当前位置: 首页 > 科学研究 > 学术交流 >
学术交流

Discrete trawl models

2018-12-13 09:49    

报告人:Paul Doukhan 【University Cergy-Pontoise & Senior Member of IUF】

时   间:2018-01-18 15:00-16:00

地   点:卫津路校区应用数学中112教室


报告人简介

University Cergy-Pontoise & Senior Member of IUF 教授

报告内容介绍

      Long memory was first defined as the fact that stationary processes have non summable covariances. In 1961 Murray Rosenblatt exhibited the long memory properties of functions of a Gaussian process. Namely the partial sums process renormalised with n^H for for H>1/2 may converge to some non Gaussian process. The aim of the talk is to consider a new class of such models with possibly integer values. A special case of trawl processes is easily proved to have long memory. Various estimation techniques are first discussed. Then one may prove that both a fBm limit or a stable Lévy limit can be obtained as limits of the partial sums process in the current case. The latter Lévy limit is obtained for integer valued models. Other issues are also on progress.

联系我们

地址:天津市海河教育园区雅观路135号32号教学楼,300350
邮箱:maths@tju.edu.cn
电话:+86 (0)22 27402850
传真:+86 (0)22 27402850

Copyright@2017 天津大学数学学院 版权所有

扫码关注学院最新动态