Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics» (December 28–29, 2015, Steklov mathematical institute, Moscow)
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Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics», Moscow, December 28–29, 2015 |
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December 28, 2015 (Mon) |
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Opening A. N. Shiryaev December 28, 2015 09:00–09:30, Moscow, Steklov mathematical institute
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Asymptotic optimality in Bayesian quickest changepoint detection revisited A. Tartakovsky December 28, 2015 09:30–10:15, Moscow, Steklov mathematical institute
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Sequential estimation of Gaussian random walk first-passage time from correlated observations M. Burnashev December 28, 2015 10:15–11:00, Moscow, Steklov mathematical institute
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On misspecification in regularity and properties of estimators Yu. Kutoyants December 28, 2015 11:15–12:00, Moscow, Steklov mathematical institute
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The $\epsilon$-complexity of continuous maps and some its Applications B. S. Darhovsky December 28, 2015 12:00–12:45, Moscow, Steklov mathematical institute
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Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup A. Polunchenko December 28, 2015 14:00–14:45, Moscow, Steklov mathematical institute
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Some aspects of systemic risk Yu. Kabanov December 28, 2015 14:45–15:30, Moscow, Steklov mathematical institute
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Financial models in actuarial mathematics V. Novikov December 28, 2015 15:45–16:30, Moscow, Steklov mathematical institute
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December 29, 2015 (Tue) |
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Conditional expectations and the pouring of water from full cups to empty ones I. Sonin, S. A. Molchanov December 29, 2015 09:30–10:15, Moscow, Steklov mathematical institute
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10. |
On pathwise approach to optimal switching problems Yu. Hinz December 29, 2015 10:15–11:00, Moscow, Steklov mathematical institute
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11. |
On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic N. Kordzakhia December 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute
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12. |
Best-choice game with incomplete information V. Mazalov December 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute
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