Workshop on
Statistical Inference for Stochastic Processes
Rennes, April 24-26, 1997
List of talks and participants

  1. Christophe Aubry (Université du Maine, Le Mans) Asymptotic normality of the minimum distance estimation in the case of a diffusion process

  2. Ole Barndorff-Nielsen (Århus Universitet) Processes of normal inverse Gaussian type

  3. Frédéric Cérou (LATP / INRIA, Marseille)

  4. Emmanuelle Clément (Université de Marne-la-Vallée)

  5. Dominique Dehay (Université de Rennes II)

  6. Sylvain Delattre (Université de Paris VI) Estimation for a diffusion in presence of round-off errors

  7. Jean Deshayes (Université de Rennes I)

  8. Feike Drost (Katholieke Universiteit Brabant, Tilburg) Exchange rate target zones: a new approach

  9. Kacha Dzhaparidze (CWI, Amsterdam)

  10. Ernst Eberlein (Universität Freiburg) Term structure models driven by Lévy processes

  11. Valentine Genon-Catalot (Université de Marne-la-Vallée) Parametric inference for stochastic volatility models (joint work with C. Laredo and T. Jeantheau)

  12. Reinhard Höpfner (Universität Paderborn) Inference for d-dimensional stable processes, and some generalizations

  13. Jean Jacod (Université de Paris VI) Non-parametric estimation of the diffusion coefficient

  14. Michael Jaehnisch (Weierstraß Institut, Berlin)

  15. Paulius Jakubenas (Université de Paris VI)

  16. Thierry Jeantheau (Université de Marne-la-Vallée)

  17. Wissem Jedidi (Université de Paris VI)

  18. Mathieu Kessler (Université de Paris VI)

  19. Uwe Küchler (Humboldt Universität, Berlin) A note on discrete approximations of delay equations (joint work with E. Platen)

  20. Yurii Kutoyants (Université du Maine, Le Mans) Nonparametric estimation for ergodic diffusion process

  21. Catherine Laredo (INRA, Jouy-en-Josas) Equivalence of experiments for diffusion processes

  22. François Le Gland (IRISA / INRIA, Rennes)

  23. Eva Löcherbach (Bonn Universität) LAN for birth and death on a flow

  24. Jean Mémin (Université de Rennes I)

  25. Ilia Negri (Université du Maine, Le Mans) Nonparametric estimation of the invariant measure of an ergodic diffusion process

  26. Michael Nussbaum (Weierstraß Institut, Berlin) Asymptotic equivalence of a nonparametric spectral density model to Gaussian white noise (joint work with G. Golubev)

  27. Ulrike Putschke (Technische Universität Berlin)

  28. Hanspeter Schmidli (Århus Universitet)

  29. Christine Sibeux (Université d'Angers) Uniform convergence of semimartingales

  30. Peter Spreij (Vrije Universiteit, Amsterdam) On convergence of likelihood ratios for filtered experiments (joint work with K. Dzhaparidze and E. Valkeila)

  31. Michael Sørensen (Århus Universitet) Exponential family inference for discretely observed diffusions

  32. Sandie Souchet (Université Paris I) Anticipative discretisation schemes and estimation of the parameter of a diffusion

  33. Esko Valkeila (Helsingin Yliopisto) On the Girsanov formula for the fractional Brownian motion

  34. Lioudmila Vostrikova (Université d'Angers)

  35. Wolfgang Wefelmeyer (Universität Siegen) Information bounds for Gibbs samplers


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