This workshop was held by the Dynstoch network (Statistical methods for dynamical stochastic models) and will hosted be the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick from the 10th-12th September, 2014. The principal aim of the Dynstoch network is to make a major contribution to the theory of statistical inference for stochastic processes by taking advantage of the tools of modern probability theory including stochastic calculus and by using highly computer-intensive methods.

In many fields complex dynamical stochastic models are needed to describe processes that develop in time and/or space in a random way, usually with temporal or spatial interactions that are important for a proper understanding of the phenomenon under study and for making predictions about the system. A few concrete examples of such stochastic processes are: Interest rates, turbulent flows, rainfall, and the functioning of telecommunication networks and other complex technological systems.

The high speed of present day computers has made use of complex stochastic models feasible, and at the same time, the important developments that have taken place in probability theory, in particular in the area of stochastic calculus, have only to a limited extent been used by statisticians to develop statistical methods for stochastic processes.

Workshop Information

• Administrative Details
  • Including - Map; Venue Information; Directions; Accommodation; Campus Facilities; Contacts.
• Programme (Final - Updated with pdfs of presentations)
• Speakers (Final - Updated with pdfs of presentations)
  
• Workshop Handbook (Final)
• Abstract Submission (Closed)
• Registration (Closed)

Organisation Committee

• Murray Pollock (Warwick), Gareth Roberts (Warwick) and Michael Sørensen (University of Copenhagen).