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統計数学セミナー
過去の記録 ～04/19｜次回の予定｜今後の予定 04/20～
| 担当者 | 吉田朋広、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. |
2018年03月15日(木)
16:00-17:10 数理科学研究科棟(駒場) 052号室
Stefano Iacus 氏 (University of Milan)
On Hypotheses testing for discretely observed SDE (Joint work with Alessandro De Gregorio, University of Rome)
Stefano Iacus 氏 (University of Milan)
On Hypotheses testing for discretely observed SDE (Joint work with Alessandro De Gregorio, University of Rome)
[ 講演概要 ]
In this talk we consider parametric hypotheses testing for discretely observed ergodic diffusion processes. We present the different test statistics proposed in literature and recall their asymptotic properties. We also compare the empirical performance of different tests in the case of small sample sizes.
In this talk we consider parametric hypotheses testing for discretely observed ergodic diffusion processes. We present the different test statistics proposed in literature and recall their asymptotic properties. We also compare the empirical performance of different tests in the case of small sample sizes.
