International Workshop ''Statistics of Stochastic Processes in Discrete and Continuous Time''

October 11-12, 2022

Current local time in Kyiv:     (GMT+3)

The Workshop is organized by the Department of Probability Theory, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv

The Workshop will be conducted virtually via Zoom meeting


Program committee: Kestutis Kubilius, Yuliya Mishura

Organizing committee: Iryna Bodnarchuk, Kostiantyn Ralchenko


Invited Speakers

Thomas Augustin, Ludwig-Maximilians-Universität München, Germany
Title of the talk: Survival Analysis under Generalized Measurement Error Models

Sandor Baran, University of Debrecen, Hungary
Title of the talk: K-optimal designs for regression models driven by Ornstein-Uhlenbeck processes and fields

Taras Bodnar, Stockholm University, Sweden
Title of the talk: Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices

Khalifa Es-Sebaiy, Kuwait University, Kuwait
Title of the talk: Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Title of the talk: LSE Consistency of the Symmetric Textured Surface Parameters

Kestutis Kubilius, Vilnius university, Lithuania
Title of the talk: Stochastic differential equation with a soft wall

Yury Kutoyants, Le Mans University, France
Title of the talk: Parameter Estimation for Hidden Markov Processes

Rostyslav Maiboroda, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Estimation of concentrations parameters in models of mixtures with varying concentrations

Lutz Mattner, Universität Trier, Germany
Title of the talk: A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal

Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Statistical estimation in the models with memory

Ostap Okhrin, Technical University of Dresden, Germany
Title of the talk: Infinitely stochastic micro reserving (Jointly with Matúš Maciak and Michal Pešta)

Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Drift parameters estimation in the Cox–Ingersoll–Ross model

Shalabh, Indian Institute of Technology Kanpur, India
Title of the talk: Goodness of Fit Statistic in Non-parametric Measurement Error Model

Sergiy Shklyar, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Sufficiency estimator in the inverse exponential regression

Nakahiro Yoshida, University of Tokyo, Japan
Title of the talk: Adaptive and non-adaptive estimation for degenerate diffusion processes