Weak dependence and applications
Paul Doukhan(CY Cergy-Paris University)
大阪大学 データ科学セミナーシリーズ 第63回
Weak dependence and applications
Paul Doukhan(CY Cergy-Paris University)
I will present an easy way to weaken the classical independence condition. Then weakening this condition having in view modeling of time series led Murray Rosenblatt and other main actors of probability and statistics to strong mixing type conditions.
I was working a lot with such conditions until the time I realized it was perhaps not the only way for this. Thus in 1999 I introduced weak dependence conditions with Sana Louhichi. Definitely alternatives exist, both for general conditions as in Wei Biao Wu or from the "French" team with Rio, Merlevède and others.
My main purpose is modeling so that I will better turn to provide a wide range of time series.
For those weak dependence conditions a wide range of tools was built with a small french group. Anyway keeping in mind modelling we provide with Xiequan Fan and Dedecker a number of powerful inequalities.
I will quickly describe some of them to switch to some few applications in order to demonstrate that such simple conditions may be somehow productive, for example in the application field of ecology with my project: https://doukhan.perso.cyu.fr/ecodep.html
講師: | Paul Doukhan(CY Cergy-Paris University) |
---|---|
テーマ: | 大阪大学 データ科学セミナーシリーズ 第63回 |
日時: | 2024年12月20日(金) 16:00-17:30 |
場所: | 大阪大学基礎工学部J棟6階 J617(対面開催) |
参加費: | 無料 |
参加方法: | 申込み不要 |
アクセス: | 会場までのアクセスは下記URLをご参照ください。 http://www.es.osaka-u.ac.jp/ja/access.html |
お問い合せ: | 寺田吉壱(terada@sigmath.es.osaka-u.ac.jp) |