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

All sessions are organized as Zoom meetings

Time is everywhere local time in Kyiv (GMT+3)

October 11: official program, scientific talks, 14:15-18:40

October 12: scientific talks, 14:00-18:00

**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*

**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*