Summer school on statistics for stochastic processes

Speakers and Titles
- Alexander Watson (University of Manchester): Introduction to Lévy Processes
- Rasmus Waagepetersen (University of Aalborg): Statistical models and methods for spatial point processes
- Denis Belomestny (University of Duisburg-Essen): Estimation and calibration of Lévy models via Fourier methods
- Claudia Strauch (Heidelberg): Statistics for diffusion processes
Monday (Introduction to Lévy processes)
09.00-09.45 | Alex Watson |
10.00-10.45 | Alex Watson |
10.45-11.15 | coffee break |
11.15-12.00 | Alex Watson |
12.15-13.00 | Alex Watson |
13.00-14.30 | lunch break |
14.30-15.15 | Alex Watson |
15.30-16.15 | Alex Watson |
16.15-16.45 | coffee break |
16.45-17.30 | Alex Watson |
Tuesday (Statistical models and methods for spatial point processes)
09.00-10.00 | Rasmus Waagepetersen |
10.00-10.30 | coffee break |
10.30-11.30 | Rasmus Waagepetersen |
11.30-12.30 | PhD-student meeting |
12.30-14.00 | lunch break |
14.00-15.00 | Rasmus Waagepetersen |
15.00-15.30 | coffee break |
15.30-16.30 | Rasmus Waagepetersen |
Wednesday (Talks of PhD-Students)
09.00-09.30 | Mehmet Madensoy | Change Point Inference in Volatility |
09.30-10.00 | Anna Kozhina | Parametrix and it's applications |
10.00-10.30 | Moritz von Rohrscheidt | Bayesian Inference for M/G/1 based on Observations of Departure-Processes |
10.30-11.00 | coffee break | |
11.00-11.30 | Artem Makarov | Estimation of Hawkes processes |
11.30-11.40 | Dimitri Schwab | Random Fields on the Sphere, Continuity and Simulation |
11.40-11.50 | Britta Velten | The Lasso for Feature Selection and Prediction in High-Dimensional Multi-Omic Datasets |
11.50-12.00 | Martin Dirrler | Conditionally Max-stable Random Fields |
12.00-13.30 | lunch break | |
13.30-14.00 | Martin Kroll | Concentration inequalities for Poisson point processes with application to intensity estimation |
14.00-14.30 | Xavier Loizeau | A Bayesian interpretation of model selection |
14.30-15.00 | Olga Moreva | Modelling and Simulation of Bivariate Gaussian Random Fields |
15.00-15.30 | coffee break | |
15.30-15.40 | Alexander Jordan | Stability of Forecast Rankings |
15.40-15.50 | Lena Reichmann | Time Series Modeling of Dynamic Networks |
15.50-16.00 | Stefan Schnabel | Efficient simulation algorithm for stationary max-stable random fields |
16.00-16.10 | Philip Weißmann | Self-similar Markov processes |
16.10-16.20 | Kira Feldmann | Spatial post-processing of ensemble weather forecasts |
RTG foto session | ||
BBQ at Neuenheimer Feld |
Thursday (Estimation and calibration of Lévy models via Fourier methods)
09.00-10.00 | Denis Belomestny |
10.00-10.30 | coffee break |
10.30-11.30 | Denis Belomestny |
11.30-12.30 | RTG-meeting |
12.30-14.00 | lunch break |
14.00-15.00 | Denis Belomestny |
15.00-15.30 | coffee break |
15.30-16.30 | Denis Belomestny |
16.30-17.30 | Board meeting |
Friday (Statistics for diffusion processes)
09:00-10.00 | Claudia Strauch |
10.00-10.30 | coffee break |
10.30-11.30 | Claudia Strauch |
11.30-13.00 | lunch break |
13.00-14.00 | Claudia Strauch |
14.00-14.30 | coffee break |
14.30-15.30 | Claudia Strauch |
Practical Information
Date: September, 12th-16th, 2016
Venue: Heidelberg University, Mathematikon, Seminarroom A
Organizers
Research training group "Statistical modeling of complex systems and processes"