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Asymptotical Statistics of Stochastic Processes IV ( S tatistique A - PDF document

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Program http://www.univ-lemans.fr/sciences/statist/liens/activites/Workshop/sa... IMS Mini-Meeting Asymptotical Statistics of Stochastic Processes IV ( S tatistique A symptotique des P rocessus S tochastiques IV ) Le Mans, 19 - 20 December,

  1. Program http://www.univ-lemans.fr/sciences/statist/liens/activites/Workshop/sa... IMS Mini-Meeting Asymptotical Statistics of Stochastic Processes IV ( S tatistique A symptotique des P rocessus S tochastiques IV ) Le Mans, 19 - 20 December, 2002 Program Thursday, December 19 N. Yoshida (Tokyo). "Estimation for discretely 10h00 - Abstract observed diffusion process with jumps" (joint 10h35 Slides (ps) work with Y. Shimizu). 10h35 - R. Liptser (Tel Aviv). "On-line tracking of a Abstract 11h10 smooth regression function". Slides (pdf) Pause-café 11h25 - D. Bosq (Paris). "Functional moving average Abstract 12h00 processes". Déjeuner 14h30 - E. Löcherbach (Paris). "A very strange invariant Abstract 15h05 measure" (joint work with R. Höpfner.) Slides (ps) M. Reiss (Berlin). "Nonparametric estimation for 15h05 - Abstract scalar diffusions from low frequency data is 15h40 Slides (ps) ill-posed". Pause 1 of 3 28/12/2007 11:26 AM

  2. Program http://www.univ-lemans.fr/sciences/statist/liens/activites/Workshop/sa... M. Nikulin (Bordeaux). "Estimation of system 15h55 - Abstract reliability from accelerated experiments" (joint 16h30 Slides (ps) work with V. Bagdonavicius). G.V. Moustakides (Rennes). "Optimum 16h30 - Abstract sequential procedures for detecting changes in 17h05 Slides (ps, pdf) processes". Pause-café D. Blanke (Paris). "Doubly adaptive density Abstract 17h25 - 18h estimation in continuous time". Slides (ps) Friday, December 20 G. Golubev (Marseille). "On some problems of 09h20 - Abstract semi-parametric estimation related to stochastic 09h55 Slides (pdf) volatility models". 09h55 - A. Dalalyan (Berlin) "Sharp adaptive estimation Abstract 10h30 of the trend coefficient for ergodic diffusion". Slides (ps, pdf) Pause-café 10h50 - S. Dachian (Clermont-Ferrand). "Estimation of Abstract 11h25 singularity location for Poisson process". Slides (ps, pdf) Y. Sakamoto (Hiroshima) "Asymptotic 11h25 - Abstract expansion under degeneracy" (joint work with N. 12h00 Slides (pdf) Yoshida). Déjeuner M. Uchida (Kyushu). "Estimation for discretely 14h30 - observed diffusion processes with small Abstract 15h05 dispersion parameter". P. Bertrand (Clermont-Ferrand). "Identification 15h05 - Abstract of the parameters for the multiscale fractional 15h40 Slides (ps) Brownian motion". Pause 15h55 - G. Biau (Paris). "Nonparametric spatial statistics" Abstract 16h30 (joint work with B. Cadre). Slides (ps) 16h30 - H. van Zanten (Amsterdam). "On empirical Abstract 17h05 processes for ergodic diffusions". Slides (ps) 2 of 3 28/12/2007 11:26 AM

  3. Program http://www.univ-lemans.fr/sciences/statist/liens/activites/Workshop/sa... Pause-café Yu. Kutoyants (Le Mans). "On hypotheses Abstract 17h25 - 18h testing for ergodic diffusion processes". Slides (ps, pdf) Université du Maine Faculté des Sciences Laboratoire de Statistique et Processus Avenue Olivier Messiaen 72085 Le Mans CEDEX 9 Tèl : +(33) 2 43 83 32 22 - Fax : +(33) 2 43 83 35 79 Back to the Workshop's Main Page 3 of 3 28/12/2007 11:26 AM

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