Research Group "Stochastic Algorithms and Nonparametric Statistics"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter Semester 2012/13

Place: Weierstrass-Institute for Applied Analysis and Stochastics
Room 406 (4th floor), Mohrenstraße 39, 10117 Berlin
Time: Tuesdays, 3.00 p.m. - 4.00 p.m.
04.09.12 M. Tretyakov (University of Nottingham)
Layer methods for Navier-Stokes equations with additive noise
25.09.12 H. Mai (WIAS Berlin)
Drift estimation for jump diffusions: time-continuous and high-frequency observations
16.10.12 No Talk!
23.10.12 P. Friz (WIAS/TU Berlin)
Solving the KPZ equation
30.10.12 Clément Marteau (INSA, Toulouse)
Non-parametric goodness-of-fit tests and inverse problems
06.11.12 Rainer Dahlhaus (Ruprecht Karls Universität Heidelberg)
Cointegration and phase synchronization: Bridging two theories
13.11.12 Paul Gassiat
Solving the KPZ equation (Part II)
20.11.12 Christian Bayer (WIAS Berlin)
Asymptotics beats Monte Carlo: The case of correlated local vol baskets
27.11.12 No Talk!

04.12.12 Internal meeting
11.12.12 Benjamin Gess (TUB und HU)
Solving the KPZ equation, Part III
18.12.12 No Talk!
08.01.13 No Talk!
15.01.2013 First Talk: Dr. Olha Bodnar (Frankfurt-Oder)
14:00 - 14:30: Bayesian Analysis of Inconsistent Key Comparison Data
Second Talk: Prof. Thorsten Dickhaus (HU Berlin)
15:00 - 15:30: Structural simultaneous statistical inference
22.01.13 M. Zhilova (WIAS Berlin)
Uniform inference for local parametric modeling
29.01.13 Andreas Andresen (WIAS Berlin)
Finite sample analysis of maximum likelihood estimators: an approach to show convergence of the alternating procedure?
05.02.13 Hilmar Mai (WIAS Berlin)
Inverse realized Laplace transforms and nonparametric density estimation
12.02.13 Goncalo dos Reis (TU Berlin)
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs, Part I
19.02.13 Harald Oberhauser (TU Berlin)
An extension of the functional Ito formula
26.02.13 Eric Luçon (TU Berlin)
On the fluctuations of the weakly asymmetric exclusion process and KPZ equation

last reviewed: February, 20, 2013, Christine Schneider