JSM 2015 Online Program

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Legend: Washington State Convention Center = CC, Sheraton Seattle = S, Grand Hyatt = GH and The Conference Center = TCC
* = applied session       ! = JSM meeting theme

Activity Details

467 Wed, 8/12/2015, 8:30 AM - 10:20 AM CC-611
Statistical Inference for Stochastic Differential Equations — Invited Papers
Organizer(s): Michael Sørensen, University of Copenhagen
Chair(s): Per A. Mykland, The University of Chicago
8:35 AM Estimation of Neuronal Hypoelliptic or Elliptic Multi-Dimensional Stochastic Models Adeline Samson, Universite Grenoble Alpes ; Susanne Ditlevsen, University of Copenhagen ; Michele Thieullen, Université Pierre et Marie Curie
9:00 AM MCMC Methods for Inference with High-Dimensional SDEs Omiros Papaspiliopoulos, ICREA-UPF
9:25 AM Assessment of Uncertainty in High-Frequency Data: The Observed Asymptotic Variance — Per A. Mykland, The University of Chicago ; Lan Zhang, University of Illinois at Chicago
9:50 AM Bridge Simulation and Estimation for Multivariate Stochastic Differential Equations Michael Sørensen, University of Copenhagen
10:15 AM Floor Discussion

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