Program
Program
Program
Asymptotical Statistics of Stochastic Processes X
(Statistique Asymptotique des Processus Stochastiques X)
Le Mans, 17 - 20 March, 2015
Tuesday, March 17
- Morning session chair : Podolskij M.
- Afternoon session chair : Gushchin A.
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09h00 - 09h10 |
Opening | ||
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09h10 - 09h45 |
Yoshida N. Ultra high frequency data and statistical inference : back to the continuous-time paradigm. |
Slides | |
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09h45 - 10h20 |
Koike Y. Detecting infinitesimal lead-lag effects from noisy high-frequency data. | ||
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10h20 - 10h40 |
Break | ||
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10h40 - 11h15 |
Küchler U. Sequential parameter estimators with guaranteed accuracy for delay differential equations. | ||
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11h15 - 11h50 |
Gushchin A. Continuity of stationary solutions of delay differential equations driven by Lévy processes. | ||
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11h50 - 11h55 |
Break | ||
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11h55 - 12h30 |
Höpfner R. Harris recurrence for strongly degenerate stochastic systems, with application to stochastic Hodgkin-Huxley models. | ||
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12h30 - 14h00 |
Lunch | ||
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14h00 - 14h35 |
Negri I. Z-process method for statistical change point problems. | ||
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14h35 - 15h10 |
Bosq D. Detecting instants of jumps and estimating intensity of jumps from continuous or discrete data. | ||
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15h10 - 15h30 |
Break | ||
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15h30 - 16h05 |
Dachian S. On hypotheses testing for Poisson processes : regular and singular cases. | ||
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16h05 - 16h40 |
Chigansky P. Inference in models with mixed fractional Brownian motion part II. | ||
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16h40 - 16h50 |
Break | ||
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16h50 - 17h25 |
Mishura Yu. Consistency of the drift parameter estimator for the discretized Ornstein-Uhlenbeck process involving fBm with Hurst index . | ||
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17h25 - 18h00 |
Ralchenko K. Drift parameter estimation in models with fractional Brownian motion by discrete observations. | ||
Wednesday, March 18
- Morning session chair : Höpfner R.
- Afternoon session chair : Küchler U.
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09h00 - 09h35 |
Ibragimov I. On the estimation of analytic intensity density Poisson random fields. |
Slides | |
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09h35 - 10h10 |
Golubev Yu.. Minimax interpolation of smooth random processes. | ||
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10h10 - 10h30 |
Break | ||
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10h30 - 11h05 |
Dalalyan A. Langevin diffusion and approximate sampling from a smooth and log-concave density. | ||
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11h05 - 11h40 |
Ogihara T. Parametric inference for diffusion processes with noisy, nonsynchronous observations. | ||
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11h40 - 11h55 |
Break | ||
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11h55 - 12h30 |
Cialenco I. Hypothesis testing for Stochastic PDEs. | ||
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12h30 - 14h00 |
Lunch | ||
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14h00 - 14h35 |
Bercu B. Large deviations for the Ornstein-Uhlenbeck process without tears. | ||
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14h35 - 15h10 |
Lototsky S. Parameter estimation in second-order continuous time Gaussian autoregressions. | ||
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15h10 - 15h30 |
Break | ||
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15h30 - 16h05 |
Kamatani K. Efficient strategy of MCMC in high-dimensional and its application to diffusion process. | ||
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16h05 - 16h40 |
Dehay D. Block bootstrap for Poisson-sampled almost periodic processes. | ||
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16h40 - 17h10 |
Mourid T. Parametric estimation in non recurrent diffusion processes. | ||
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17h10 - 17h20 |
Break | ||
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17h20 - 18h00 |
Poster Session Ben Abdeddaiem M., Cai C., Gasparyan S., Korso M., Motrunich A., Rozanov A.E. and Litvinov S.V., Top A., Yang L., Zhou L. | ||
Thursday, March 19
- Morning session chair : Mishura Y.
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09h00 - 09h35 |
Gloter A. Local asymptotic mixed normality property for discretely observed SDE driven by stable Lévy processes. | ||
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09h35 - 10h10 |
Masuda H. On variants of stable quasi-likelihood for Lévy driven SDE. | ||
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10h10 - 10h30 |
Break | ||
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10h30 - 11h05 |
Podolskij M. Limit theorems for stationary increments Lévy driven moving average processes. | ||
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11h05 - 11h40 |
Shimizu Y. LSE-type estimation for stochastic processes with small Lévy noise. | ||
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11h40 - 11h45 |
Break | ||
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11h45 - 12h20 |
Pergamenchtchikov S. Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. | ||
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12h20 - 14h00 |
Lunch | ||
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15h00 - 17h00 |
Excursion in "Vieux Mans" | ||
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20h00 |
Conference Dinner | ||
Friday, March 20
- Morning session chair : Uchida M.
- Afternoon session chair : Yoshida N.
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09h00 - 09h35 |
Burnashev M. Some comparison theorems for minimax detection of Gaussian stochastic signals. | ||
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09h35 - 10h10 |
Ermakov M. On consistent hypothesis testing. | ||
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10h10 - 10h30 |
Break | ||
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10h30 - 11h05 |
Martynov G. Cramér-von Mises test for Gaussian distribution in Hilbert Space. | ||
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11h05 - 11h40 |
Solev V. Vector Hunt-Mackenhoupt-Wheeden condition and an estimating problem. | ||
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11h40 - 11h45 |
Break | ||
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11h45 - 12h20 |
Dabye A. On minimum Lp -distance estimation for inhomogeneous Poisson processes. | ||
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12h20 - 14h00 |
Lunch | ||
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14h00 - 14h35 |
Zaiats V. On asymptotically efficient estimation in partially observed systems. | ||
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14h35 - 15h10 |
Uchida M. Hybrid multi-step estimation of the volatility for stochastic regression models. | ||
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15h10 - 15h45 |
Kutoyants Yu. On multi-step MLE-processes for some stochastic models. | ||
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15h45 |
Closing | ||
