INTERNATIONAL CONFERENCE
DYNSTOCH MEETING 2010

Schedule and slides

dimanche 13 juin 2010

Schedule

Final version


Thursday, June 17th

8:30 - 9:00   Welcome

9:00 - 9:40   Albert Shiryaev  Probability and concepts of randomness (on evolution of notions)

09:40 - 10:10   Marina Kleptsyna   Filtering problems with exponential criteria for general Gaussian signals PDF

10:10 - 10:40   Mark Podolskij   Asymptotic expansion for multiple integrals PDF

10:40 - 11:00   Coffee break

11:00 - 11:30   Reinhard Hoepfner   Modelisation of membrane potentials and information transmission in large systems of neurons

11:30 - 12:00   Umberto Picchini   Population estimation with stochastic differential equations : identification of stochastic noise and between-experiments variability

12:00 - 12:30   Besnik Pumo  Asymptotic results for CP with two species in competition

12:30 - 14:00   Lunch

14:00 - 14:40  Yoshida Nakahiro   Martingale expansion : mixed normal limit and applications

14:40 - 15:10   Ogihara Teppei   Quasi-likelihood analysis for the stochastic differential equation with jumps PDF

15:10 - 15:40   Masuda Hiroki   On parametric estimation of discretely observed SDEs

15:40 - 16:00   Coffee break

16:00 - 16:30   Johanna Kappus   Adaptive estimation of linear functions of the Levy density

16:30 - 17:00   Hilmar Mai   Parameter estimation for stochastic differential equation with jump processes

17:00 - 17:30   Jacek Leskow  Resampling methods for non-stationary stochastic models

17:30 - 18:00   Poster session  

18:30 - 19:30   Receiption in the Jean Lurcat Museum

20:00 - 21:00   Dinner

Friday, June 18st

9:00 - 9:40   Alexander Gushchin  Limit theorems for likelihoods in AR models with unit roots and almost regular errors

09:40 - 10:10   Esko Valkeila   On $L^q$ regular experiments

10:10 - 10:40   Wolfgang Wefelmeyer   Non-standard behavior of density estimators for functions of independent observations

10:40 - 11:00   Coffee break

11:00 - 11:30   Serguei Dachian   On limiting likelihood ratio processes arising in change-point situations PDF

11:30 - 12:00   Enrico Bibbona   Maximum likelihood inference for processes killed at a threshold PDF

12:00 - 12:30   Sebastien Loustau   Basic tools from empirical processes. Applications to Statistics

12:30 - 14:00   Lunch

14:00 - 14:40   Albert Shiryaev   On some optimal stopping problems from stochastic financial technical analysis

14:40 - 15:10   Youri Kabanov   Small Transaction Costs, Absence of Arbitrage and Consistent Price System

15:10 - 15:40   Masaaki Fukasawa   Edgeworth expansion for option prices under stochastic volatility PDF

15:40 - 16:00   Coffee break

16:00 - 16:30   Suzanne Cawston   On option price continuity properties in exponential Levy models

16:30 - 17:00   Alexander Schnurr   The Symbol of an Ito Process and its Relations to Fine Properties PDF

17:00 - 17:30   Enno Veerman  Affine diffusions with non-canonical state space

17:30 - 18:30   Network Meeting  

19:30 -20:00   Apéritif

20:00 - 23:00   Conference dinner

Saturday, June 19st

9:00 - 9:40   Yury Kutoyants  On goodness of fit testing for ergoding processes

09:40 - 10:10   Masayuki Uchida   Adaptative estimation of an ergodic diffusion process based on sampled data

10:10 - 10:40   Benjamin Favetto   Parameter estimation by constrast minimization for noisy discrete observations of a hidden diffusion process PDF

10:40 - 11:00   Coffee break

11:00 - 11:30   Dominique Dehay   Periodically correlated processes and fields

11:30 - 12:00   Emeline Schmisser   Non parametric estimation of the derivative of the density of a diffusion process PDF 12:00 - 12:30   Markus Bibinger  Covariance estimation from asynchronously observe Ito diffusions with noise

12:30 - 14:00   Lunch

14:30 - 17:00   Visit of Brissac castle and the cave of winery  

19:00 - 20:00   Dinner


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