The
lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.
Wednesday, May 19, 2010
Morning 
Robinson (Hall 1)
Parametric inference on strong dependence 
8:309:45 
Zanganeh (Hall 1)
A
review lecture on semilinear stochastic evolution equation with monotone
nonlinearity 
9:4511:00 
Break 
11:0011:20 
Mohammadpour, M. (Hall 1)
Forward
moving average representations in periodically correlated processes 
11:2012:00 
Rezakhah and Modarresi (Hall 1)
Levy processes 
12:0012:40 
Group Photo 
12:40 
13:00 
Lunch 
13:0014:00 
Afternoon 
Ahmadijavid (Hall 1)
Truncationinvariant copulas and related concepts 
14:0014:40 
Break 
14:4015:00 
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 
15:0018:30 
The
lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.
Thursday, May 20, 2010
Morning 
Mikosch (Hall 1)
Large deviations for regularly varying random walks 
8:309:45 
Break 
9:4510:00 
Zamani, Sh. (Hall 1)
Default risk models

Varsei
(Hall 2)
Further randomization of Riemann sums leading to the Lebesgue integral 
10:0010:45 
Mohammadpour, A.
(Hall 1)
Independence, subindependence, and association of alphastable random
variables 
Pezeshk
(Hall 2)
A
modified hidden Markov model in protein structure prediction 
10:4511:30 
Tahmasbi (Hall 1)
Application of Malliavin calculus for S.D.E. with monotone drift 
Zarpak (Hall 2)
Image segmentation using Gaussian mixture model 
11:3012:00 
Amiri (Hall 1)
Bayesian
inference on stochastic volatility models in
an environmental study 
Fallah (Hall 2)
A
multistate transition model for count data: Application to change in
cognitive scores over a fixed time interval 
12:0012:30 
Lunch 
12:3014:00 
Afternoon 
Amindavar
(Hall 1)
Application of 1D & 2D garch
noise modeling 
Parvardeh (Hall 2)
Local times and selfintersection local times for stable processes 
14:0014:40 
Break 
14:4015:00 
Closing Ceremony 
15:0015:30 
Excursion 
15:3017:30 
The
lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.
