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

Kyiv, Ukraine

October 11-12, 2022

Current local time in Kyiv:     (GMT+3)


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

October 11, 2022

14:15 – 14:30Yuliya Mishura, Greetings to participants
1st sessionChair: Ostap Okhrin
14:30 – 15:00Nakahiro Yoshida, Adaptive and non-adaptive estimation for degenerate diffusion processes
15:00 – 15:30Lutz Mattner, A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal (presentation)
15:30 – 15:50 Break
2nd sessionChair: Kostiantyn Ralchenko
15:50 – 16:20Sandor Baran, K-optimal designs for regression models driven by Ornstein-Uhlenbeck processes and fields (presentation)
16:20 – 16:50Alexander Ivanov, LSE Consistency of the Symmetric Textured Surface Parameters (presentation)
16:50 – 17:20Khalifa Es-Sebaiy, Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (presentation)
17:20 – 17:40 Break
3rd sessionChair: Kestutis Kubilius
17:40 – 18:10Yuliya Mishura, Statistical estimation in the models with memory (presentation)
18:10 – 18:40Rostyslav Maiboroda, Estimation of concentrations parameters in models of mixtures with varying concentrations

October 12, 2022

1st sessionChair: Taras Bodnar
14:00 – 14:30Shalabh, Goodness of Fit Statistic in Non-parametric Measurement Error Model
14:30 – 15:00Thomas Augustin, Survival Analysis under Generalized Measurement Error Models (presentation)
15:00 – 15:30Ostap Okhrin, Infinitely stochastic micro reserving (Jointly with Matúš Maciak and Michal Pešta)
15:30 – 16:00Kestutis Kubilius, Stochastic differential equation with a soft wall
16:00 – 16:30 Break
2nd sessionChair: Yuliya Mishura
16:30 – 17:00Kostiantyn Ralchenko, Drift parameters estimation in the Cox–Ingersoll– Ross model (presentation)
17:00 – 17:30Taras Bodnar, Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices
17:30 – 18:00Sergiy Shklyar, Sufficiency estimator in the inverse exponential regression