Відбулась наукова конференція на тему випадкові процеси: теорія та статистичні застосування
| 10:40–11:10 | E. Orsingher (Sapienza University of Rome) Pseudoprocesses and circular pseudoprocesses Abstract |
| 11:10–11:40 | M. Dozzi (Université de Lorraine) On the large time behaviour of semilinear stochastic parabolic equations Abstract |
| 12:00–12:20 | Y. Mishura Strong consistency of the standard maximum likelihood estimate of drift parameter in the diffusion model |
| 12:20–12:40 | G. Shevchenko Hurst parameter estimation in the mixed model Abstract |
| 12:40–13:00 | L. Sakhno Minimum contrast method for statistical estimation in the spectral domain |
| 13:05–13:25 | Yu. Kozachenko, T. Yanevych Criterion for testing a hypothesis on covariance function of the vector-valued random sequence |
| 13:25–13:45 | V. Zubchenko Comparison and properties of integrals with respect to fractional Poisson process with Molchan–Golosov and Mandelbrot–Van Ness kernels |
| 13:45–14:05 | V. Knopova On some properties of the probability density of a Levy process |
| 14:05–14:25 | K. Ralchenko Parameter estimation in models with long-range dependence (based on a joint work with Y. Mishura and G. Shevchenko) |