1300-1310 Opening 1310-1340 TSUKAHARA Hideatsu (Seijo University) Semiparametric estimation in copula models 1345-1415 KUSUOKA Shigeo (University of Tokyo) Monte Carlo method for pricing Bermuda type derivatives 1430-1500 GLOTER, A. (Université Montesquieu) JACOD, Jean (Université Paris 6)* Diffusions with measurement errors 1510-1540 AONUMA Kimiaki (Bank of Tokyo-Mitsubishi) NAKAYAMA Toshiyuki (Bank of Tokyo-Mitsubishi)* A Valuation method of the counterparty risk in swap 1550-1620 KURIKI Satoshi (Institute of Statistical Mathematics)* TAKEMURA Akimichi (University of Tokyo) Application of tube formula to distributional problems in multiway layouts
	940-1010 TAKAHASHI Akihiko (University of Tokyo) The asymptotic expansion approach to finance 1020-1050 SEI Tomonari (University of Tokyo)* KOMAKI Fumiyasu (University of Tokyo) Information geometry of estimators for diffusion processes with small noise 1100-1130 SØRENSEN, Michael (University of Copenhagen) A flexible class of stochastic volatility models 1310-1340 MASUDA Hiroki (University of Tokyo) On inherited ergodicity in a class of partially observed stochastic models 1345-1415 KUTOYANTS, Yury (Université du Maine) WINDOWS 2001 1430-1500 KITAGAWA Genshiro (Institute of Statistical Mathematics) General state space modeling for complex time series 1505-1535 YOSHIDA Nakahiro (University of Tokyo) Conditional asymptotic expansion and its applications 1550-1620 TANAKA Katsuto (Hitotsubashi University) Wavelet methods for time series analysis 1625-1655 OZAKI Tohru (Institute of Statistical Mathematics) Use of stochastic differential equation models in financial time series analysis
	940-1010 OMORI Yasuhiro (University of Tokyo) Recent developments in Markov Chain Monte Carlo method 1020-1050 CHANDRA, A. (Osaka University)* TANIGUCHI Masanobu (Osaka University) Asymptotics of rank order statistics for ARCH residual empirical processes 1100-1130 SAKAMOTO Yuji (Hiroshima International University) Asymptotic expansion for hidden Markov models 1310-1340 KUNITOMO Naoto (University of Tokyo)* SATO Seisho (Institute of Statistical Mathematics) A generalized SSAR model and predictive distribution with an application to VaR 1345-1415 KAKIZAWA Yoshihide (Hokkaido University) Large deviations limit theorems for the kernel spectral density estimator 1425-1455 YAJIMA Yoshihiro (University of Tokyo) On semiparametric estimation of a fractional difference parameter