SEMINARS |
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Spring 2008
STATISTICS
COLLOQUIUM
Friday, February 15, 2008
2:30-3:00—Refreshments, Yost 327
3:00-4:00—Talk,
Yost, Room 101
Sreenu Konda, PhD
Statistics Department
Temple University
Fitting Nonstationary Time Series with Whittle Likelihood Estimator on Sieves
Preliminary results of model fitting of nonstationary time series with Whittle maximum likelihood estimator on sieves are presented. The analysis does not make assumptions regarding the parametric form of the data generating process. A comparison with model selection by the AIC method is provided by simulations. If time permits, some asymptotic results are presented along with local likelihood estimation and a biomedical time series application.
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