[Forum SIS] Seminar: Juan-Carlos Martinez-Ovando on MONDAY 29JUNE2009 at 1:00 (DEC Bocconi)

[Marco Bonetti]

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                                                      ANNOUNCEMENT
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On MONDAY, June 29th 2009 at 1:00pm (room C, via Sarfatti 25, Milan) of
Bocconi University

                                                Juan-Carlos Martinez- 
Ovando
                                                         University of  
Kent

will hold the seminar:

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"Some approaches for modelling stationary processes"

Abstract

It is now well known that one can develop strictly stationary first- 
order
dependent processes from any (Bayesian) exchangeable model. In this talk
we shall present some approaches with the aim of flexibilizing such type
of constructions. Specifically, we will start presenting the development
of first-order dependent processes with nonparametric transitions.
We shall continue presenting a novel extension defining strictly  
stationary
processes with non-parametric marginals and non-parametric transitions.
We will also turn to explore some ideas regarding the extension to  
build up
higher-order dependent processes in a parametric framework.  
Illustrations
analysing real data will be presented.

Joint work with Stephen G. Walker.
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You are warmly invited to participate.

Sincerely,

Marco Bonetti


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Marco Bonetti
Department of Decision Sciences
Bocconi University
Via Guglielmo Roentgen 1
20136 Milan, Italy
Tel +39 02 58365670
Fax +39 02 58365634



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