Wednesday, June 8
11:00 - 12:00: Welcome to the participants
12:00 - 13:20: Lunch
13:20 - 13:30: Opening of Dynstoch workshop
13:30 - 14:00: Reinhard Höpfner (Johannes Gutenberg-Univ.Mainz, Germany)
Asymptotic properties of a reconstruction algorithm for individual particle trajectories in discretely observed branching diffusions
14:00 - 14:30: Eva Löcherbach (University of Cergy-Pontoise, France)
Smoothness of the invariant density of interacting neurons
14:30 - 15:00: Pierre Hodara (University of Cergy-Pontoise, France)
Non-parametric estimation of the spiking rate in systems of interacting neurons
15:00 - 15:30: Gyula Pap (University of Szeged, Hungary)
Statistical inference of 2-type Galton Watson processes with immigration
15:30 - 16:00: Coffee break
16:00 - 16:30: Nakahiro Yoshida (University of Tokyo, Japan)
Quasi likelihood analysis and limit order book modeling
16:30 - 17:00: Alexander Schnurr (University of Siegen, Germany)
Detecting structural breaks in the degree of dependence between time series
17:00 - 17:30: Randolf Altmeyer (Humboldt-University of Berlin, Germany)
Estimating occupation time of continuous semimartingales
17:30 - 18:00: Jakub Chorowski (Humboldt-University of Berlin, Germany)
Approximation of integral type functional of Markov processes
18:00 - 20:00: Posters session and cocktail
Thursday, June 9
9:00 - 9:30: Catherine Larédo (Denis Diderot University, France)
Parametric inference for discrete observations of diffusions with random effects in the drift or in the diffusion coefficient
9:30 - 10:00: Valentine Genon-Catalot (Paris Descartes University, France)
Parametric inference for discrete observations of diffusions with random effects in the drift and in the diffusion coefficient
10:00 - 10:30: Jacob Ostergaard (University of Copenhagen, Denmark)
Cointegrated oscillating systems
10:30 - 11:00: Coffee break
11:00 - 11:30: Yury Kutoyants (University of Le Mans, France)
On misspecification in regularity and properties of estimators
11:30 - 12:00: Masayuki Uchida (Osaka University, Japan)
Adaptive estimation for small diffusion processes
12:00 - 12:30: Maroua Ben Abdeddaiem (University of Le Mans, France)
On goodness-of-fit tests for perturbed dynamical systems based on a minimum distance estimator
12:30 - 14:30: Lunch
14:30 - 15:00: Dasha Loukianova (University Evry-val d'Essone, France)
Jump filtering and efficient drift estimation for Lévy-driven SDE's
15:00 - 15:30: Matyas Barczy (University of Debrecen, Hungary)
Maximum likelihood estimation for Heston models
15:30 - 16:00: Alberto Coca Cabrero (University of Cambridge, United Kingdom)
Efficient nonparametric estimation of discretely observed compound Poisson processes
16:30 - 17:00: Coffee break
17:00 - 17:30: Jan van Waaij (University of Amsterdam, The Netherlands)
Optimal rates and adaptation for Bayesian methods of diffusion processes
17:30 - 18:00: Jakob Söhl (University of Cambridge, United Kingdom)
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
18:00 - 18:30: Hiroki Masuda (Kyushu University, Japan)
On Schwarz type model comparison
19:30: Workshop dinner
Friday, June 10
9:00 - 9:30: Peter Spreij (University of Amsterdam, The Netherlands)
Large deviations for Markov-modulated diffusion processes with rapid switching
9:30 - 10:00: Marie du Roy de Chaumaray (University of Bordeaux, France)
Large deviations for the squared radial Ornstein-Uhlenbeck process
10:00 - 10:30: Gustaw Matulewicz (Ecole Polytechnique, France)
Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
10:30 - 11:00: Coffee break
11:00 - 11:30: Jeannette Woerner (Technische Universität Dortmund, Germany)
Inference for fractional Ornstein-Uhlenbeck processes with periodic mean
11:30 - 12:00: Simon Holbach (Johannes Gutenberg-Universität Mainz, Germany)
Local asymptotic normality for stochastic Hogdkin-Huxley-systems
12:00 - 12:30: Dynstoch meeting
12:30 - 14:00: Lunch
14:00 - 14:30: Markus Bibinger (Philipps-Universität Marburg, Germany)
Change-point analysis for rough fractional volatility models
14:30 - 15:00: Sebastian Holtz (Humboldt-Universität zu Berlin, Germany)
Parametric covariation from noisy observations: efficiency, equivalence and estimation
15:00 - 15:30: Chunhao Cai (Nankai University, China)
Non-parametric threshold estimation for classical risk process perturbed by diffusion
15:30 - 16:00: Coffee break
16:00 - 16:30: Alioune Top (University of Le Mans, France)
On multiple change-point estimation for Poisson process
16:30 - 17:00: Samvel Gasparyan (University of Le Mans, France)
Second order asymptotic efficiency for a Poisson process
17:00 - 17:30: Valentin Resseguier (Inria/Irmar, France)
Transport along stochastic flows in fluid dynamics
17:30: Coffee