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Weak dependence, models and applications

Time:2014-04-08  Author:  ClickTimes:
TitleWeak dependence, models and applications
SpeakerPaul Doukhan, Cergy-Pontoise University and IUF,法国
Date/Time2014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.