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6月28日阿拉巴马大学亨茨维尔分校吴冬生教授来我院讲座预告
( 来源:   发布日期:2019-06-25 阅读:次)

讲座题目:Weak Convergence of Martingales and Its Applications to Nonlinear Cointegrating Regression Model

主讲人吴冬生教授  阿拉巴马大学亨茨维尔分校

讲座时间:2019年6月28日(周五)8:30-9:30

讲座地点:综合楼601

主讲人简介:Dongsheng Wu obtained his PhD in Mathematics from Michigan State University in 2006, and is a professor in the Department of Mathematical Sciences at the University of Alabama in Huntsville now. His research interests include stochastic processes and random fields, random fractal and their applications.

讲座摘要:In this talk, we provide a weak convergence result for a class of martingales. As an application, using the marked empirical processes, we develop a test of parametric specification in a nonlinear cointegrating regression model. This talk is based on a joint work with Qiying Wang and Ke Zhu.


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