- Date : 22 Aug. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:00 – 18:10
- Speaker: Alexei Kulik (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
Jian Song ( The university of Hong Kong )
- Time : 16:00 – 17:00
- Speaker: Alexei Kulik (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
- Abstract: Martingale problem approach for proving “averaging principle” and “diffusion approximation” type limit theorems. Particular case:CLT for a triangular array of additive functionals of a family of Markov processes, and application to the study of asymptotic properties of MLE in statistical models with Markov and hidden Markov data.
- Time : 17:10 – 18:10
- Speaker: Jian Song ( The university of Hong Kong )
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