[Forum SIS] Bocconi DEC Seminar: Giovanni Petris - June 7th/9th

[Anna Simoni]

Dear colleagues, 

The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar: 
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DEC Seminar 
Università Bocconi 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Part I - Tuesday, 7th June 2011 h. 4.30pm 
Part II - Thursday, 9th June 2011 h. 12.45pm 

Giovanni Petris 
(University of Arkansas, Department of Mathematical Sciences) 
"State space models: current perspectives and future developments" 



Abstract: 

State space models have provided a popular tool for the analysis of 
time series data for a fairly long time. Research in this area is 
still active, however, prompted by a combination of increased 
computing power and new challenges related to large data sets and 
sequential, on line, inference. 

In the first talk, of an introductory nature, I will give an 
overview of state space models, followed by a discussion of some of 
the most popular software tools to perform state space analysis using 
R, the free software environment for statistical computing. 

The second talk will present examples of current research on specific 
classes of state space models. 

Both talks should be accessible, in terms of content and required 
background, to graduate students. 

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Sincerely, 
Anna Simoni 


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Anna Simoni 

Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 

Email:anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/ 

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