| 11:00 - 11:30 | Wolfgang Wefelmeyer (Universität Siegen) |
| Information bounds for Gibbs samplers | |
| 11:30 - 12:00 | Michael Nussbaum (Weierstraß Institut, Berlin) |
|
Asymptotic equivalence of a nonparametric spectral density model
to Gaussian white noise
(joint work with G. Golubev) |
| 14:30 - 15:00 | Ole Barndorff-Nielsen (Århus Universitet) |
| Processes of normal inverse Gaussian type | |
| 15:00 - 15:30 | Feike Drost (Katholieke Universiteit Brabant, Tilburg) |
| Exchange rate target zones : a new approach |
| 16:00 - 16:30 | Ernst Eberlein (Universität Freiburg) |
| Term structure models driven by Lévy processes | |
| 16:30 - 17:00 | Valentine Genon-Catalot (Université de Marne-la-Vallée) |
|
Parametric inference for stochastic volatility models
(joint work with C. Laredo and T. Jeantheau) |
| 9:30 - 10:00 | Michael Sørensen (Århus Universitet) |
| Estimation for discretely observed diffusion | |
| 10:00 - 10:30 | Jean Jacod (Université de Paris VI) |
| Nonparametric estimation of the diffusion coefficient |
| 11:00 - 11:30 | Uwe Küchler (Humboldt Universität, Berlin) |
|
Discrete approximations of delay equations
(joint work with E. Platen) |
|
| 11:30 - 12:00 | Sandie Souchet (Université de Paris I) |
| Anticipative discretisation schemes and estimation of the parameter of a diffusion |
| 14:30 - 15:00 | Peter Spreij (Vrije Universiteit, Amsterdam) |
|
On convergence of likelihood ratios for filtered experiments
(joint work with K. Dzhaparidze and E. Valkeila) |
|
| 15:00 - 15:30 | Catherine Laredo (INRA, Jouy-en-Josas) |
| Equivalence of experiments for diffusion processes |
| 16:00 - 16:30 | Christine Sibeux (Université d'Angers) |
| Uniform convergence of semimartingales | |
| 16:30 - 17:00 | Eva Löcherbach (Universität Bonn) |
| LAN for birth and death on a flow |
| 9:30 - 10:00 | Esko Valkeila (Helsingin Yliopisto) |
| On the Girsanov formula for the fractional Brownian motion | |
| 10:00 - 10:30 | Reinhard Höpfner (Universität Paderborn) |
| Inference for d-dimensional stable processes and some generalizations |
| 11:00 - 11:30 | Sylvain Delattre (Université de Paris VI) |
| Estimation for a diffusion in presence of round-off errors | |
| 11:30 - 12:00 | Christophe Aubry (Université du Maine, Le Mans) |
| Asymptotic normality of the minimum distance estimation in the case of a diffusion process |
| 13:30 - 14:00 | Ilia Negri (Université du Maine, Le Mans) |
| Nonparametric estimation of the invariant measure of an ergodic diffusion process | |
| 14:00 - 14:30 | Yurii Kutoyants (Université du Maine, Le Mans) |
| Nonparametric estimation for ergodic diffusion process |
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