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Év szerint | Hónap szerint | Ugrás a hónaphoz | |
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Bolyog Beáta: A least squares estimator for two factor affine diffusions |
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Szerda, 26. Október 2016, 14:00 - 16:00
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| Abstract. The talk is about the least squares estimation of the drift parameters of two-factor affine diffusion processes and the asymptotic distribution of the estimators. In the subcritical case we prove asymptotic normality, but in the critical and the supercritical case the limit distribution is non-normal. |
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Hely : Szeged, Aradi vértanúk tere 1., Riesz terem. |
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