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Program

Program

Program

Monday,
March 21


Morning session chair : R. HÖPFNER
Afternoon session chair : U. KÜCHLER

09h00

09h10

Opening

 

09h10- 09h45

N. YOSHIDA Limit theorems in asymptotic statistics for diffusions.

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Slides (pdf)

09h45

10h20

U. KÜCHLER Analytical and statistical properties of tempered Stable Lévy processes.

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Slides (pdf)

Break

  

10h40

11h15

H. MAI Efficient estimation for SDEs with jumps from discrete observations.

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Slides (pdf)

11h15

11h50

A. GLOTER

Optimality properties for the estimation of jumps in stochastic
processes.

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Slides (pdf)

Break

  

11h55

12h30

H. MASUDA Cauchy quasi-likelihood in SDE estimation.

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Slides (pdf)

Lunch

  

14h00

14h35

A. GUSHCHIN A limit theorem for likelihoods in the LAQ case.

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Slides (pdf)

14h35

15h10

S. DACHIAN

On compound Poisson type limiting likelihood ratio processes.

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Slides (pdf)

Break

  

15h30

16h05

Y. GOLUBEV The law of the iterated logarithm and data-driven regularizations of ill-posed inverse problems.

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Slides (pdf)

16h05

16h40

M. ERMAKOV On asymptotically efficient confidence estimation of a signal parameter.

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Slides (pdf)

Break

  

16h50

17h25

D. BOSQ Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process.

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Slides (pdf)

16h50

17h25

T. MOURID A Hill type estimator in a non recurrent diffusions processes.

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Slides (pdf)

Tuesday,
March 22


Morning session chair : N. YOSHIDA

Afternoon session chair : A. GUSHCHIN

09h00

09h35

I. IBRAGIMOV

Nonparametric estimation of the intensity density of Poisson random
fields.

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Slides (pdf)

09h35

10h10

A. DALALYAN Poisson intensity registration by goodness-of-fit testing.

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Slides (pdf)

Break

  

10h30

11h05

M. REISS Inference on the volatility in diffusion models with noise and Le Cam theory.

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Slides (pdf)

11h05

11h40

M. BIBINGER

Covariance estimation for non-synchronous noisy high-frequency
observations.

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Slides (pdf)

Break

  

11h55

12h30

I. CIALENCO Parameter Estimation for Stochastic Navier-Stokes Equations.

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Slides (pdf)

Lunch

  

14h00

14h35

M. PODOLSKIJ Estimation of scaling parameter for continuous models.

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Slides (pdf)

14h35

15h10

M. FUKASAWA

Discretization error of stochastic integration.

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Slides (pdf)

Break

  

15h30

16h05

R. HÖPFNER On parameter estimation for periodic diffusion processes I.

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Slides (pdf)

16h05
16h40

E. LÖCHERBACH On some ergodicity properties for time inhomogeneous Markov processes with T-periodic semigroup

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Slides (pdf)

Break

  

16h50

17h25

D. DEHAY Parameter estimation for an Ornstein Uhlenbeck process with a periodic in time coefficients.

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Slides (pdf)

17h25

18h00

M. MALYUTOV

LDE and a simplified compression-based
homogeneity test.

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Slides (pdf)

Wednesday,
March 23


Morning session chair : Y. GOLUBEV

09h00

09h35

Y. MISHURA On sequential parameter estimation in stochastic differential equations involving fractional Brownian motion.

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Slides (pdf)

09h35

10h10

A. BROUSTE Design for estimation of drift parameter in fractional diffusion system.

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Slides (pdf)

Break

  

10h30

11h05

P. CHIGANSKY Convergence of the most probable path in partially observed systems.

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Slides (pdf)

11h05

11h40

M. BURNASHEV

Estimating a Wiener process first-passage time from noisy or delayed
observations.

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Slides (pdf)

Break

  

11h40

12h15

V. ZAIATS Some results on identifcation of partially observed systems.

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Slides (pdf)

Lunch

  

14h00

19h30

Excursion in "Chateau Chenonceau"

 

20h00

Conference Dinner

 

Thursday,
March 24


Morning session chair : Y. MISHURA
Afternoon session chair : M. UCHIDA

09h00

09h35

R. LIPTSER

"Hitsuda - Benes’’ approach to exponential martingale revisited. New
results.

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Slides (pdf)

09h35

10h10

L. VOSTRIKOVA Some exceptional properties of f-divergence minimal martingale measures

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Slides (pdf)

Break

  

10h30

11h05

M. UCHIDA Adaptive Bayes type estimation of ergodic diffusion processes based on sampled data.

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Slides (pdf)

11h00

11h35

I. NEGRI

Asymptotically distribution free test for parameter change in a
diffusion process model.

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Slides (pdf)

11h40

12h30

POSTER SESSION

 

Lunch

  

14h00

14h35

K. KAMATANI Weak Convergence of Markov chain Monte Carlo II.

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Slides (pdf)

14h35

15h10

A. KUSHNIR

Asymptotic statistics problems with nuisance parameters
arising in processing of multidimensional geophysical time series.

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Slides (pdf)

Break

  

15h30

16h05

V. SOLEV Estimation of density on censored data.

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Slides (pdf)

16h05

16h40

M. NIKULIN On chi-squared tests for censored data.

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Slides (pdf)

16h40

17h15

Y. KUTOYANTS

On parameter estimation for periodic diffusion processes II.

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Slides (pdf)

17h15

Closing

 
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