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*