Seminar on Probability and Statistics

Seminar information archive ~03/28Next seminarFuture seminars 03/29~

Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike


10:00-17:10   Room #123 (Graduate School of Math. Sci. Bldg.)
Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, and JST CREST) 10:00-10:50
Asymptotic expansion of variations
Teppei Ogihara (The Institute of Statistical Mathematics, JST PRESTO, and JST CREST) 11:00-11:50
LAMN property and optimal estimation for diffusion with non synchronous observations
David Nualart (Kansas University) 13:10-14:00
Approximation schemes for stochastic differential equations driven by a fractional Brownian motion
David Nualart (Kansas University) 14:10-15:00
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Seiichiro Kusuoka (Okayama University) 15:20-16:10
Stein's equations for invariant measures of diffusions processes and their applications via Malliavin calculus
Yasushi Ishikawa (Ehime University) 16:20-17:10
Asymptotic expansion of a nonlinear oscillator with a jump diffusion
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