Statistics for dependent observations and their applications

June 1-2 2010

Program

There are 40 minutes provided for each talk and 5 additional minutes for questions. 

        Robust Bayes minimax estimators of location vectors         Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression         Estimating the regularity of a sampled gaussian process         Markov chains: two pasts for one present         Random evolutions and estimation problems for semi-Markov chains with general state space         On the estimation of entropy for Markov processes          19h30: DINNER (restaurant "Le Rouennais")         On ruin probabilities in models with constant interest rate         A central limit theorem for reversible processes with non-linear growth of variance         Some challenges with the dependency induced by an adaptive design         Some asymptotic properties in sequential design of experiments         Regression models, functional dependent datasets, and time series         On sequential parameter estimation of continuous-time linear regression processes         Nonparametric estimation in the regression with a semimartingal noise

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