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.  


  • Workflow Status: Published
  • Created By: phand3
  • Created: 04/18/2017
  • Modified By: phand3
  • Modified: 04/18/2017


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