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 was supported by the research training group “Statistical modeling of complex systems and processes”.