[Forum SIS] Politecnico di Milano, seminario V. Panaretos

[Laura M. Sangalli]

Si avvisa che in data 18-05-2012, alle ore 14:45 precise,
presso Aula Seminari F. Saleri VI Piano MOX - Dipartimento di 
Matematica, Politecnico di Milano,
nell'ambito delle iniziative MOX e del progetto FIRB Futuro in Ricerca 
SNAPLE (http://mox.polimi.it/~sangalli/firb.html), si svolgerà il 
seguente seminario:

Relatore:
Victor M. Panaretos
Ecole Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland

Titolo:
Towards Frequency Domain Analysis of Stationary Functional Data

Abstract:
We consider the problem of drawing statistical inferences on the 
second-order structure of weakly dependent functional time series. When 
functional data are independent, the entire second order structure is 
captured by the covariance operator. For dependent functional data, one 
needs to consider covariance operators relating different lags of the 
series, as is the case in multivariate time series. In the functional 
case, most work has focused on inference for stationary time series that 
are linear - a case that is now well understood. More recent work has 
focused on the estimation of the mean, long-run covariance operator and 
principal components on the basis of moment type mixing conditions for 
time series that are not necessarily linear. In this talk we consider 
the problem of inferring the complete second-order structure of 
stationary functional time series without a priori structural modeling 
assumptions. Our approach is to formulate a frequency domain framework 
for weakly dependent functional data, employing suitable generalisations 
of finite-dimensional notions. We introduce the basic ingredients of 
such a framework, propose estimators, and study their asymptotics under 
functional cumulant-type mixing conditions. (Based on joint work with 
Shahin Tavakoli, EPFL).



Tutti gli interessati sono invitati a partecipare.


Cordiali saluti,
Laura Sangalli

-- 
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli at polimi.it
url: http://mox.polimi.it/~sangalli