Workshop on statistics of
stochastic processes

Speakers

Pavel Chigansky: Inference of processes from partial observations
Yuri Golubev: On statistical problems related to navigation with LEO satellites
Youri Kabanov: Some new results in the collective risk theory
Yury Kutoyants: TBA
Hiroki Masuda: Quasi-likelihood inference for SDE with mixed-effects
Ilia Negri: Self-weighted quasi-maximum exponential likelihood estimators for nonlinear time series models
Serguei Pergamenchtchikov: Nonparametric sequential estimation for diffusion processes based on discrete data
Mark Podolskij: Statistical methods for interacting particle systems
Mathieu Rosenbaum: A unified theory of order flow, market impact, and volatility
Michael Soerensen: Estimating functions for SDEs based on splitting methods
Masayuki Uchida: Estimation for SPDEs in two space dimensions with unknown damping parameters using temporal and spatial increments
Nakahiro Yoshida: Error estimates in deep learning of diffusion processes