Workshop : S.A.P.S VIII (21-24 Mars 2011)

Workshop : S.A.P.S VIII (21-24 Mars 2011)

Asymptotical Statistics of Stochastic Processes VIII

(Statistique Asymptotique des Processus Stochastiques VIII)

Université du Maine, Le Mans, 21-24 March, 2011

Poster

The purpose of this workshop is to stimulate research in statistical inference for continuous time stochastic processes. This branch of mathematical statistics attracts more and more attention of the statisticians and probabilists because first : the real systems are often well described by the continuous time mathematical models (point processes, diffusion processes, stochastic differential equations with partial derivatives, stable processes etc.) and the second : the diversity of the models and the diversity of the statements of the statistical problems make these models quite attractive for the mathematicians because all these allow to obtain many new results which sometimes have no analogue in discrete time models. Note that solutions obtained for continuous time models can be valid for discrete schemes of observation too. The computer realizations of the statistical algorithms (real data applications) requires that a special attention have to be payed to the effects due to discretization of continuous-time trajectories. Therefore, we wait that one (important) part of the talks will be devoted to statistical inference for discrete time observations (of continuous time systems).

Scientific Programme Committee :

U. Küchler, Yu. Kutoyants, N. Yoshida.

Local Organizing Committee :

A. Brouste, S. Dachian, C. Farinetto, M. Kleptsyna, Yu. Kutoyants (Chair), L. Yang, Zhou L.

Sponsors : Université du Maine, FR 2962 du CNRS Mathématiques des Pays de Loire, CUM,Ministère de l’Education nationale,Conseil Général de la Sarthe and Conseil Régional des Pays de la Loire

Contact :

Yury A. Kutoyants
Université du Maine
Laboratoire Manceau de Mathématiques
Avenue Olivier Messiaen
72085 Le Mans CEDEX 9
Tel : (33) (0) 2 43 83 32 19
Fax : (33) (0) 2 43 83 35 79
E-mail : Youri.Koutoyants @ univ-lemans.fr (Youri.Koutoyants @ univ-lemans.fr)