活动时间：2024-05-26 13:00
活动地点：2号学院楼235会议室
主讲人：徐方军
主讲人中文简介：
现任华东师范大学统计学院教授。美国康涅狄格大学数学系博士，美国堪萨斯大学数学系Robert Adams访问助理教授。主要研究概率极限理论，在Annals of Probability, Bernoulli, Stochastic Processes and Their Applications，Journal of Time Series Analysis等概率统计国际一流学术期刊上发表论文近20篇。主持国家自然科学基金青年项目和面上项目各1项，曾获上海市教学成果奖一等奖(团队成员)和上海市浦江人才计划等奖项。
活动内容摘要：
Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law with $\alpha\in (0, 2)$. Then, for any integrable and square integrable function $K$ on $\mathbb{R}$, under certain mild conditions, we establish the asymptotic behavior of the partial sum process $${\sum\limits_{n=1}^{[Nt]}[K(X_n)-E K(X_n)]: t\geq 0}$$ as $N$ tends to infinity, where $[Nt]$ is the integer part of $Nt$ for $t\geq 0$.
主持人：闫理坦