Department of Mathematics Probability and Statistics Seminar 2009-2010 Wayne State University College of Liberal Arts and Sciences

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All talks are held Wednesdays at 1:00 PM in 1285 FAB, unless otherwise noted.
Contact Tachen Liang for more information.

All seminars
Colloquium
Mathematics Department home page

Fall 2009

Date	Speaker and Title
Oct. 28	Kazuhiko Shinki, Wayne State University Quasi-Maximum Likelihood Estimators for Fractionally Integrated Asymmetric Power ARCH
Nov. 4	Alexander Korostelev, Wayne State University Change-point Problems in Higher-dimensional Dynamical Systems
Nov. 11	Rafail Khasminskii, Wayne State University Method of Lyapunov Functions for Analysis of Extinction and Explosion in Markov Chains
Nov. 18	Qingshuo Song, University of Michigan Existence of Optimal Impulse Control on Portfolio Optimization with Transaction Cost