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