报告题目:Deviation inequalities and moderate deviations for certain Gaussian functionals with applications in
parameter estimations
报 告 人:蒋辉 副教授 (南京航空航天大学)
报告时间:2017年05月05日(星期五)上午10:30-11:10
报告地点: 4号楼4318室
欢迎广大师生前往!
数学学院
2017年05月03日
报告摘要:
In this talk, we study the deviation inequalities, moderate deviation principle for certain Gaussian functionals arising from the Ornstein-Uhlenbeck process. As an application, several asymptotic properties for the parameter estimators can be obtained. The main methods include the moderate deviations and deviation inequality for multiple Wiener-Ito integrals.