报告摘要：
In this talk, we consider asymptotic properties for the quadratic functionals and associated ordinary least squares (OLS) estimator in the autoregressive process of order 1 with Gaussian noise. Deviation inequalities and Cramer-type moderate deviations are achieved in the explosive and mildly explosive frameworks. The main methods used in this paper consist of the deviation inequalities for multiple Wiener-Ito integrals, as well as the asymptotic analysis techniques. This is a joint work with Yilong WAN.
个人简介：
蒋辉，南京航空航天大学数学系教授，博士生导师。主要从事随机分析、大偏差、随机过程的统计推断等研究，在Stochastic Processes and their Applications, Journal of Applied Probability, Journal of Theoretical Probability, Journal of Multivariate Analysis等期刊发表论文四十余篇。获教育部高等学校优秀科研成果二等奖以及湖北省自然科学二等奖各1项，主持国家自然科学基金3项。