09:00-09:30 | Registration |
09:30-10:00 | Jan Rosinski: Perturbations of Infinitely Divisible Random Fields |
10:00-10:30 | Olav Kallenberg: On the Basic Estimation Problem for Symmetric Random Graphs and Networks |
10:30-11:00 | Coffee Break |
11:00-11:30 | Carsten Chong: Intermittency for the Stochastic Heat Equation with Lévy Noise |
11:30-12:00 | Vladimir Panov: Statistical Inference for the Moving-Average Lévy Model in Low-Frequency Setup |
12:00-12:30 | Fred Espen Benth: Continuous-Time Autoregressive Moving-Average Processes in Hilbert Space |
12:30-14:00 | Lunch |
14:00-14:30 | Almut Veraart: Limit Theorems for the Realised Covariation of a Bivariate Brownian Semistationary Process |
14:30-15:00 | Claudio Heinrich: General Limit Theory for Lévy Driven Moving Average Processes |
15:00-15:30 | Coffee Break |
15:30-16:00 | Mikko Pakkanen: Pathwise Large Deviations for the Rough Bergomi Model |
16:00-16:30 | Markus Riedle: Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes |
17:30 | Poster Session + Reception |
09:30-10:00 | Victor Pérez-Abreu: From Random Matricial Processes to Noncommutative Processes: A Review of Recent Results |
10:00-10:30 | Johannes Heiny: A Comparison of High-Dimensional Sample Covariance and Correlation Matrices of a Heavy-Tailed Time Series |
10:30-11:00 | Coffee Break |
11:00-11:30 | Iben Cathrine Simonsen: The Heston Stochastic Volatility Model in Hilbert Space |
11:30-12:00 | Andreas Basse-O'Connor: Functional convergence of random series and infinitely divisible processes |
12:00-12:30 | Victor Rohde: A Continuous-Time Framework for ARMA Processes |
12:30-14:00 | Lunch |
14:00-14:30 | Donatas Surgailis: Asymptotic Distributions of Some Scale Estimators in Nonlinear Models with Long Memory Errors Having Infinite Variance |
14:30-15:00 | Vytaute Pilipauskaite: Statistical Inference from Panel Random-Coefficient AR(1) Data |
15:00-15:30 | Coffee Break |
15:30-16:00 | Murad Taqqu: Intermittency and the Convergence of supOU Processes |
16:00-16:30 | Nikolai N. Leonenko: Superpositions of Ornstein-Uhlenbeck Type Processes: Intermittency and Multifractality |
19:00 | Conference Dinner at Restaurant Langhoff & Juul, Gudlsmedgade 30, 8000 Aarhus C |
09:30-10:00 | Martin 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 |
10:30-11:00 | Coffee 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 |
12:00:13:30 | Lunch |
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 |
14:30-15:00 | Coffee Break |
15:00-15:30 | Jevgenijs Ivanovs: Zooming in on a Lévy Process at its Supremum |