Preliminary Programme

Monday 14 August

 

09:00-09:30Registration
09:30-10:00Jan Rosinski: TBA
10:00-10:30Olav Kallenberg: On the Basic Estimation Problem for Symmetric random Graphs and Networks
10:30-11:00Coffee Break
11:00-11:30Carsten Chong: TBA
11:30-12:00Vladimir Panov: Statistical Inference for the Moving-Average Lévy Model in Low-Frequency Setup
12:00-12:30Jevgenijs Ivanovs: Zooming in on a Lévy Process at its Supremum
12:30-14:00Lunch
14:00-14:30Almut Veraart: Limit Theorems for the Realised Covariation of a Bivariate Brownian Semistationary Process
14:30-15:00Claudio Heinrich: TBA
15:00-15:30Coffee Break
15:30-16:00Mikko Pakkanen: Pathwise Large Deviations for the Rough Bergomi Model
16:00-16:30

Markus Riedle: TBA

17:30

Poster Session + Reception
Place: Department of Mathematics, Vandrehallen, building 1530

 Tuesday 15 August

 

09:30-10:00Victor Pérez-Abreu: From Random Matricial Processes to Noncommutative Processes: A Review of Recent Results 
10:00-10:30Johannes Heiny: TBA
10:30-11:00Coffee Break
11:00-11:30Iben Simonsen: TBA
11:30-12:00Erik Hove Karlsen: TBA
12:00-12:30Victor Rohde/Mikkel Slot Nielsen: TBA
12:30-14:00Lunch
14:00-14:30Donatas Surgailis: Asymptotic Distributions of Some Scale Estimators in Nonlinear Models with Long Memory Errors Having Infinite Variance
14:30-15:00Vytaute Pilipauskaite: Statistical Inference from Panel Random-Coefficient AR(1) Data
15:00-15:30Coffee Break
15:30-16:00Murad Taqqu: Intermittency and the Convergence of supOU Processes
16:00-16:30

Nikolai N. Leonenko: Superpositions of Ornstein-Uhlenbeck Type Processes: Intermittency and Multifractality

19:00Conference Dinner at Restaurant Langhoff & Juul, Gudlsmedgade 30, 8000 Aarhus C

 

 

 Wednesday 16 August

 

09:30-10:00Martin Greiner: Applications of Two-Dimensional Multifractal Fractional Brownian Motion to Mesoscale Wind Power Generation and Synthetic Climate Change
10:00-10:30Jürgen Schmiegel: Ambit Fields, Stream Functions and Skewness
10:30-11:00Coffee Break
11:00-11:30Orimar Sauri: TBA
11:30-12:00Giulia di Nunno: TBA
12:00:13:30Lunch
13:30-14:00Gennady Samorodnitsky: Asymptotic Behaviour of Gaussian Minima
14:00-14:30René Schilling: On the Domain of Fractional Laplacians and Related Generators of Feller Processes
14:30-15:00Coffee Break
15:00-15:30Maxime Morariu-Patrichi: Hybrid Marked Point Processes: Characterisation, Existence and Uniqueness
15:30-16:00Fred Espen Benth: TBA