[Home | Curriculum Vitae | Research | Publications | Teaching ]

Communications with published abstracts

1.     Grama I. G. (1985) On the rate of convergence in a limit theorem for semimartingales. Abstract  of Communications of the XIX school on Probability Theory and Mathematical Statistics. (Bakuriani, Georgia, March 7-17 1985), p. 13 (russian).

2.     Grama I. G. (1986) On the improved rate of convergence in the CLT for semimartingales. Abstract of Communications of the First Congress of the Bernoulli Society of Mathematical Statistics and Probability Theory. Moscow: Nauka, p. 798 ( russian).

3.     Grama I. G. (1989) Rates of nonclassical normal approximation for semimartingales. Abstract of Communications of the 5-th International Vilnius Conference on Probability Theory and Mathematical Statistics. Vilnius, 1989, pp. 160-161 (russian).

4.     Grama I. G. (1991) On the exactness of the normal approximation for martingales. Abstr. of Commun. of the VI-th USSR-Japan Symposium on Probab. Theory and Mathem. Statist.  Kiev, p. 46.

5.     Grama I. G. (1993) Exact rate of normal approximation for d-dimensional semimartingales. Lucrarile pregatitoare pentru Congresul matematicienilor romani de pretutindeni. Vol. 2., Bucuresti (November 19-21, 1992), pp. 169-170.

6.     Grama I. G. (1993) The Probabilities of Large Deviations for semimartingales. Abstr. of Commun. of the Sixth International Vilnius Conference on Prob. Theory and Math. Statist. (Vilnius, June 28- July 3, 1993), Vol. 1.  Vilnius 1993, pp. 119-120.7.    

7.     Grama I. G. (1993) On the Rate of Normal Approximation for multi-dimensional Semimartingales. Abstr. of Commun. of the XVII Congress of the Rumanian American Academy (Kishinev, July 13-16, 1993) Vol.2, Chisinau 1993, p. 20.

8.     Grama I.G. and Mishkoy G.C. (1993) A New Approach for Modelling Queuing System. Abstr. of Commun. of the XVII Congress of the Rumanian American Academy (Kishinev, July 13-16, 1993)  Vol.2, Chisinau 1993, p. 21.

9.     Grama I. G. (1994) Limit Theorems on Large and Moderately Large Deviations for Martingales. Abstr. of Commun. of the 3rd World Congress of Bernoulli Society for Mathematical Statistics and Probability. The 7th Annual Meeting of the Institute of Mathematical Statistics. (Chapel Hill, June 20 - 25, 1994)  IMS Bulletin, Vol. 23, No. 2, 1994, p. 241.

10. Grama I. G. (1994) On moderate deviations for martingales. Abstr. of comm., Workshop on Finance and Statistics, (Berlin, September, 1994), 1p.

11. Grama I. G. (1996) Equivalent regression experiments via Hungarian construction. Abstr. of Commun. of the 4th World Congress of Bernoulli Society for Mathematical Statistics and Probability (Vienna, August, 1996).

12. Grama I. G. (1998) Gaussian approximation for nonparametric models. Abstr. of Communications, ProbaStat'98 (Smolenice Castle, Slovakia, 9-13 February, 1998), 1 p.

13. Grama I. G. (1998) Asymptotic equivalence for some nonparametric regression models with random design, Abstracts of communications, Munchener Stochastik-Tage 1998 (Muenchen, 24-27 March, 1998), p. 12.

14. Grama I.  (2000) Adaptive tail modelling, Abstracts' book, MMR-2000: Second International Conference on Mthematical Methods in Reliability   (July 4-7, 2000, Université V. Segalen Bordeaux 2, Bordeaux, France) p. 481.

15. Dupui J.-F., Grama I. and Mesbah M. (2001) Joint analysis of quality of life and time to dropout, in Abstracts of communications. First Joint Statistical Meeteing: An International Conference on recent developements in Statistics and probability and their Applications. December 30, 2000-January 2, 2001   (new Dehli, India), pp. 311-315.

16. Dupui J.-F., Grama I. and Mesbah M. (2001) Modélisation conjointe de données longitudinales et de durées jusqu'a abandon de mesure. Actes des XXXIII Journées de Statistique   (Nantes, 14-18 may) p. 321-324.

17. Grama I. (2001) Heavy-tail index estimation via fitting Pareto d.f., Actes des XXXIII Journées de Statistique   (Nantes, 14-18 may) p. 396-399.

18. Feddag M.-L., Grama I. and Mesbah M. (2001) Equations d'estimation générarisées (GEE) pour le modèle de Rash. Actes des XXXIII Journées de Statistique   (Nantes, 14-18 mai) p. 335-338.

19. Grama I. and Spokoiny V. (2001) Data driven fit of the Pareto model to heavy tailed data. AMSDA 2001, 10-th international Symposium on Applied stochastic models and data analysis. (Université de Technologie de Compiegne, France, 12-15 Juin) p. 492-497.

20. Dupuy, J.-F., Grama, I. and Mesbah, M. (2002). Asymptotic Theory for a Joint Model for Event Time Data and Longitudinal Measurements. In  Fourth Biennial International Conference on Statistics, Probability and Related Areas,. DeKalb, USA.

