3-rd Joint Finnish-Estonian Seminar in Stochastics and Statistics, Tartu, September 9-12, 2010






    Local contact


September 9    Arrival

     Charter bus from Tallinn Sea Terminal to Tartu at 13.00
     Accommodation in Tartu 16-17
     Common supper 18-20 (booked). Get together at fountain, Town Hall Square, at 18.00.

September 10

     9.30 Welcome coffee (I-st floor, cafeteria)

     Chair Paavo Salminen
     10.00 Pärna Kalev, Welcome. Teaching statistics at Tartu University.
     10.15 Doc. Klemelä Jussi, Solving linear and nonlinear inverse problems with empirical risk minimization
     11.00 Tikanmäki Heikki, Fractional Lévy processes as a result of compact interval integral transformation
     11.30 Zhegulova Anastassia, On estimation of loss distributions and risk measures

     12-14 Lunch, including a short city walk

     Chair Göran Högnäs
     14.00 DSc. Leskelä Lasse, Markov couplings, stochastic orders, and stochastic relations
     14.45 Matomäki Pekka, On optimal two-sided control in a singular stochastic control problem
     15.15 Perkkiö Ari-Pekka, Convex duality in stochastic optimization over processes of bounded variation

     17-18 Social event (boat trip, 1 hour) Get together at fountain, Town Hall Square at 16.30

     Free time

September 11

    Chair Juha Alho
    9.00 Dr. Ahlgren Niklas, Tests for Abnormal Returns under Weak Dependence
    9.45 Jung Brita, The Cauchy-Frullani integral and exit times for autoregressive processes
    10.15-10.45 Coffee
    10.45 Suomala Jaakko, Complex unit root tests in VAR models
    11.15 Hou Yongming, On the principle of minimum entropy in random equilibrium economics

    12-14 Lunch, including an excursion to the university main building

     Chair Lasse Leskelä
    14.00 Dr. Mukherjee Amitava, A Nonparametric Partially Sequential Test for Monitoring Phase-II Location under              Pair-wise Dependence between Two Phases
    14.45-15.00 Coffee
    15.00 Stepanov Mikhail, Random graph theory for modelling and analysis of large networks
    15.30 Fischer Daniel, Analyzing microarray data with machine learning techniques
    16.00 End of Seminar

     Free time
     19 - 22 Seminar Dinner

September 12    Departure

     Charter bus at 7.30 from the hotels to Tallinn Sea Terminal