讲座题目：Weak Convergence of Martingales and Its Applications to Nonlinear Cointegrating Regression Model

主讲人：吴冬生教授  阿拉巴马大学亨茨维尔分校

讲座时间：2019年6月28日（周五）8：30-9：30

讲座地点：综合楼601

主讲人简介：Dongsheng Wu obtained his PhD in Mathematics from Michigan State University in 2006, and is a professor in the Department of Mathematical Sciences at the University of Alabama in Huntsville now. His research interests include stochastic processes and random fields, random fractal and their applications.

讲座摘要：In this talk, we provide a weak convergence result for a class of martingales. As an application, using the marked empirical processes, we develop a test of parametric specification in a nonlinear cointegrating regression model. This talk is based on a joint work with Qiying Wang and Ke Zhu.