[Seminario] INVITACIÓN Lectures on Weak dependence and modelling nonlinear time series entre el 15 y el 23 de abril 2019

Joaquín Fontbona fontbona en dim.uchile.cl
Mie Abr 3 20:05:07 -03 2019


Estimad at s

La invitación está abierta también a   investigadores, ingenieros y académicos.

Saludos 

Joaquin Fontbona
> El 03-04-2019, a las 7:30 p.m., Maria Ines Rivera <mrivera at dim.uchile.cl> escribió:
> 
> 
> Estimados Alumnos(as) y Postdoctorados DIM-CMM; 
> 
> 
> Se les invita cordialmente al siguiente mini-curso que dictará el  Profesor Paul Doukhan entre el 15 y el 23 de abril  en el Centro de Modelamiento Matemático de la Universidad de Chile (CMM), y que es co-organizado con la Universidad de Valparaíso en el marco del proyecto  PAI-CONICYT MEC Nº80170072:
> 
> 
> Lectures on Weak dependence and modelling nonlinear time series
> 
> Paul Doukhan
> 
> AGM UMR8088 University Paris-Seine and CIMFAV, Universidad de Valparaiso, Chile 
> 
> Dependence is a main feature of real life data sets (think e.g. of Meteorology, Medical, or Econometric data), ergodic theory yields essential tools to derive laws of large numbers, but this is not enough for statistical features and Rosenblatt introduced a strong mixing condition able to deal with this in 1956. However papers by Rosenblatt and by Andrews demonstrated in 1984 that the simplest autoregressive model does not always fit such conditions. The aim of the mini-course is to also describe an alternative condition introduced in a joint paper with Sana Louhichi in 1999. Thus an elementary reflexion on some simple and necessary objects like independence, covariances, or association properties will help to understand and develop models. We shall also derive moment bounds of sums and dependent Lindeberg inequalities useful for statistical purposes with some possible application to functional estimation. 
> The lectures will thus be spliced into different items
> Probabilist tools for independence and orthogonality
> models of non linear times series illustrated in a statistical framework
> Moment inequalities and Central limit theorems under dependence
> A taste of application to nonparametric statistics
> Complementary material may be found in the monograph Stochastic Models for Time Series (Springer, 2018).
> 
> 
> El curso tendrá lugar en la sala Jaques Luis Lyons del CMM, ubicada en Beaucheff 851, Torre Norte, 7mo piso, en los siguientes horarios: 
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> 
> Lunes 15:       10:00  - 12:00
> Martes 16:      10:00 - 12:00
> Miércoles 17:   8:30 - 10:15
> Jueves:  18:   10:00 - 12:00
> 
> Lunes 22:       10:00 - 12:00
> Martes 23:      10:00- 12:00
> 
> Para más información, contactar a Joaquin Fontbona fontbona at dim.uchile.cl <mailto:fontbona at dim.uchile.cl>
> 
> Esperando contar con su presencia, les saluda, 
> 
> Ma. Inés Rivera 
> 
> 
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