[Seminario] Lectures on Weak dependence and modelling nonlinear time series

Maria Ines Rivera mrivera en dim.uchile.cl
Mar Abr 9 15:39:36 -04 2019

Estimados Alumnos(as), Postdoctorantes y Académicas DIM-CMM;

Se les invita cordialmente al siguiente mini-curso que dictará el 
Profesor Paul Doukhan entre el 15 y el 25 de abril en el Centro de 
Modelamiento Matemático de la Universidad de Chile (CMM), en nuevas 
fechas detalladas al final de este mail.  Este curso 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 
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 
     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:

Lunes 15:       10:00  - 12:00
Martes 16:      10:00 - 12:00
Miércoles 17:   8:30 - 10:15
Jueves:  18:   10:00 - 12:00

Miércoles 24:       8:30 - 10:15
Jueves 25:      10:00- 12:00

Para más información, contactar a Joaquin Fontbona fontbona at dim.uchile.cl

Esperando contar con su presencia, les saluda,

Ma. Inés Rivera
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listas.dim.uchile.cl/pipermail/seminario/attachments/20190409/a466cafb/attachment.html>

Más información sobre la lista de distribución Seminario