21. Feddag M.-L., Grama I. and Mesbah M. (2002) Estimation des paramètres d'un modèle de Rash mixte par la méthode GEE. Application en qualité de vie. Modèles Mixtes et Biométrie (Société Française de Biométrie, Paris 24-25, Janvier) 2 p.

22. Dupuy, J.-F., Grama, I. and Mesbah, M. (2002). Modèle de Cox avec Valeurs Manquantes d'une Covariable Dépendant du Temps: Approche par Modélisation Conjointe, Actes des XXXIVèmes Journées de Statistique - Bruxelles -Louvain-la-Neuve.

23. Grama, I., Haeusler, E. et Hocine F. (2002). Sur l’approximation séquentielle des paramètres d’un processus autoregressif. Actes des XXXIVèmes Journées de Statistique - Bruxelles -Louvain-la-Neuve, Belgique.

24. Feddag, M.-L., Grama, I. and Mesbah, M. (2002). Equations d'estimation générarisées (GEE). Actes des XXXIVèmes Journées de Statistique -  Bruxelles -Louvain-la-Neuve, Belgique.

25. Grama, I., Haeusler, E. and Hocine F. (2002). Sur l'estimation séquentielle dans un modèle AR(2) dans la fermeture de la région de stabilité. Conference SMF, Grenoble, 2-4 septembre 2002.

26. Feddag, M.-L., Grama, I. and Mesbah, M. (2002).  Generalized Estimating Equation to Rasch model with random person parameter, Communication au congrès IISA, Chicago.

27. Feddag, M.-L., Grama, I. et Mesbah, M.  (2002).  Generalized Estimating Équation to Longitudinal mixed Rasch  model , Communication au congrès  SMABS  2002, Tilburg.

28. Feddag, M.-L., Grama, I. et Mesbah, M. (2002). Estimation des paramètres d’un modèle de Rasch mixte par la méthode GEE. Application en qualité de vie, Communication aux Journées de Modèles Mixtes et Biométrie, Paris.

29. Grama, I. (2003). Estimating the tail via exponential modelling. Actes des XXXVèmes Journées de Statistique – Lion, France.

30. Grama, I. (2003).  Estimating the tail of a d.f. via exponential modelling.  Barcelona conference on Asymptotic Statistic (BAS2003). September 2003, Barcelona, Spain.

31. Grama, I. (2004). Local approximation to extreme values models. Conference on Extreme Values Analysis (EVA), Portugal, Aveiro, July 19-23.

32. Grama, I. (2005). Adaptive estimation of the excess d.f. Conference on Extreme Values Analysis (EVA), Suede, Gothenburg, August 15-19.

  1. Grama, I. (2006). Quantile inequalities. Conference on Industrial and Applied Mathematics (CIAM), Chisinau, August (to be included).

Invited talks

 

1.     On the rate of convergence in the central limit theorem for semimartingales. XXXI-Semester on Robustness and Nonparametric Statistics. (Banach Center, Polish Academy of Sciences, Warsaw, Poland, March, 1989.

2.     On asymptotic equivalence of regression experiments. Séminaire Berlin-Paris, (Schmerwitz, Germany, September, 1995).

3.     Gaussian approximation for nonparametrically driven parametric models. Séminaire Paris-Berlin, (Schmerwitz, Germany, septembre 20-26, 1997).

4.     Asymptotic equivalence for nonparametric models. Workshop: Empirical Processes in Non- and Semiparametric statistics. (Berlin, Germany, August 31 - septembre 3, 1998).

5.     Asymptotic equivalence for models with random design and autoregressive model. Workshop: Statistical Inference for Stochastic Processes (Paderborn, avril 23-25, 1998).

6.     Gaussian approximation for regression experiments. Joint Statistical Meeting (Chicago, Illinois, August 4 - 8, 1996) Abstract of Papers Presented in Person, IMS Bulletin, Vol. 25, No. 3, 1996, p. 314.

7.     Moderate deviations results for martingales using Lindeberg's method. ISI Annual Meeting, Finland, Helsinki, August, 1999.

8.     Asymptotic equivalence for nonparametric models. Journées de statistique, France, Grenoble, 17-21 mai, 1999.

9.     Adaptive choice of the number of upper statistics for the Hill estimator.  "Rencontres de statistique mathematique I" 12.2001 CIRM, Marseille, France.

10. Local Pareto modelling of the tail of a distribution function. "Rencontres de statistique mathematique III" 15-19.12.2003 CIRM, Marseille, France.

11. On adaptive estimation of the tail of a distribution function. "Rencontres de statistique mathematique IV" 13-17.12.2004 CIRM, Marseille, France.

  1. Asymptotic equivalence for the discrete time autoregressive process. "Rencontres de statistique mathematique V" 12.2005 CIRM, Marseille, France.

Communications without publication

 

1.     On large deviations for martingales. 15-th Nordic conference on Mathematical Statistics. (Lund, Sweden, August 15-19, 1994).

  1. Asymptotic equivalence for nonparametric experiments. International Workshop on Computational and Statistical Issues for Stochastic Processes  (Cremona, Italy, September 2-5, 1996).