2004 Special Year for Probability and its Applications
All talks were held in
Theatrette 6 of the Manning Clark Centre,
building #26a.
Morning and afternoon teas were in the Manning Clark Centre foyer.
The banquet on the evening of Thursday 22 April was held in the
Great Hall of
University House, building #1.
The program has been designed to offer as much time as possible for
interaction between the participants, possibly in the framework of walks
on the ANU Campus, by Lake Burley Griffin or in the Botanic Gardens.
There were be two additional lectures in connection with the
Symposium, also in Theaterette 6 -
see below for details.
Final Symposium program
| |
Thursday 22 April 2004 |
Friday 23 April 2004 |
| 8:45 |
Welcome to participants:
Alan McIntosh, FAA
Head, ANU Centre for Mathematics and its Applications |
|
| |
Chair: E. Seneta |
Chair: D.J. Daley |
| 9:00 |
Fima Klebaner
Branching processes in
near-critical random environments |
Peter Brockwell
Fractional integration
of continuous-time ARMA processes |
| 9:35 |
Yan-Xia Lin
Restricted quasi-score
estimating functions for sample survey data |
Shuang Liu
On diagnostics in conditionally
heteroskedastic time series models under elliptical
distributions |
| 10:10 |
Richard Cowan
A mosaic of triangular cells
formed with sequential splitting rules |
Vo Anh
Quasilikelihood-based higher-order
spectral estimation of random fields with possible
long-range dependence |
| 10:45 |
Morning tea |
Morning tea |
| |
Chair: Bob Anderssen |
Chair: J. Gani |
| 11:15 |
Ross Maller
Some effects of trimming on the
law of the iterated logarithm |
Roger Gay
Setting insurance premiums when
the tail-fatness parameter is unknown |
| 11:50 |
David Vere-Jones
Scoring probability forecasts
for point processes: The entropy score and information
gain |
Eckhard Platen
Estimation for discretely observed
diffusions using transform functions |
| 12:25 |
Tim Brown
Transforming a random variable to a
prescribed distribution: An application to school-based
assessment |
Albrecht Irle
Stochastic ordering for random
processes |
| 13:00 |
Lunch Break |
Lunch Break |
| 14:30 |
Victor de la Peña
An LIL for self normalized sums
without moment or dependence conditions |
Steven Kou
On the controversy over
tailweight of distributions |
| 15:15 |
Afternoon tea with informal discussions |
Afternoon tea with informal discussions |
| 18:30 |
Banquet and Festschrift presentation
Great Hall,
University House (building #1) |
|
Additional lectures
| |
Wednesday 21 April 2004 |
Thursday 22 April 2004 |
| 16:00 |
ANU Statistics Seminar Series
Aerambamoorthy Thavaneswaran
Inference for random coefficient GARCH models |
Mathematical Sciences Institute Colloquium
Iain Johnstone
Posterior and frequentist inference in big models |
|
