PROGRAM
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 – 14:30 | Yuliya Mishura, Greetings to participants |
| 1st session | Chair: Ostap Okhrin |
| 14:30 – 15:00 | Nakahiro Yoshida, Adaptive and non-adaptive estimation for degenerate diffusion processes |
| 15:00 – 15:30 | Lutz Mattner, A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal (presentation) |
| 15:30 – 15:50 | Break |
| 2nd session | Chair: Kostiantyn Ralchenko |
| 15:50 – 16:20 | Sandor Baran, K-optimal designs for regression models driven by Ornstein-Uhlenbeck processes and fields (presentation) |
| 16:20 – 16:50 | Alexander Ivanov, LSE Consistency of the Symmetric Textured Surface Parameters (presentation) |
| 16:50 – 17:20 | Khalifa Es-Sebaiy, Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (presentation) |
| 17:20 – 17:40 | Break |
| 3rd session | Chair: Kestutis Kubilius |
| 17:40 – 18:10 | Yuliya Mishura, Statistical estimation in the models with memory (presentation) |
| 18:10 – 18:40 | Rostyslav Maiboroda, Estimation of concentrations parameters in models of mixtures with varying concentrations |
October 12, 2022
| 1st session | Chair: Taras Bodnar |
| 14:00 – 14:30 | Shalabh, Goodness of Fit Statistic in Non-parametric Measurement Error Model |
| 14:30 – 15:00 | Thomas Augustin, Survival Analysis under Generalized Measurement Error Models (presentation) |
| 15:00 – 15:30 | Ostap Okhrin, Infinitely stochastic micro reserving (Jointly with Matúš Maciak and Michal Pešta) |
| 15:30 – 16:00 | Kestutis Kubilius, Stochastic differential equation with a soft wall |
| 16:00 – 16:30 | Break |
| 2nd session | Chair: Yuliya Mishura |
| 16:30 – 17:00 | Kostiantyn Ralchenko, Drift parameters estimation in the Cox–Ingersoll– Ross model (presentation) |
| 17:00 – 17:30 | Taras Bodnar, Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices |
| 17:30 – 18:00 | Sergiy Shklyar, Sufficiency estimator in the inverse exponential regression |