統計数学セミナー

過去の記録 ~06/17次回の予定今後の予定 06/18~

担当者 吉田朋広、増田弘毅、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2006年05月10日(水)

16:20-17:30   数理科学研究科棟(駒場) 128号室
Arnak DALALYAN 氏 (Universite Paris 6, France)
Asymptotic statistical equivalence for diffusion processes II
[ 講演概要 ]
We consider the experiment of a continuously observed scalar diffusion process with unknown drift function. In the stationary case, we prove that this experment is locally asymptotically equivalent to a simple Gaussian white noise experiment. We also derive the rate of convergence of the Le Cam's distance and describe the Markov kernel attaining this rate of convergence. These results are obtained in collaboration with Markus Reiss.
[ 参考URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/01.html