SYMPOSIUM ON INFERENCE FOR STOCHASTIC PROCESSES

 

May 10-12, 2000

Athens, Georgia

                                                               

The Symposium is cosponsored by the Institute of Mathematical Statistics and is a satellite meeting to the Fifth World Congress of the Bernoulli Society. The major focus of the Symposium is to provide a forum for the interchange of information on inference for stochastic processes. An important component of the program will be devoted to inference problems in stochastic geometry. Other planned topics include foundational issues, models and applications for dependent data, biostatistics, spatial statistics, inference for stochastic differential equations, time series, queueing models and inference, econometrics, finance applications, and medical imaging.

Additional information may be obtained from the Symposium website: http://www.stat.uga.edu/faculty/symp2000.html or by contacting any one of the organizers: I. V. Basawa (ishwar@stat.uga.edu) C. C. Heyde (chris@wald.stat.columbia.edu) R. L. Taylor (bob@stat.uga.edu).

 

Tentative Program: (Updated September 24)

May 9

7:30 p.m.: Social Reception

May 10

8:30 to 9:00: Opening

9:00 to 10:00: Session 1: Foundations (Chair: O. E. Barndorff-Nielsen)

C. C. Heyde: Shifting paradigms in inference

10:30 to 12:15: Session 2: Models in Finance (Chair: G. Kallianpur)

O. E. Barndorff-Nielsen: Turbulence and finance

P. A. Mykland: Options trading under statistical uncertainty

P. J. Brockwell: Nonlinear models for financial time series

1:30 to 3:00: Session 3: Stochastic Geometry - I (Chair: C. C. Heyde)

A. Baddeley: J-functions for random sets

J. Moeller: Perfect simulation and stochastic geometry

1:30 to 3:00: Session 4: Biostatistics (Chair: V. P. Godambe)

M. E. Thompson: Issues in the analysis of binary longitudinal data

N. Flournoy: Inference for birth and death urn designs

R. M. Huggins: Inference on random coefficient models for haplotype effects in dynamic mutations

3:30 to 5:30: Session 5: Time Series - I (Chair: P. J. Brockwell)

R. A. Davis: Linear processes with nonlinear behavior

D. B. H. Cline: Stability of nonlinear time series: what does error have to do with it?

R. Lund: Prediction, likelihood evaluation and inference for periodic time series models

3:30 to 5:30: Session 6: Contributed Papers - I (Chair: J. N. Corcoran)

May 11

8:30 to 10:00: Session 7: Stochastic Differential Equations and Filtering (Chair: G. Roussas)

G. Kallianpur: Inference and nonlinear filtering problems

B.L.S. Prakasa Rao: Statistical inference for SDE's and SPDE's

10:30 to 12:15: Session 8: Inference

1:30 to 3:00: Session 9: Stochastic Geometry - II (Chair: A. Baddeley)

L. Lele: An invariant approach to statistical analysis of shapes: theory and practice

E. V. Jensen: Inhomogeneous spatial point processes

I. Molchanov: Optimization problems for Poisson point processes

1:30 to 3:00: Session 10: Time Series - II (Chair: R. A. Davis)

M. Hallin: Efficient detection of random coefficients in autoregressive models

R. Bhansali: Estimation of the long-memory parameter: a review of some recent developments

W. Wefelmeyer: Optimal inference for semiparametric time series

3:30 - 5:30: Session 11: Inference

R. Tweedie: Using Laplace transforms for parameter estimation

R. L. Smith: Predictive inference and empirical Bayes analysis

3:30 to 5:30: Session 12: Contributed Papers - II (Chair: S. Rathbun)

May 12

8:30 - 10:00: Session 13: Spatial Statistics (Chair: R. L. Smith)

P. Greenwood: Semiparametric inference for spatial coupling in cyclic dynamic systems

I. McKeague: A model for spatial clustering based on area-interaction point processes

8:30 - 10:00: Session 14: Medical Imaging (Chair: M. Sorensen)

L. Shepp

M. Miller (Titles to be announced)

P. Mitra

10:30 to 12:15: Session 15: Wavelets and Inference (Chair: R. Tweedie)

S. Resnick: Wavelet analysis of conservative cascades

M. Akritas: Inference for repeated measures designs

10:30 to 12:15: Session 16: Estimation and Convergence (Chair: N. U. Prabhu)

R. L. Taylor: Ergodic results for negatively dependent processes

K. B. Athrea: Conditional distributions and the Gibbs sampler

W. P. McCormick: Estimation of tail parameters for stochastic models

1:30 to 2:30: Session 17: Perspectives (Chair: M. E. Thompson)

V. P. Godambe: Estimating functions for stochastic processes

I. V. Basawa: Inference for stochastic processes: some perspectives

 

Symposium Site: Georgia Center for Continuing Education at the University of Georgia, Athens, GA, USA

Accommodation: A limited number of rooms are available for the Symposium participants at the Georgia Center (Symposium site), 706-542-6364. The Symposium website has a lodging link to the Georgia Center facilities. Indicate participation in the Symposium to obtain the reduced rate for one of the rooms reserved for the Symposium. Other lodging is available at the major hotels and motels in Athens near campus (Holiday Inn (706)549-4433, Best Western (706)546-7311, Hampton Inn (706)548-9600, Travelodge Downtown (706)549-5400, Holiday Inn Express (706)546-8122

Travel: Athens is served locally by USAir. Most travelers prefer the numerous and more economical flights via the Atlanta Airport. Van transportation between the Atlanta Airport and Athens is provided by AAA Airport Express, (800)354-7874. The website www.aaaairportexpress.com lists the most current schedules and prices.

Social Events: Social Reception, 7:30 p.m., Tuesday, May 9th Symposium Banquet, 6:30 p.m., Thursday, May 11th Symposium Luncheon, 12:30 p.m., Friday, May 12th.  

 

In the September/October Issue of the IMS bulletin, page 355, there was a typo on the years of service for Patricia Shankland, one of the IMS Staff members. Her years of service should have been 1988-1999, eleven years not just one.

Our apologies!

 

Symposium on Inference for Stochastic Processes

University of Georgia

May 10-12, 2000

Registration Form

Name:	_________________________________________________________________________
Address:	_________________________________________________________________________
	_________________________________________________________________________
	_________________________________________________________________________
email address:	_________________________________________________________________________
FAX:	_________________________________________________________________________
___________	I plan to attend the Symposium
___________	I would like to present a contributed talk
(Title and abstract should be sent to Professor Ishwar V. Basawa,
Department of Statistics, University of Georgia, Athens GA 30602-1952
by March 10, 2000)
___________	I need assistance in arranging accommodation
	(Please contact the Conference Secretary below)
___________	My registration fee is enclosed
(Registration fee is 130 before March 10, 2000 and 150 after March
10, 2000 and includes the social events: reception, banquet, luncheon.
Checks should be made payable to the Department of Statistics,
University of Georgia).

Please send completed Registration Form to: Dawn Tolbert, Conference Secretary, Department of Statistics, University of Georgia, Athens, GA 30602-1952 U.S.A; dawn@stat.uga.edu, Phone: (706) 542-3303; FAX: (706) 542-3391.