Tuesday 10:00-12:00 – Building 1514, room 116
Tuesday 14:00-17:00 – Building 1531, room 219 (Aud. D4)
Wednesday 10:30-12:00 – Building 1531, room 211 (Koll. D)
Tuesday 22 April:
10:00-10:45 José Manuel Corcuera: Some applications of Malliavin Calculus in inference
10:45-11:30 Michael Sørensen: Multivariate diffusion bridge simulation
11:30-12:00 Orimar Sauri: On the class of marginal distributions of a Lévy semistationary process with a gamma kernel
12:00-14:00 Lunch
14:00-14:30 Mikko Pakkanen: Functional limit theorems for generalized variations of the fractional Brownian sheet
14:30-15:00 Emil Hedevang: Fully spatial modelling of turbulence and problems related to the energy dissipation and volatility modulation
15:00-15:30 Coffee/tea
15:30-16:00 Andreas Basse-O'Connor: On infinitely divisible semimartingales
16:00-16:30 Mark Podolskij: Infill asymptotics for Levy moving average processes
19:00 Dinner
Wednesday 23 April:
10:30-11:15 Donatas Surgailis: Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
11:15-12:00 Carsten Chong: Stochastic Volterra equations driven by Lévy noise
To read the abstracts, please click on the speaker's name.
Mark Podolskij, Department of Mathematics, Aarhus University, e-mail m.podolskij@uni-heidelberg.de
If you would like to participate in the workshop, please contact Oddbjørg Wethelund, oddbjorg@imf.au.dk
