Program
The conference will start on April, 5th at 10 a.m. and end on April, 7th at around 2 p.m. Enrollment starts on April, 5th at 8.30 a.m. Early registration on the evening of April, 4th is possible. In the afternoon of April, 7th we organize a tour to Krombacher, one of the biggest breweries in Germany.
The preliminary schedule:
Wednesday
08.30 a.m. - 10.00 a.m. Registration and coffee
10.00 a.m. - 12.00 p.m. Opening and Talks
12.00 p.m. - 01.00 p.m. Lunch
01.00 p.m. - 02.45 p.m. Talks
02.45 p.m. - 03.15 p.m. Coffee Break
03.15 p.m. - 05.30 p.m. Talks
06.15 p.m. Guided Tour of Siegen
Thursday
08.30 a.m. - 09.50 a.m. Talks
09.50 a.m. - 10.15 a.m. Coffee Break
10.15 a.m. - 12.00 p.m. Talks
12.00 p.m. - 01.00 p.m. Lunch
01.00 p.m. - 02.45 p.m. Talks
02.45 p.m. - 03.15 p.m. Coffee Break
03.15 p.m. - 05.00 p.m. Talks
05.00 p.m. - 05.20 p.m. Coffee Break
05.20 p.m. - 06.30 p.m. Talks
07.30 p.m. Dinner
Friday
08.30 a.m. - 09.50 a.m. Talks
09.50 a.m. - 10.15 a.m. Coffee Break
10.15 a.m. - 12.00 p.m. Talks
12.00 p.m. Lunch
12.45 p.m. Departure Krombacher
Talks are given by
-Randolf Altmeyer (Berlin): Estimating occupation time functionals - some new results
-Markus Bibinger (Marburg): Volatility estimation for SPDEs using high-frequency observations
-Dominique Dehay (Rennes): Parametric estimation problems for periodic Ornstein-Uhlenbeck process
-Valentine Genon-Catalot (Paris): Sobolev-Hermite versus Sobolev nonparametric density estimation on R
-Simon Holbach (Mainz): Local asymptotic normality for a periodic signal in certain types of strongly degenerate diffusions
-Reinhard Höpfner (Mainz): On deterministic and stochastic Hodgkin-Huxley models
-Jean Jacod (Paris): Jump activity estimation, a new method based on the empirical characteristic function approach
-Yuri Kutoyants (Le Mans): On parameter estimation of hidden telegraph process and related topics
-Catherine Larédo (Paris): Estimation of the joint distribution of random effects for a discretely observed diffusion
-Ronan Le Guével (Rennes): Goodness-of-fit test for multistable Lévy processes
-Ester Mariucci (Berlin): A compound Poisson approximation to estimate the Lévy density
-Ole Martin (Kiel): Testing for simultaneous jumps in case of asynchronous observations
-Hiroki Masuda (Kyushu): Lévy SDE inference in Yuima package
-Paula Milheiro Oliveira (Porto): A sequential test for the state estimation of a partially observed piecewise linear system
-Ionen Muni Toke (Paris): Intensity models for the modelling of limit order books
-Nina Munkholt Jakobsen (Copenhagen): Efficient estimation for jump diffusions
-Marco Oesting (Siegen): Downscaling of spatial extremes
-Andre Pessik (Dortmund): Limit theorems for bipolar variations of Lévy driven moving average processes
-Markus Reiß (Berlin): Subordinators as monotone priors for nonparametric Bayes
-John Schoenmakers (Berlin): Projected particle methods for solving McKean-Vlasov SDEs
-Viktor Schulmann (Dortmund): Estimation of stopping times for some stopped random processes
-Michael Sørensen (Copenhagen)
-Mathias Trabs (Hamburg): Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
-Jan van Waaij (Amsterdam): The best of both worlds: Convergence rates for empirical Bayes methods in nonparametric diffusion models
-Mathias Vetter (Kiel): On a central limit theorem for quadratic variation in case of endogenous observation times
-Jeannette Woerner (Dortmund): Inference for oscillating Ornstein-Uhlenbeck processes and applications to electricity modelling
-Nakahiro Yoshida (Tokyo): Recent topics in quasi Likelihood analysis