[Forum SIS] Seminario a Tor Vergata

[Domenico Marinucci]

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical
Techniques for Cosmological Applications)

Lunedì 14 Gennaio ore 16
Aula D'Antoni
Dipartimento di Matematica
Università di Roma Tor Vergata

Speaker: 
Nikolai N. Leonenko
School of Mathematics, Cardiff University
 
Title: 
Limit theorems for weighted non-linear  transformations of Gaussian stationary processes with singular spectra. 
 
Abstract: 
The limit Gaussian distribution of multivariate weighted functionals of non-
linear transformations of Gaussian stationary processes, having multiple
singular spectra, is derived, under very general conditions on the weight
function. This paper is motivated by its potential applications in
non-linear regression, and asymptotic inference on non-linear functionals of
Gaussian stationary processes with singular spectra. 
This is a joint  work with A.V. Ivanov, M. D. Ruiz-Medina and  I. N. Savich.
   
References
Ivanov, A.V., Leonenko, N.N., Ruiz-Medina, M.D. and Savich I.N. (2013) Limit
theorems for weighted  non-linear  transformations of Gaussian stationary
processes with singular spectra, Annals of Probability, in press

Tutti gli interessati sono cordialmente invitati a partecipare.
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