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Submitted by pscully on Fri, 05/29/2009 - 09:47.
06/04/2009 - 16:10
06/04/2009 - 17:30
STA/BST 290: David Stoffer
THURSDAY, June 4th, 2009 at 4.10pm, MSB 1147 (Colloquium Room)
Speaker: David Stoffer (University of Pittsburgh / National Science Foundation)
Assistants: Ori Rosen (UTEP), Sally Wood (OZ)
Title: Spectral Magic
Abstract: Although it is not as much fun as sawing a woman in half, it is still possible to astonish your friends with spectral magic. For example, estimating the spectral density matrix of vector-valued stationary time series is not easy because different degrees of smoothness are typically needed for different components; this problem must be balanced with the fact that the matrix must be positive semi-definite. I will perform this balancing act before your very eyes. After astonishing you with this feat, I will move on to the more arduous task of estimating the slowly changing spectral density of a locally stationary time series.
Our technique is no illusion.