# Probability Seminar - Frederi Viens

Probability Seminar

**Speaker:** Frederi Viens - Michigan State University

**Title:** Optimal rates for parameter estimation of stationary Gaussian processes

**Date: **Thursday, October 19, 2017

**Location: **C405 Wells Hall

**Time: **3:00 PM - 3:50 PM

**Abstract: **In this talk, I will introduce some tools from the analysis on Wiener space which help with the estimation of distances between probability measures. I will explain how these can be used to estimate rates of convergence in central limit theorems for partial sum of functionals of general stationary and non-stationary Gaussian sequences. Specific applications include drift parameter estimation problems for some stochastic differential equations driven by fractional Brownian motion with fixed-time-step observations.”