Probability & Statistics Group Heidelberg-Mannheim

Mini-Workshop on Statistics of Stochastic Processes, 2018

Speakers and Titles

  • Claudia Strauch (Mannheim): Sup-norm adaptive estimation of the charcteristics of scalar ergodic diffusions
  • Markus Bibinger (Marburg): Volatility estimation for stochastic PDEs using high-frequency observations
  • Mathias Vetter (Kiel): A universal approach to estimate the conditional variance in semimartingale limit theorems
  • Mathias Trabs (Hamburg): Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes


12.15-13.00 Strauch
13.00-13.45 Bibinger
13.45-14.30 coffee break
14.30-15.15 Vetter
15.15-16.00 Trabs

Practical Information

Date: May 23rd, 2018

Venue: University of Mannheim, A5, C116, 10 min walking distance from the train station, link to google maps.


Leif Döring (Mannheim), Claudia Strauch (Heidelberg)