报告题目: Fourier analyses of extremal events

报告人：赵宇微博士

报告时间：2017年12月22日（周五）上午 9:00-10:00

报告地点：尚贤楼808

主持人：董英华博士

摘要: We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a regular variation condition on the underlying stationary sequence to make these notions precise. The functional central limit theorem for the integrated periodogram of the indicator functions of dependent extremal events is proved, which is then used to construct the goodness-of-fit tests. We also propose a Whittle estimation procedure with its applications to simulated data sets.

报告人简介：赵宇微博士，现任职于复旦大学上海数学中心。曾在德国乌尔姆大学和比利时法语鲁汶天主教大学从事博士后工作。

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数学与统计学院

2017年12月20日