6 juin 2023
Séminaire_6_juin
ANR EFFI France-Japan seminar
Le 6 juin 2023
As part of the ANR 2022-2025 project "Efficient inference for large and high-frequency data", the third seminar will be held both online and in presential, starting Tuesday June 6th, 2023 from 9:15 a.m. to 11:30 a.m. (Paris time).
Program:
9h15-10h15, Hiroki Masada, Tokyo University, Consistent model selection for locally stable trend-scale regression.
Abstract: The locally stable regression model has three primary characteristics: trend, scale, and activity index. In this talk, we are interested in consistent model selection criteria for the first two elements. Under suitable conditions, we may regard the tail area of the driving Levy measure as a nuisance element, with or without ergodicity.
10h30-11h30, Laurent Denis, Le Mans Université, LAMN for Euler scheme of SDE driven by stable Lévy processes
Abstract: TBA.
