Workshop on
Statistical Inference for Stochastic Processes
Rennes, April 24-26, 1997
List of talks and participants
- Christophe Aubry (Université du Maine, Le Mans)
Asymptotic normality of the minimum distance estimation
in the case of a diffusion process
- Ole Barndorff-Nielsen (Århus Universitet)
Processes of normal inverse Gaussian type
- Frédéric Cérou (LATP / INRIA, Marseille)
- Emmanuelle Clément (Université
de Marne-la-Vallée)
- Dominique Dehay (Université de Rennes II)
- Sylvain Delattre (Université de Paris VI)
Estimation for a diffusion in presence
of round-off errors
- Jean Deshayes (Université de Rennes I)
- Feike Drost (Katholieke Universiteit Brabant, Tilburg)
Exchange rate target zones: a new approach
- Kacha Dzhaparidze (CWI, Amsterdam)
- Ernst Eberlein (Universität Freiburg)
Term structure models driven by Lévy processes
- Valentine Genon-Catalot (Université
de Marne-la-Vallée)
Parametric inference for stochastic volatility models
(joint work with C. Laredo and T. Jeantheau)
- Reinhard Höpfner (Universität Paderborn)
Inference for d-dimensional stable processes,
and some generalizations
- Jean Jacod (Université de Paris VI)
Non-parametric estimation of the diffusion coefficient
- Michael Jaehnisch (Weierstraß Institut, Berlin)
- Paulius Jakubenas (Université de Paris VI)
- Thierry Jeantheau (Université
de Marne-la-Vallée)
- Wissem Jedidi (Université de Paris VI)
- Mathieu Kessler (Université de Paris VI)
- Uwe Küchler (Humboldt Universität, Berlin)
A note on discrete approximations of delay equations
(joint work with E. Platen)
- Yurii Kutoyants (Université du Maine, Le Mans)
Nonparametric estimation for ergodic diffusion process
- Catherine Laredo (INRA, Jouy-en-Josas)
Equivalence of experiments for diffusion processes
- François Le Gland (IRISA / INRIA, Rennes)
- Eva Löcherbach (Bonn Universität)
LAN for birth and death on a flow
- Jean Mémin (Université de Rennes I)
- Ilia Negri (Université du Maine, Le Mans)
Nonparametric estimation of the invariant measure of an ergodic
diffusion process
- Michael Nussbaum (Weierstraß Institut, Berlin)
Asymptotic equivalence of a nonparametric spectral density model
to Gaussian white noise
(joint work with G. Golubev)
- Ulrike Putschke (Technische Universität Berlin)
- Hanspeter Schmidli (Århus Universitet)
- Christine Sibeux (Université d'Angers)
Uniform convergence of semimartingales
- Peter Spreij (Vrije Universiteit, Amsterdam)
On convergence of likelihood ratios for filtered experiments
(joint work with K. Dzhaparidze and E. Valkeila)
- Michael Sørensen (Århus Universitet)
Exponential family inference for discretely observed diffusions
- Sandie Souchet (Université Paris I)
Anticipative discretisation schemes and estimation of the parameter
of a diffusion
- Esko Valkeila (Helsingin Yliopisto)
On the Girsanov formula for the fractional Brownian motion
- Lioudmila Vostrikova (Université d'Angers)
- Wolfgang Wefelmeyer (Universität Siegen)
Information bounds for Gibbs samplers
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