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Seminarios/Estatistica/UNICAMP

Prezados,
Seguem abaixos os titulos e os resumos dos seminarios. Dia 26/06/07 a partir das 14hs sala 321.
As 14hs, Wilfredo Palma, (Departamento de Estadística, Pontificia Universidad Católica de Chile) 

Titulo: PREDICTION OF LONG-RANGE DEPENDENT TIME SERIES

Abstract:
This talk addresses several aspects of the modeling,
prediction and interpolation of long-range dependent processes. New results on the invertibility, prediction and interpolation of 
long-memory processes are presented as well as a number
numerical experiments assessing the performance of these
methodologies.

Key words: Long memory, interpolation, invertibility, prediction.

As 15hs, Brani Vidakovic (Georgia Institute of Technology, Atlanta, EUA)
Titulo: Estimating Self-similarity Index by Wavelet-based Convex Rearrangements. 

Abstract
In this talk we overview data scaling and emphasize its importance for
statistical inference. A novel wavelet based tool -- Wavelet Lorenzian,
is introduced to assess the scaling index.
Several applications are discussed.



Ronaldo

--
Ronaldo Dias
Depto. Estatistica, IMECC - UNICAMP
dias@ime.unicamp.br
www.ime.unicamp.br/~dias


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fn:Ronaldo  Dias
n:Dias;Ronaldo 
org:University of Campinas;Statistics
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email;internet:dias@ime.unicamp.br
title:Associate Professor
tel;work:55 19 3521 6075
tel;fax:55-19-3289-5766 
url:http://www.ime.unicamp.br/~dias
version:2.1
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