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

    12.15–13.00Claudia Strauch
    13.00–13.45Markus Bibinger
    13.45–14.30coffee break
    14.30–15.15Mathias Vetter
    15.15–16.00Mathias 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 was supported by the research training group “Statistical modeling of complex systems and processes”.