ISyE Statistics Seminar - Ray Bai

Event Details
  • Date/Time:
    • Thursday April 20, 2017
      11:00 am - 12:00 pm
  • Location: Groseclose 402
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Summary Sentence: ISyE Statistics Seminar - Ray Bai

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TITLE:  Block Dependence Under Long Memory

ABSTRACT:

For time series with long memory, inference through resampling is of particular importance, since the asymptotic distributions are often difficult to determine statistically.  To establish the asymptotic validity of certain resampling procedures, it requires a fine understanding on the dependence between two finite blocks of the time series. We shall introduce some recent progress on this direction.

 

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Faculty/Staff, Public, Undergraduate students
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Status
  • Created By: phand3
  • Workflow Status: Published
  • Created On: Apr 18, 2017 - 5:32pm
  • Last Updated: Apr 18, 2017 - 5:32pm