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
Program
| 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.
Organizers
Leif Döring (Mannheim), Claudia Strauch (Heidelberg)