报告题目 (Title)： alpha-Wiener 桥过程漂移参数极大似然估计的渐近行为
报告人 (Speaker)： 王绍臣 博士（华南理工大学）
报告时间 (Time)：2021年11月7日(周日) 9：00
报告地点 (Place)：腾讯会议（会议号：251 720 050）
邀请人(Inviter)：张阳春
报告摘要：In this talk, we study the asymptotic behavior, including Cram\'{e}r-type moderate deviations and optimal Berry-Esseen bounds for maximum likelihood estimator of drift parameter in $\alpha$-Wiener bridge process. For statistical practice, a self-normalized version asymptotic result for maximum likelihood estimator is also established. Numerical simulations show that our new established maximum likelihood estimator based test statistic outperforms than the moment estimator based test statistic and the likelihood ratio test statistic in literature.