AMS Sectional Meeting AMS Special Session

Current as of Friday, December 21, 2018 16:24:47

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• Inquiries: meet@ams.org

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Fall Central Sectional Meeting

• University of Michigan, Ann Arbor, Ann Arbor, MI
• October 20-21, 2018 (Saturday - Sunday)
• Meeting #1143

Associate secretaries:

Georgia Benkart, AMS benkart@math.wisc.edu

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Special Session on Self-similarity and Long-range Dependence in Stochastic Processes

• Saturday October 20, 2018, 8:30 a.m.-11:20 a.m.
  Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, I
  Room 1460, Mason Hall
  Organizers:
  Takashi Owada, Purdue University
  Yi Shen, University of Waterloo
  Yizao Wang, University of Cincinnati yizao.wang@uc.edu
  

  • 8:30 a.m.
    Hurst Function Estimation.
    Jinqi Shen*, Department of Statistics, University of Michigan
    Hsing Tailen, Department of Statistics, University of Michigan
    (1143-60-453)
  • 9:00 a.m.
    Semi-long range dependence.
    Farzad Sabzikar*, Iowa State University
    Mark Meerschaert, Michigan State University
    Ian McLeod, Western University
    (1143-60-250)
  • 9:30 a.m.
    Intrinsic Random Tangent Fields.
    Stilian A Stoev*, University of Michigan, Statistics
    Jinqi Shen, University of Michigan
    Tailen Hsing, University of Michigan
    (1143-60-343)
  • 10:00 a.m.
    Break
  • 10:30 a.m.
    A non-central limit theorem on heavy-tailed chaos.
    Shuyang Bai*, University of Georgia
    Takashi Owada, Purdue University
    Yizao Wang, University of Cincinnati
    (1143-60-169)
  • 11:00 a.m.
    Infinitely divisible random fields with long range dependence.
    Zaoli Chen, Cornell University
    Gennady Samorodnitsky*, Cornell University
    (1143-60-67)
• Saturday October 20, 2018, 2:00 p.m.-4:20 p.m.
  Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, II
  Room 1460, Mason Hall
  Organizers:
  Takashi Owada, Purdue University
  Yi Shen, University of Waterloo
  Yizao Wang, University of Cincinnati yizao.wang@uc.edu
  

  • 2:00 p.m.
    Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity.
    Vladas Pipiras*, University of North Carolina
    Changryong Baek, Sungkyunkwan University
    Stefanos Kechagias, SAS Institute
    (1143-62-119)
  • 2:30 p.m.
    Change-Point Problem For Long Memory Stochastic Volatility Models.
    Rafal Kulik*, Department of Mathematics and Statistics, University of Ottawa
    (1143-60-157)
  • 3:00 p.m.
    Break
  • 3:30 p.m.
    Fractional Cauchy problems on compact manifolds.
    Erkan Nane*, Auburn University
    (1143-60-66)
  • 4:00 p.m.
    Asymptotic Behaviour of Homozygosity.
    Shui Feng*, McMaster University
    (1143-60-48)
• Sunday October 21, 2018, 8:30 a.m.-10:20 a.m.
  Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, III
  Room 1460, Mason Hall
  Organizers:
  Takashi Owada, Purdue University
  Yi Shen, University of Waterloo
  Yizao Wang, University of Cincinnati yizao.wang@uc.edu
  

  • 8:30 a.m.
    LAN property for SDEs with additive fractional noise and continuous time observation.
    Yanghui Liu*, Department of Mathematics, Purdue University
    (1143-60-325)
  • 9:00 a.m.
    Some limit theorems obtained by rough paths techniques.
    Samy Tindel*, Purdue University
    Yanghui Liu, Purdue University
    (1143-60-8)
  • 9:30 a.m.
    Generalized methods of moments for parameter estimation in long-memory and other Gaussian processes.
    Frederi Viens*, Michigan State University
    (1143-60-460)
  • 10:00 a.m.
    Maximal Moments and Uniform Modulus of Continuity for Stable Random Fields.
    Snigdha Panigrahi, Stanford University
    Parthanil Roy, Indian Statistical Institute
    Yimin Xiao*, Michigan State University
    (1143-60-16)
• Sunday October 21, 2018, 1:00 p.m.-2:20 p.m.
  Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, IV
  Room 1460, Mason Hall
  Organizers:
  Takashi Owada, Purdue University
  Yi Shen, University of Waterloo
  Yizao Wang, University of Cincinnati yizao.wang@uc.edu
  

  • 1:00 p.m.
    Noether Theorem for random locations.
    Shunlong Luo, Chinese Academy of Sciences
    Jie Shen*, University of Waterloo
    Yi Shen, University of Waterloo
    (1143-60-232)
  • 1:30 p.m.
    A family of manifold-indexed fractional stable processes.
    Zuopeng Fu*, University of Cincinnati
    Yizao Wang, University of Cincinnati
    (1143-60-30)
  • 2:00 p.m.
    A family of random sup-measures with long-range dependence.
    Olivier Durieu, Universit\'e de Tours
    Yizao Wang*, University of Cincinnati
    (1143-60-286)

Inquiries: meet@ams.org

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