Weak dependence, models and applications
Time:2014-04-08 Author: ClickTimes:
Title | Weak dependence, models and applications |
Speaker | Paul Doukhan, Cergy-Pontoise University and IUF,法国 |
Date/Time | 2014年4月25日(周五)下午4:30 六号楼二楼报告厅 |
Place | |
Abstract | |
Brief Introduction to Speaker | The talk will discuss the modeling asymptotic independence by first stressing the mathematical and the statistical need for this. In 1999, I introduced notions of weak dependence adapted to both topics. The talk will develop models, limit theory as well as applications to subsampling either a limit variance or extremes. |
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