A list of titles and presenters is given here.
Program with abstracts (PDF: ver. September 1 2013)
September 2 (Mon.)
*All sessions of this day will be held at Auditorium.
9:25–9:30 Opening
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9:30–10:30 Invited talks (Chair: Nakahiro YOSHIDA)
Yury KUTOYANTS (Université du Maine)
On approximation of the backward SDE (slide)
Naoto KUNITOMO (University of Tokyo)
A robust estimation of integrated volatility under micro-market adjustments and round-off errors (slide)
10:45–11:45 Invited talks (Chair: Ryozo MIURA)
Pranab K. SEN (University of North Carolina)
Rank tests for short memory stationarity (slide)
Stefano M. IACUS (University of Milan)
On estimation for the fractional Ornstein-Uhlenbeck process observed at discrete time (slide)
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11:45–13:00 Lunch
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13:00–14:00 Invited talks (Chair: Masayuki UCHIDA)
Chenxu LI (Peking University)
Estimating jump-diffusions using closed-form likelihood expansions (slide)
Mathieu ROSENBAUM (Université Paris 6)
Estimating the efficient price from the order flow: a Brownian Cox process approach (slide)
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14:15–15:15 Invited talks (Chair: Taiji SUZUKI)
Arnak S. DALALYAN (ENSAE ParisTech, CREST)
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (slide)
Noboru MURATA (Waseda University)
Learning ancestral atom of structured dictionary via sparse coding (slide)
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15:30–16:30 Invited talks (Chair: Taiji SUZUKI)
Tsuyoshi UENO (Japan Science and Technology Agency)
Semiparametric statistical approach to reinforcement learning (slide)
Hidetoshi SHIMODAIRA (Osaka University)
Higher-order accuracy of multiscale double-bootstrap resampling for testing regions (slide)
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September 3 (Tue.)
*All single sessions of this day will be held at Auditorium.
9:00–10:00 Invited talks (Chair: Satoshi KURIKI)
Donald RICHARDS (Pennsylvania State University)
Counting and locating multiple solutions of estimating equations (slide)
Yoshihiro YAJIMA (University of Tokyo)
On statistical inference of spatio-temporal random fields (slide)
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10:15–11:45 Invited talks (Chair: Hiroki MASUDA)
Arturo KOHATSU-HIGA (Ritsumeikan University)
LAMN property for jump type processes (slide)
Yasushi ISHIKAWA (Ehime University)
Nerve cell model and asymptotic expansion (slide)
Alexey M. KULIK (Institute of Mathematics of Ukrainian National Academy of Sciences)
Limit theorems and statistical inference for ergodic solutions of Lévy
driven SDE's (slide)
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11:45–13:50 Lunch
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13:50–14:20 Invited talks (Chair: Sangyeol LEE)
Siyun PARK (Korea University Business School)
Entropy-based test for time series models (slide)
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14:35–15:15 Contributed talks (Parallel sessions)
Auditorium (Chair: Yasutaka SHIMIZU)
(14:15-14:55)
K. K. THAMPI (Mahatma Gandhi University)
Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims (slide)
Lakhana WATTHANACHEEWAKUL (Maejo University)
Modified Box-Cox transformation and manly transformation with failure time data (slide)
Room 201 (Chair: Masaaki FUKASAWA)
(14:35-15:15)
Atsushi TAKEUCHI (Osaka City University)
Asymptotic behavior of densities for stochastic functional differential equations (slide)
Yuta KOIKE (University of Tokyo)
Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, noise and jumps (slide)
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15:30–16:30 Contributed talks (Pararel sessions)
Auditorium (Chair: Nakahiro YOSHIDA)
Yoshihiko Maesono (Kyushu University)
Smoothing of sign test and approximation of its p-value (slide)
Eric BEUTNER (Maastricht University)
Central and non-central limit theorems for statistical functionals based on weakly and strongly dependent data (slide)
Dedi ROSADI (Gadjah Mada University)
Second-order least-squares estimation for regression models with autocorrelated errors: asymptotic properties and simulation results (slide)
Room 201 (Chair: Kengo KAMATANI)
Kengo KATO (University of Tokyo)
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (slide)
Yoichi NISHIYAMA (Institute of Statistical Mathematics)
On Entropy-martingale methods in statistics (slide)
Ryosuke NOMURA (University of Tokyo)
The convergence limit of the temporal difference learning (slide)
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September 4 (Wed.)
*All sessions of this day will be held at Auditorium.
9:00–10:30 Invited talks (Chair: Yasutaka SHIMIZU)
Manuel MORALES (University of Montreal)
On Lévy insurance risk models: a review and new directions (slide)
Hailiang YANG (The University of Hong Kong)
Nonparametric estimate of the ruin probability in a pure-jump Lévy
risk model (slide)
Hideatsu TSUKAHARA (Seijo University)
On a resampling scheme for empirical copulas (slide)
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10:45–11:45 Contributed talks (Chair: Kengo KAMATANI)
Deniz TASCI (Hacettepe University)
Two independent sample test for folded normal data (slide)
Serpil AKTAS (Hacettepe University)
Performance of power divergence statistics under quasi independence model (slide)
Kentaro TANAKA (Tokyo Institute of Technology)
Machine learning methods for conditional independence inference (slide)
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11:45–13:00 Lunch
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13:00–14:00 Contributed talks (Chair: Donald Richards)
Wataru KUMAGAI (Tohoku University)
Quantum hypothesis testing for Gaussian states (slide)
Shuhei MANO (Institute of Statistical Mathematics)
Extremes of Pitman’s random partitions and their asymptotics (slide)
Satoshi KURIKI (Institute of Statistical Mathematics)
Goodness-of-fit statistics based on multifold integrated empirical distribution functions (slide)
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14:00 Closing