时间：2018年12月7号(星期五)下午14:00-15:00
地点：法商南楼135（闵行校区）
题目：Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Levy processes with periodic mean
报告人：申广君 安徽师范大学数学与统计学院
摘要：In this paper, we deal with the least squares estimator for the drift parameters of an Ornstein-Uhlenbeck process with periodic mean function driven by fractional Levy process. For this estimator, we obtain consistency and the asymptotic distribution. In contrast to the fractional Ornstein-Uhlenbeck and the Ornstein-Uhlenbeck driven by Levy process, they can be regarded both as a Levy generalization of fractional Brownian motion and a fractional generalization of Levy process.