Seminar on Probability and Statistics

Seminar information archive ~03/27Next seminarFuture seminars 03/28~

Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2020/11/27

17:00-18:10   Room #on-line (Graduate School of Math. Sci. Bldg.)
Register at least 3 days before at the reference URL. The URL for participation sent before the seminar.
Yuliya Mishura (Taras Shevchenko National University of Kyiv)
Processes with small ball estimate: properties, examples, statistical inference (ENGLISH)
[ Abstract ]
The notion of a process with small ball estimate is introduced and studied. In particular, divergence of integral functional of such process is established and applied to statistical estimation. Several interesting examples are provided, and various modifications of the main group of properties are considered. The talk is based on the common research with Prof. Nakahiro Yoshida.
[ Reference URL ]
https://docs.google.com/forms/d/e/1FAIpQLSeYCDQS9c9i0gy-Y0YY-q5TPJlwGmWhCYnkKRE7udvMOoy0mw/viewform