Institute for Advanced Studies (IAS)

High frequency, extremes and multifractals

20-29 june 2012, Paris

Speakers :

  • Lajos Horvath, Univ. of Utah
  • Wei Biao Wu, Chicago
  • Istvan Berkes, Graz
  • Nikolai Leonenko, Cardiff
  • Patrice Bertail, CREST Malakoff
  • Antoine Ayache, Lille

Program :

Adress : Telecom PariTech, 46, rue Barrault, Paris 13ème arrondissement

Program for june

 

Wed 20

Thu 21

Fri 22

Mon 25

Tue 26

Wed 27

Thu 28

Fri 29

10:30

 

 

Amphi B310

Amphi B310

Amphi Thévenin

Amphi B310

Amphi Jade

 

 

 

 

L. Horvath

L. Horvath

L. Horvath

W.B. Wu

 

 

 

13:30/14:00

 

Amphi B310

Amphi B310

Amphi Thévenin

Amphi Emeraude

Amphi B310

Amphi B312

Amphi B312

Amphi B312

I. Berkes

I. Berkes

W.B. Wu

W.B. Wu

W.B. Wu

P. Bertail

A. Ayache

N. Leonenko

16:00/18:00

L. Horvath

 

 

 

 

 

 

 

Titles et abstracts :

Istvan Berkes :Trimming and its applications

Trimming is a standard method to decrease the effect of large sample elements in statistical procedures, used, e.g., for constructing robust estimators and tests.

Trimming also provides a profound insight into the partial sum behavior of independent and dependent random variables, yielding information not available by the classical theory. Finally, trimming enables one to deal with statistical tests and estimators where the limit distribution of the estimator or test statistic does not exist or is intractable due to infinite moments. In our lectures we survey the classical theory, its basic methods and discuss new developments.

Nikolai Leonenko : Rényi functions for multifractal products of stationary processes

Antoine Ayache : From Fractional Brownian Motion to Multifractional Processes with Random Exponent

 

 

Inscription :

Contact : thomas.ballesteros@u-cergy.fr ( thomas.ballesteros @ u-cergy.fr)

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