Talks-2017

Talks [2017Apr-2018Mar]

April

• Hiroki Masuda: Lévy SDE inference in Yuima package, Dynstoch meeting 2017, Siegen, 2017.4.6


• Nakahiro Yoshida: Recent topics in quasi Likelihood analysis, Dynstoch meeting 2017, Siegen, 2017.4

• Hiroki Masuda: Stable quasi-likelihood regression, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.15


• K. Kamatani: Ergodicity of some reversible proposal MCMC and its application to Bayesian inference for stochastic processes, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.15


• N. Yoshida: Quasi likelihood analysis and model selection for stochastic processes, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.15


• M. Uchida: Hybrid type estimation for ergodic diffusion processes based on reduced data, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.16


• Y. Shimizu: Parametric inference for ruin probability under Levy insurance risks, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.16


• Y. Koike: Capturing heterogeneous lead-lag relationships from ultra high frequency data, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.16


• Shoichi Eguchi: Model selection for stochastic differential equations in YUIMA package, EcoSta 2017, Hong Kong University of Sciences and Technology, China, 2017.6.16


• Yuma Uehara: Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models, Hong Kong University of Sciences and Technology, China, 2017.6.17


• Y. Koike: Capturing heterogeneous lead-lag relationships from ultra high frequency data (poster), SoFiE 2017, New York University, USA, 2017.6.22


• Y. Koike: Wavelet-based methods for high-frequency lead-lag analysis, IAAE 2017, Hotel Emisia, Sapporo, Japan, 2017.6.26

• Hiroki Masuda: Local limit theorem in non-Gaussian quasi-likelihood inference, Workshop "Asymptotic Statistics of Stochastic Processes and Applications XI", St Petersburg, Russia, 2017.7.19


• Yuta Koike: On the asymptotic structure of Brownian motions with a small lead-lag effect, Workshop "Asymptotic Statistics of Stochastic Processes and Applications XI", St Petersburg, Russia, 2017.7.20


• Masayuki Uchida: Hybrid estimators with initial Bayes estimators for small diffusion processes based on reduced data, Workshop "Asymptotic Statistics of Stochastic Processes and Applications XI", St Petersburg, Russia, 2017.7.21

• Yuma Uehara: Estimation of jump diffusion models without fine-tuning, Japanese Joint Statistical Meeting 2017, Nanzan University, Nagoya, 2017.9.4.


• Hiroki Masuda: Modeling time scale for stochastic process, Japanese Joint Statistical Meeting 2017, Nanzan University, Nagoya, 2017.9.6.

• Hiroki Masuda: Efficient estimation of stable Lévy process from high-frequency data, Workshop "Infinitely divisible processes and related topics", ISM, Tokyo, 2017.12.1.


• Hiroki Masuda and Eguchi Shoichi: Modeling time scale in high-frequency data, ERCIM 2017, London, 2017.12.16


• Masayuki Uchida, Hybrid estimators for ergodic diffusion processes based on thinned data, ERCIM 2017, London, 2017.12.16


• Yuta Koike, Lead-lag analysis of non-synchronously observed time series with R, ERCIM 2017, London, 2017.12.16


• Kengo Kamatani: Curse of dimensionality of MCMC, ERCIM 2017, London, 2017.12.17


• Nakahiro Yoshida: Penalized methods for stochastic processes, ERCIM 2017, London,  2017.12.17

• Hiroki Masuda: Efficient estimation of stable Lévy process, ASC2018 "Asymptotic Statistics and Computations", University of Tokyo, 2018.2.5.


• Yuta Koike: Multi-scale analysis of lead-lag relationships in high-frequency financial markets, ASC2018 "Asymptotic Statistics and Computations", University of Tokyo, 2018.2.5.

• Yuta Koike: Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data, 2018 Kagawa International Symposium “Recent Developments in Statistics and Econometrics”, Kagawa University, 2018.3.3


• Kengo Kamatani: Reversible proposal MCMC with heavy-tailed target distributions, Statistics Seminar, Warwick University, Coventry, 2018.03.16


• Yuta Koike: Lead-lag Analysis in YUIMA package, Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project, University of Milan, 2018.3.27


• Hiroki Masuda: Sampling stepsize in practice: fine tuning and/or estimation, Workshop Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project, University of Milan, 2018.3.28