主  題:Cramer-type moderate deviations for statistics in OU process and applications

內(nèi)容簡(jiǎn)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(bào)告人:蔣輝     教授

時(shí)  間:2019-04-04    14:00

地  點(diǎn):競(jìng)慧東樓302

舉辦單位:統(tǒng)計(jì)與數(shù)學(xué)學(xué)院