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比利时vs摩洛哥足彩 ,
university of california san diego

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math 295 - mathematics colloquium

wei biao wu

university of chicago

simultaneous confidence bands in time series

abstract:

i will talk about statistical inference of trends in mean non-stationary models, and mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. simultaneous confidence bands are constructed and the coverage probabilities are shown to be asymptotically correct. the simultaneous confidence bands are useful for model specification problems in nonlinear time series. the results are applied to environmental and financial time series.

november 6, 2008

3:00 pm

ap&m 6402

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