报告题目：Deviation inequalities and Cramer-type moderate deviations for the explosive autoregressive process

主 讲 人： 蒋辉，南京航空航天大学

报告时间：2021年11月25日（周四）16:00-17:00

报告地点：腾讯会议 ID：252 704 960

点击链接入会：https://meeting.tencent.com/dm/hPzdWfDoVnMq

报告摘要：

In this talk, we consider asymptotic properties for the quadratic functionals and associated ordinary least squares (OLS) estimator in the autoregressive process of order 1 with Gaussian noise. Deviation inequalities and Cramer-type moderate deviations are achieved in the explosive and mildly explosive frameworks. The main methods used in this paper consist of the deviation inequalities for multiple Wiener-Ito integrals, as well as the asymptotic analysis techniques. This is a joint work with Yilong WAN and Guangyu YANG.

主讲人简介：

蒋辉，南京航空航天大学数学系，教授，博士生导师。主要从事随机分析、大偏差、随机过程的统计推断等研究，在Bernoulli，Stochastic Processes and their Applications, Journal of Applied Probability, Journal of Theoretical Probability等期刊发表多篇学术论文。主持多项国家自然科学基金与中国博士后基金。

邀请人：王汉超

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