Dynstoch 2014 - Speakers
Speakers and Titles:
- Markus Bibinger (Humboldt) -"Volatility estimation from high-frequency observations with irregular errors - Concepts and consequences"
- Joris Bierkens (Radboud) - "Non-reversible Metropolis-Hastings and its mixing properties"
- Dominique Dehay (Rennes) - "Bootstrap method for random sampled almost periodic process"
- Charlotte Dion (Grenoble) - "Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model"
- Arnaud Gloter (Évry) - "LAMN property for discretely observed S.D.E. driven by stable Lévy processes"
- Claudio Heinrich (Aarhus) - "Spectral Analysis of the Quadratic Variation of High Dimensional Itô Processes"
- Reinhard Höpfner (Mainz) - "Ergodicity for strongly degenerate stochastic systems, with application to stochastic Hodgkin-Huxley models"
- Paul Jenkins (Warwick) - "Exact simulation of the sample paths of a diffusion with a finite entrance boundary"
- Kengo Kamatani (Osaka) - "Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy- tailed target distribution"
- Ester Mariucci (Grenoble) - "Asymptotic equivalence for time-inhomogeneous jump-diffusion processes and white noise"
- Nina Munkholt (Copenhagen) - "Efficient Martingale Estimating Functions for Diffusions Sampled at High Frequency Over a Fixed Time-Interval"
- Mark Podolskij (Aarhus) - "Infill asymptotics for Levy moving average processes"
- Ana Prior (Lisbon) - "Parameter estimation of the drift of a two-regime bidimensional Ornstein-Uhlenbeck process with singular diffusion matrix" - Talk unavailable
- Moritz Schauer (TU Delft) - "Bayesian inference for discretely observed multi-dimensional diffusion processes"
- Alexander Schnurr (TU Dortmund) - "Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data"
- Jakob Söhl (Cambridge) - "High-frequency Donsker theorems for Levy measures"
- Luigi Spezia (BioSS) - "Markov switching models for high-frequency time series from automatic monitoring of animals"
- Mathias Trabs (Humboldt) - "Adaptive confidence bands for drift estimation of diffusions"
- Masayuki Uchida (Osaka) - "Hybrid multi-step estimators for stochastic differential equations from discrete observations"
- Bezirgen Veliyev (Aarhus) - "Edgeworth expansion for the pre-averaging estimator"
- Khalil El Waled (Rennes) - "Parametric estimation problem for a time-periodic signal with additive periodic noise"
- Jeannette Woerner (TU Dortmund) - "Testing for jumps in stochastic volatility models"
- Nakahiro Yoshida (Tokyo) - "Volatility model selection"
- Yan Zhang (Warwick) - "Variational Bayesian inference method in stochastic modelling of subcutaneous glucose concentration" - Talk unavailable
Poster Presentations:
- Tobias Berg (Mainz) - "Reconstruction Algorithm for Branching Diffusions with Immigration"
- Jere Koskela (Warwick) - "Approximately optimal importance sampling for Lambda-coalescents"
- Gwennaëlle Mabon (CREST-ENSAE) - "Adaptive deconvolution on the nonnegative real line"
- Fanni Nedényi (Szeged) - "Change-Point Detection in Parametric Stochastic Models"
- Murray Pollock (Warwick) - "Exact Simulation in a Nutshell"
- Christian Schmidt (Aarhus) - "U- and V-statistics for Ito Semimartingales"