Mini-Workshop on Statistics for Stochastic Processes 2018

Speakers and Titles

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

Program

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

Practical Information

Date: Mai 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)

Support

The workshop is supported by the research training group "Statistical modeling of complex systems and processes".