{"id":7498,"date":"2019-01-10T19:23:20","date_gmt":"2019-01-10T18:23:20","guid":{"rendered":"https:\/\/www.uni.lu\/fr\/events\/variational-sums-in-statistics-and-probability\/"},"modified":"2019-01-10T19:23:20","modified_gmt":"2019-01-10T18:23:20","slug":"variational-sums-in-statistics-and-probability","status":"publish","type":"events","link":"https:\/\/www.uni.lu\/fr\/events\/variational-sums-in-statistics-and-probability\/","title":{"rendered":"Variational sums in statistics and probability"},"content":{"rendered":"<section class=\"wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\"><p>This conference is part of the\u00a0<strong>MAST\u00a0Lecture Series\u00a0<\/strong>organised by the Mathematics Department of the University of Luxembourg with the support of the FNR.\u00a0The objective is to share the most recent developments of mathematics and their applications in the Luxembourg scientific community.<\/p><p><strong>Abstract<\/strong><\/p><p>Variations are a standard tool in analysis and integration theory. While they are often used to study path properties of a function or to compute the fractional dimension, they are also extremely important in statistics and probability. In this talk we will review some statistical theory for diffusion processes, which is heavily based upon the probabilistic analysis of the so called power variations and their extensions. We will highlight numerous estimating and testing procedures, which gained popularity in financial applications. We further demonstrate possible extensions of the asymptotic theory to fractional models.<\/p><\/div><\/section>","protected":false},"excerpt":{"rendered":"<p>This conference is part of the\u00a0MAST\u00a0Lecture Series\u00a0organised by the Mathematics Department of the University of Luxembourg with the support of the FNR.\u00a0The objective is to share the most recent developments of mathematics and their applications in the Luxembourg scientific community.<\/p>\n","protected":false},"author":0,"featured_media":7499,"parent":0,"menu_order":0,"comment_status":"open","ping_status":"closed","template":"","format":"standard","meta":{"featured_image_focal_point":[],"show_featured_caption":false,"ulux_newsletter_groups":"","uluxPostTitle":"","uluxPrePostTitle":"","_trash_the_other_posts":false,"_price":"","_stock":"","_tribe_ticket_header":"","_tribe_default_ticket_provider":"","_tribe_ticket_capacity":"0","_ticket_start_date":"","_ticket_end_date":"","_tribe_ticket_show_description":"","_tribe_ticket_show_not_going":false,"_tribe_ticket_use_global_stock":"","_tribe_ticket_global_stock_level":"","_global_stock_mode":"","_global_stock_cap":"","_tribe_rsvp_for_event":"","_tribe_ticket_going_count":"","_tribe_ticket_not_going_count":"","_tribe_tickets_list":"[]","_tribe_ticket_has_attendee_info_fields":false,"event_start_date":"2019-02-26 16:30:00","event_end_date":"2019-02-26 18:30:00","event_speaker_name":"Mark Podolskij ","event_speaker_link":"","event_is_online":false,"event_location":"Universit\u00e9 du Luxembourg\r\nMaison du Savoir\r\nMSA 3.520 ","event_street":"2, avenue de l\u2019Universit\u00e9","event_location_link":"","event_zip_code":"L-4365","event_city":"Esch-sur-Alzette","event_country":"LU"},"events-topic":[315],"events-type":[],"organisation":[61,25,226],"authorship":[],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v22.3 (Yoast SEO v22.3) - 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