Self-similarity and Long-range dependence in Stochastic Processes

Special Session, AMS Central Sectional Meeting, Ann Arbor, MI, October 20-21, 2018. link

Invited Talks

• Shuyang Bai, A non-central limit theorem on heavy-tailed chaos
• Soukaina Douissi, Generalized methods of moments for parameter estimation in long-memory and other Gaussian processes
• Shui Feng, Asymptotic behaviour of homozygosity
• Zuopeng Fu, Fractional stable processes indexed by a metric space
• Rafal Kulik, Change-point problem for long memory stochastic volatility models
• Yanghui Liu, LAN property for SDEs with additive fractional noise and continuous time observation
• Erkan Nane, Fractional Cauchy problems on compact manifolds
• Vladas Pipiras, Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
• Farzad Sabzikar, Semi-long range dependence
• Gennady Samorodnitsky, Infinitely divisible random fields with long range dependence
• Jie Shen, Noether theorem for random locations
• Jinqi Shen, Hurst function estimation
• Stilian Stoev, Intrinsic random tangent fields
• Samy Tindel, Some limit theorems obtained by rough paths techniques
• Yizao Wang, A family of random sup-measures with long-range dependence
• Yimin Xiao, Maximal moments and uniform modulus of continuity for stable random fields