主 题:Cramer-type moderate deviations for statistics in OU process and applications
内容简介: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.
报告人:蒋辉 教授
时 间:2019-04-04 14:00
地 点:竞慧东楼302
举办单位:统计与数学学院
