Least squares estimator for Ornstein-Uhlenbeck process driven by Hermite process with periodic mean
报告人：申广君
报告地点：腾讯会议
报告时间：2020年11月19日星期四08:15-09:30
邀请人：杨青山
报告摘要：
In this talk, we consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes driven by the Hermite processes with periodic mean, where order q> 1 and Hurst index H in (0.5, 1). We establish the consistency of least squares estimation and obtain the asymptotic behavior for the estimator. We also introduce alternative estimators, which can be looked as an application of the least squares estimator. In comparison with the fractional Ornstein-Uhlenbeck processes with periodic mean, our work can be regarded as its non-Gaussian extension [joint work with Qian Yu and Zheng Tang].
会议ID：561 426 818
主讲人简介：
申广君，理学博士、教授、博士生导师，安徽省学术和技术带头人，安徽省杰出青年科学基金获得者，安徽师范大学文津学者。主要研究方向是随机分析和随机过程。在国际SCI期刊发表研究论文40余篇，主持两项国家自然科学基金面上项目等项目。
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