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”.
