20 |
Y. Nishiyama (Tokyo). "Change point problem for diffusion processes." |
Slides (pdf) |
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11h20 - 12h00 |
Yu. Kutoyants (Le Mans). "On delay estimation and testing for SDE". | |
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Lunch |
