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“.