List of talks

Invited Talks

Name Affiliation Title
Dalalyan, Arnak S. ENSAE ParisTech, CREST Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
Iacus, Stefano University of Milan On estimation for the fractional Ornstein-Uhlembeck process observed at discrete time
Ishikawa, Yasushi Ehime University Nerve cell model and asymptotic expansion
Kohatsu-Higa, Arturo Ritsumeikan University LAMN property for jump type processes
Kulik, Alexei M. Institute of Mathematics,
Ukrainian Acad. Sci.
Limit theorems and statistical inference for ergodic solutions of Levy driven SDE's
Kunitomo, Naoto University of Tokyo A robust estimation of integrated volatility under micro-market adjustments and round-off errors
Kutoyants, Yury Universite du Maine On approximation of the backward SDE
Li, Chenxu Peking University Estimating jump-diffusions using closed-form likelihood expansions
Morales, Manuel University of Montreal On Levy insurance risk models: a review and new directions
Murata, Noboru Waseda University Learning ancestral atom of structured dictionary via sparse coding
Park, Siyun Korea University Business School Entropy-based test for time series models
Richards, Donald Pennsylvania State University Counting and locating multiple solutions of estimating equations
Rosenbaum, Mathieu Universite Paris 6 Estimating the efficient price from the order flow: a Brownian Cox process approach
Sen, Pranab K. University of North Carolina Rank tests for short memory stationarity
Shimodaira, Hidetoshi Osaka University Higher-order accuracy of multiscale double-bootstrap resampling for testing regions
Tsukahara, Hideatsu Seijo University On a resampling scheme for empirical copulas
Ueno, Tsuyoshi Japan Science and Technology Agency Semiparametric statistical approach to reinforcement learning
Yajima, Yoshihiro University of Tokyo On statistical inference of spatio-temporal random fields
Yang, Hailiang The University of Hong Kong Nonparametric estimate of the ruin probability in a pure-jump Levy risk model


Contributed Talks

Name Affiliation Title
Aktas, Serpil Hacettepe University Performance of power divergence statistics under quasi independence model
Beutner, Eric Maastricht University Central and non-central limit theorems for statistical functionals based on weakly and strongly dependent data
Kato, Kengo Hiroshima University Central limit theorem and multiplier theorem when $p$ is much larger than $n$
Koike, Yuta University of Tokyo Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, noise and jumps
Kumagai, Wataru Tohoku University Quantum hypothesis testing for Gaussian states
Kuriki, Satoshi Institute of Statistical Mathematics
Institute of Statistical Science,
Academia Sinica
Goodness-of-fit statistics based on multifold integrated empirical distribution functions
Maesono, Yoshihiko Kyushu University Smoothing of sign test and approximation of its p-value
Mano, Shuhei Institute of Statistical Mathematics Extremes of Pitman's random partitions and their asymptotics
Nishiyama, Yoichi Institute of Statistical Mathematics On entropy-martingale methods in statistics
Nomura, Ryosuke University of Tokyo The convergence limit of the temporal difference learning
Rosadi, Dedi Gadjah Mada University Second-order least-squares estimation for regression models with autocorrelated errors: asymptotic properties and simulation results
Takeuchi, Atsushi Osaka City University Asymptotic behavior of densities for stochastic functional differential equations
Tanaka, Kentaro Tokyo Institute of Technology Machine learning methods for conditional independence inference
Tasci, Deniz Hacettepe University Two independent sample test for folded normal data
Thampi, K.K. Mahatma Gandhi University Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims
Watthanacheewakul, Lakhana Maejo University Modified Box-Cox transformation and manly transformation with failure time data


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