主 題:Cramer-type moderate deviations for statistics in OU process and applications
內(nèi)容簡介:In this talk, under continuous and discrete observation,we study Cramer-type moderate deviations for some statistics (maximum likelihood estimator, log-likelihood ratio process) in the Ornstein-Uhlenbeck process. The main methods consist of deviation inequalities for multiple Wiener-Ito integrals, as well as the asymptotic analysis techniques.
報告人:蔣輝 教授
時 間:2019-04-04 14:00
地 點:競慧東樓302
舉辦單位:統(tǒng)計與數(shù)學學院
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