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 |
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 |