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Submitted by pscully on Thu, 03/03/2011 - 10:28.
03/07/2011 - 13:10
03/07/2011 - 14:30
STA/BST 290: Jacek Leskow
Resampling methods for nonstationary almost periodic stochastic models
Monday, March 7th, 2011 at 1.10pm, MSB 1147 (Colloquium room)
Refreshments: 2.30pm, MSB 4110 (Statistics Lounge)
Speaker: Jacek Leskow
(Polish-American Grad School of Management, WSB-NLU Nowy Sacz, Poland)
Title: Resampling methods for nonstationary almost periodic stochastic models
Abstract: In the talk, the nonstationary almost periodic models for time series and stochastic processes will be presented. The applications of such models are very wide and include telecommunication signal processing, climatology,finance and biomedicine.
One of the most fundamental problems for such models is estimation of covariance and identification of frequencies. We will start from presentation of classical asymptotic results and then move to resampling methods that work for time series and continuous-time models as well. The consistency results will be illustrated with simulations and real data applications.