統計学輪講(第1回)

日時      2006年 4月18日(火)    15時〜16時40分
場所      経済学部新棟3階第2教室
講演者    吉田 朋広(数理科学)
演題      Weak convergence of statistical random fields and polynomial
          type large deviation inequalities 
概要:
  We present a certain polynomial type large deviation inequality 
for a statistical random field. From this result, we obtain weak convergence 
of the statistical random field, and asymptotic properties of statistics 
related to it. We apply those results to quasi-likelihood analysis for 
sampled stochastic differential equations. It turns out that Yury Kutoyants' 
scheme to apply Ibragimov-Hasminskii's theory to stochastic processes such 
as semimartingales was correct.


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Tokyo University