Monday 14 August


09:30-10:00Jan Rosinski: Perturbations of Infinitely Divisible Random Fields 
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: Intermittency for the Stochastic Heat Equation with Lévy Noise
11:30-12:00Vladimir Panov: Statistical Inference for the Moving-Average Lévy Model in Low-Frequency Setup
12:00-12:30Fred Espen Benth: Continuous-Time Autoregressive Moving-Average Processes in Hilbert Space
14:00-14:30Almut Veraart: Limit Theorems for the Realised Covariation of a Bivariate Brownian Semistationary Process
14:30-15:00Claudio Heinrich: General Limit Theory for Lévy Driven Moving Average Processes
15:00-15:30Coffee Break
15:30-16:00Mikko Pakkanen: Pathwise Large Deviations for the Rough Bergomi Model

Markus Riedle: Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes


Poster Session + Reception
Place: Department of Mathematics, MatLab, building 1536, room 114

 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: A Comparison of High-Dimensional Sample Covariance and Correlation Matrices of a Heavy-Tailed Time Series
10:30-11:00Coffee Break
11:00-11:30Iben Cathrine Simonsen: The Heston Stochastic Volatility Model in Hilbert Space
11:30-12:00Andreas Basse-O'Connor: Functional convergence of random series and infinitely divisible processes
12:00-12:30Victor Rohde: A Continuous-Time Framework for ARMA Processes
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

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
10:00-10:30 Orimar Sauri: On the Divergence and Vorticity of Vector Ambit Fields
10:30-11:00Coffee Break
11:00-11:30 Giulia di Nunno: On the Integration with Respect to Volterra Processes: Fractional Calculus and Approximation
11:30-12:00 Gennady Samorodnitsky: Asymptotic Behaviour of Gaussian Minima
13:30-14:00 René Schilling: On the Domain of Fractional Laplacians and Related Generators of Feller Processes
14:00-14:30 Maxime Morariu-Patrichi: Hybrid Marked Point Processes: Characterisation, Existence and Uniqueness
14:30-15:00Coffee Break
15:00-15:30 Jevgenijs Ivanovs: Zooming in on a Lévy Process at its Supremum