PRESENTATION
The project “Statistical Methods For High Dimensional Diffusions (STAMFORD) aims to provide a concise statistical theory for estimation of high dimensional diffusions. Such high dimensional processes naturally appear in modelling particle interactions in physics, neural networks in biology or large portfolios in economics, just to name a few. The methodological part of the project will require development of novel advanced techniques in mathematical statistics and probability theory. In particular, new results will be needed in parametric and non-parametric statistics, and high dimensional probability, that are reaching far beyond the state-of-the-art. Hence, a successful outcome of STAMFORD will not only have a tremendous impact on statistical inference for continuous-time models in natural and applied sciences, but also strongly influence the field of high dimensional statistics and probability.
