Dear All, You are kindly invited to attend the next Stochastics and Finance seminar. On Tuesday March 7, Kostiantyn Ralchenko will give a talk in Carslaw 535 (and on zoom). Zoom link: https://uni-sydney.zoom.us/j/84240252220 Speaker: Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) Title: Drift parameters estimation in the fractional Vasicek model Abstract: We investigate the fractional Vasicek model described by the stochastic Langevin equation driven by fractional Brownian motion. We study the maximum likelihood estimators for unknown drift parameters based on the continuous-time observations of the solution. We derive their joint asymptotic distribution and prove their asymptotic independence. Both ergodic and non-ergodic cases are considered. https://www.maths.usyd.edu.au/u/SemConf/Stochastics_Finance/seminar.html Please feel free to forward this message to anyone who might be interested in this talk. Best wishes, Anna