比利时vs摩洛哥足彩
,
university of california san diego
****************************
math 288 - probability \& statistics seminar
tucker mcelroy
us census bureau
polyspectral factorization
abstract:
this presentation contributes to the theoretical background for a new quadratic prediction method for time series. we develop a theory of polyspectral factorization, providing new mathematical results for polyspectral densities. new bijections between a restricted space of higher-dimensional cepstral coefficients (where the restrictions are induced by the symmetries of the polyspectra) and the auto-cumulants are derived. applications to modeling are developed; in particular, it is shown that semi-parametric nonlinear time series modeling can be accomplished by approximation of the cepstral representation of polyspectra.
host: wenxin zhou
march 17, 2021
3:00 pm
location: https://ucsd.zoom.us/j/92649390991
****************************