科学研究
报告题目:

Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process

报告人:

蒋辉 教授(南京航空航天大学)

报告时间:

报告地点:

理学院东北楼四楼报告厅(404)

报告摘要:

In this talk, we study Cramer-type moderate deviations for some statistics in the non-stationary Ornstein-Uhlenbeck process,including maximum likelihood estimator and log-likelihood ratio process.The main methods consist of deviation inequalities for multiple Wiener-Ito integrals,as well as the asymptotic analysis techniques.