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X-ORIGINAL-URL:https://canssiontario.utoronto.ca/
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UID:MEC-d8344660cc658e7eca1453254c1e0297@canssiontario.utoronto.ca
DTSTART:20251017T193000Z
DTEND:20251017T203000Z
DTSTAMP:20250703T232400Z
CREATED:20250703
LAST-MODIFIED:20260526
SUMMARY:CAST Seminar: Wei Sun
DESCRIPTION:\nJoin us at the CANSSI Ontario STatistics Seminars (CAST) with\n\n\n\nWei Sun\n\n\n\nFull ProfessorDepartment of Mathematics and StatisticsConcordia University\n\n\n\nTalk Title\n\n\n\nParameter Estimation for Stochastic Differential Equations Driven by Levy Noise with Time-Dependency\n\n\n\nAbstract\n\n\n\nWe study parameter estimation for discretely observed stochastic differential equations driven by small Levy noise with time-dependency. Under certain regularity conditions on the drift and dispersion functions, we obtain consistency and rate of convergence of the least squares estimator. Simulations and real data analysis related to the stochastic SIR model are provided as an example to illustrate the results.\n\n\n\nSpeaker Profile\n\n\n\nDr. Wei Sun received his PhD in probability theory and mathematical statistics from the Institute of Applied Mathematics, Chinese Academy of Sciences in 1998. In July 2004 he joined the Department of Mathematics and Statistics at Concordia University at the rank of Assistant Professor and was promoted to Full Professor in June 2015. Dr. Sun’s research interests include probability theory, stochastic processes, stochastic analysis, and their applications. He has published over 70 refereed papers in leading mathematics and statistics journals. He holds an NSERC Discovery grant for the period 2005-2030. Currently he is working on some challenging open problems in the field of stochastic analysis.\n\n\n\n\n
URL:https://canssiontario.utoronto.ca/event/cast-wei-sun/
ORGANIZER;CN=CANSSI Ontario:MAILTO:esther.berzunza@utoronto.ca
CATEGORIES:CANSSI Ontario Statistics Seminars
LOCATION:Herzberg Building, 4th floor, 1125 Colonel By Drive, Ottawa, ON
ATTACH;FMTTYPE=image/png:https://canssiontario.utoronto.ca/wp-content/uploads/2025/07/Wei-Sun.png
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