[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following  Statistics Seminar:





Tuesday, May 21, 2.30  pm



Room III, via delle Belle Arti 41, Bologna





Andrew Harvey  (University of Cambridge)





Modeling directional (circular) time series





Abstract



Circular observations pose special problems for time series modeling. This article shows how the score-driven approach, developed primarily in econometrics, provides a natural solution to the difficulties and leads to a coherent and unified methodology for estimation, model selection and testing. The new methods are illustrated with hourly data on wind direction.









Contact person: Alessandra Luati





The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2019

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20190517/b9dfa8c5/attachment-0001.html>