27th Young Statisticians Meeting

Session

Session 4

30 Sept 2023, 15:00

School of Applied Mathematics and Informatics, University of Osijek, Croatia

Conveners

Session 4: Mathematical Statistics

• Nenad Šuvak (Department of Mathematics, University J. J. Strossmayer of Osijek, Osijek)

7. Asymptotic behavior of an approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (2)

Andreja Vlahek Štrok (Faculty of Chemical Engineering and Technology, University of Zagreb)

30/09/2023, 15:00

For a fixed $T$ and $k\geq 2$, we analyze a $k$-dimensional vector stochastic differential equation over the time interval $[0,T]$:
$$dX_t=\mu(X_t, \theta)\,dt+\nu(X_t)\,dW_t,$$ where $\mu(X_t, \theta)$ is a $k$-dimensional vector and $\nu(X_t)$ is a $k \times k$-dimensional matrix, both consisting of sufficiently smooth functions. $\left(W_t, \, t \geq 0\right)$ is a $k$-dimensional...

10. Asymptotic theorems for contaminated runs of heads in the coin tossing experiment (3)

Michael Suja (University of Debrecen)

30/09/2023, 15:30

The classical coin tossing experiment is studied. Asymptotic theorems are obtained concerning the head-runs containing certain numbers of tails. It is proven that the limit distribution of the number of those runs of length 𝑛 containing at most 𝑇 tails is compound Poisson. The normalized first hitting time for the at most 𝑇 contaminated head runs is shown to have an exponential limiting...