Morning

Registration

8:00-8:30

8:30-8:45

Soltani (Hall 1)

New classes of distributions on  QUOTE  

8:45-10:00

Nematollahi (Hall 1)

Conditional inferences in AR(1) model under symmetric and asymmetric loss functions

Khorshidian (Hall 2)

The forward-backward algorithm for simulating stationary distribution of Markov chains

10:00-10:45

Break

10:45-11:00

Shishebor (Hall 1)

A survey on infinite dimensional random vector

Alishahi (Hall 2)

Bound of capacity of CDMA channel

11:00-11:45

Zamani, A. (Hall 1)

Limit theorems and conditional expectation (Part 1)

11:45-12:15

Bastani (Hall 2)

On numerical solution of partial differential equations with stochastic coefficients

11:45-12:30

Sajjadnia (Hall 1)

Limit theorems and conditional expectation

(Part 2)

12:15-12:45

Lunch

12:45-14:00

Afternoon

 Amindavar, Mohammadi (Hall 1)

Ornstein-Uhlenbeck processes

Jahanipour (Hall 2)

Some recent results on stochastic functional evolution equations

14:00-14:40

Break

14:40-15:00

Robinson (Hall 1)

Lecture1: Estimation of temporal and spatial power law trends

Lecture2: Nonparametric and semiparametric regression with spatial data

15:00-18:30

Morning

Robinson (Hall 1)

Parametric inference on strong dependence

8:30-9:45

Zanganeh (Hall 1)

A review lecture on semilinear stochastic evolution equation with monotone nonlinearity

9:45-11:00

Break

11:00-11:20

Mohammadpour, M. (Hall 1)

Forward moving average representations in periodically correlated processes

11:20-12:00

Rezakhah and Modarresi (Hall 1)

Levy processes

12:00-12:40

12:40 - 13:00

Lunch

13:00-14:00

Afternoon

Ahmadijavid (Hall 1)

Truncation-invariant copulas and related concepts

14:00-14:40

Break

14:40-15:00

Mikosch (Hall 1)

Lecture1: Evidence and modeling of extremes in finance, insurance and telecommunications

Lecture2: Extremes of financial time series

Lecture3: The extremogram: a correlogram for extreme events

15:00-18:30

Morning

Mikosch (Hall 1)

Large deviations for regularly varying random walks

8:30-9:45

Break

9:45-10:00

Zamani, Sh. (Hall 1)

Default risk models

Varsei (Hall 2)

Further randomization of  Riemann sums leading to the Lebesgue integral

10:00-10:45

Mohammadpour, A. (Hall 1)

Independence, sub-independence,  and association of alpha-stable random variables

Pezeshk (Hall 2)

A modified hidden Markov model in protein structure prediction

10:45-11:30

Tahmasbi (Hall 1)

Application of Malliavin calculus for S.D.E. with monotone drift

Zarpak (Hall 2)

Image segmentation using Gaussian mixture model

11:30-12:00

Amiri (Hall 1)

Bayesian inference on stochastic volatility models  in an environmental study

Fallah (Hall 2)

A multi-state  transition model for count data: Application to change in cognitive scores over a fixed time interval

12:00-12:30

Lunch

12:30-14:00

Afternoon

14:00-14:40

14:40-15:00

Closing Ceremony

15:00-15:30

Excursion

15:30-17:30