Seminar: On some applications of Statistical signal processing and Statistical finance

Abstract

In this talk, I will present the estimators for a class of signal processing models and the limit theorems of the proposed estimators. In the second part of the talk, I will present some estimation problems arising from stock market data model driven by fractional Brownian motion and also present some limit theorems for proposed estimators.

Date and Time : 04-04-2017 TBA

Venue : Seminar Hall, 219 @ CET

Speaker : Ananya Lahiri, CMI

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