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.	Photo Slides (pdf)
09h45 10h20	U. KÜCHLER Analytical and statistical properties of tempered Stable Lévy processes.	Photo Slides (pdf)
Break
10h40 11h15	H. MAI Efficient estimation for SDEs with jumps from discrete observations.	Photo Slides (pdf)
11h15 11h50	A. GLOTER Optimality properties for the estimation of jumps in stochastic processes.	Photo Slides (pdf)
Break
11h55 12h30	H. MASUDA Cauchy quasi-likelihood in SDE estimation.	Photo Slides (pdf)
Lunch
14h00 14h35	A. GUSHCHIN A limit theorem for likelihoods in the LAQ case.	Photo Slides (pdf)
14h35 15h10	S. DACHIAN On compound Poisson type limiting likelihood ratio processes.	Photo Slides (pdf)
Break
15h30 16h05	Y. GOLUBEV The law of the iterated logarithm and data-driven regularizations of ill-posed inverse problems.	Photo Slides (pdf)
16h05 16h40	M. ERMAKOV On asymptotically efficient confidence estimation of a signal parameter.	Photo Slides (pdf)
Break
16h50 17h25	D. BOSQ Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process.	Photo Slides (pdf)
16h50 17h25	T. MOURID A Hill type estimator in a non recurrent diffusions processes.	Photo 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.

Photo

Slides (pdf)

09h35

10h10

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

Photo

Slides (pdf)

Break

10h30

11h05

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

Photo

Slides (pdf)

11h05

11h40

M. BIBINGER

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

Photo

Slides (pdf)

Break

11h55

12h30

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

Photo

Slides (pdf)

Lunch

14h00

14h35

M. PODOLSKIJ Estimation of scaling parameter for continuous models.

Photo

Slides (pdf)

14h35

15h10

M. FUKASAWA

Discretization error of stochastic integration.

Photo

Slides (pdf)

Break

15h30

16h05

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

Photo

Slides (pdf)

16h05
16h40

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

Photo

Slides (pdf)

Break

16h50

17h25

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

Photo

Slides (pdf)

17h25

18h00

M. MALYUTOV

LDE and a simplified compression-based
homogeneity test.

Photo

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.	Photo Slides (pdf)
09h35 10h10	A. BROUSTE Design for estimation of drift parameter in fractional diffusion system.	Photo Slides (pdf)
Break
10h30 11h05	P. CHIGANSKY Convergence of the most probable path in partially observed systems.	Photo Slides (pdf)
11h05 11h40	M. BURNASHEV Estimating a Wiener process first-passage time from noisy or delayed observations.	Photo Slides (pdf)
Break
11h40 12h15	V. ZAIATS Some results on identifcation of partially observed systems.	Photo Slides (pdf)
Lunch
14h00 19h30	Excursion in "Chateau Chenonceau"
20h00	Conference Dinner