题目✥：Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process
时间：2018年10月31号(星期三)下午14:00-15:00
地点🟫：闵行校区法商南楼218
报告人：蒋辉教授 南京航空航天大学数学系
摘 要: In this talk, we study Cramer-type moderate deviations for some statistics~(maximum likelihood estimator, log-likelihood ratio process) in the non-stationary Ornstein-Uhlenbeck process. The main methods consist of deviation inequalities for multiple Wiener-Ito integrals, as well as the asymptotic analysis techniques.