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

主讲人：蒋辉

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。

时间：11月25日（周四）16:00-17:00

地点：腾讯会议ID：252 704 960

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

邀请人：王汉超