概率统计学术报告Nonlinear regression with nonstationarity and heteroscedasticity

题目: Nonlinear regression with nonstationarity and heteroscedasticity 

报告人：Professor Qiying Wang, The University of Sydney 

时间： 2019年9月20日（周五）15:00 

地点：浙江大学工商管理楼200-9 

摘要：This paper develops an asymptotic theory of nonlinear least squares estimation by establishing a new framework that can be easily applied to various nonlinear regression models with heteroscedasticity. This paper explores an application of the framework to nonlinear regression models with nonstationarity and heteroscedasticity. In addition to these main results, this paper provides a maximum inequality for a class of martingales and establishes some new results on convergence to a local time and convergence to a mixture of normal distributions.

联系人：张荣茂（rmzhang@zju.edu.cn）

             浙江大学数学学院统计研究所

                 浙江省现场统计研究会