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Modeling and Inference of Local Stationarity

发布时间:2018-04-27
主讲人: Tailen Hsing
主讲人简介:

CV: Upload/File/2018/4/20180416041956576.pdf

主持人: Muyi Li
讲座简介:

Abstract: Stationarity is a common assumption in spatial statistics. The justification is often that stationarity is a reasonable approximation to the true state of dependence if we focus on spatial data "locally." In this talk, we first review various known approaches for modeling nonstationary spatial data. We then examine a particular notion of local stationarity in more detail. To illustrate, we will focus on the multi-fractional Brownian motion, for which a thorough analysis could be conducted assuming data are observed on a regular grid. Finally, extensions to more general settings that relate to Matheron's intrinsic random functions will be briefly discussed. 

时间: 2018-04-27(Friday)16:40-18:00
地点: D236, Econ Building
讲座语言: English
主办单位: SOE&WISE
承办单位: 统计系
期数: 3044am永利官网高级计量经济学与统计学系列讲座2018春季学期第二讲(总第103讲)
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