|
統計数学セミナー
Seminar on Probability and Statistics |
| Home : Archive [ 2003 to 04 ] [ 2004 to 05 ] [ 2005 to 06 ] [ 2006 to 07 ] [ 2007 to 08 ] [ 2008 to 09 ] [ 2009 to 10 ] [ 2010 to 11 ] [ 2011 to 12 ] [ 2012 to 13 ] [ 2013 to 14 ] [ 2014 to 15 ] [ 2015 to 16 ] |
| Previous Seminar : Next Seminar |
|
Seminar on Probability and Statistics Sataday August 6 2016 Tokyo 123 2:10-3:00 pm
Parameter estimation for fractional Ornstein-Uhlenbeck processes David Nualart Kansas University Abstract We will present some results on the least square estimator for the Ornstein-Uhlenbeck process driven by a fractional Brownian motion. We will discuss the strong consistency and the asymptotic normality of this estimator, assuming that the Hurst parameter satisfies 0
|
| Previous Seminar : Next Seminar | Seminar on Probability and Statistics |