ALTERAÇÃO DA SALA - Seminários conjunto ICMC-USP/UFSCart - Estatística - 25/03/2011

["Prof. Marinho G. Andrade Filho" <marinho@icmc.usp.br>]

ANTENÇÃO PARA ALTERAÇÃO DA SALA DO SEMINÁRIO DO PROF. VALDERIO.

SEMINÁRIO SERÁ NA SALA  4001 (AO LADO DO SETRO DE EVENTOS, EM FRENTE A 
ANTIGA BIBLIOTECA)


Att.
Marinho

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Seminários de Estatística
"Robust estimation in Time Series with different correlation structures and additive outliers"

Palestrante: Prof. Dr. Valderio Anselmo Reisen
Instituição: UFES

Data: 25/03/2011
Hora: 14:00
Local: Sala 4001

Público: alunos, docentes e demais interessados

Resumo: A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance,
based on the moments, does not own this property. Hence, the definition of an autocovariance estimator which is robust to additive outlier can be very useful for
time-series modelling. In this paper, some asymptotic properties of the robust scale and autocovariance estimators proposed by Ma&  Genton (2000) is studied and
applied to time series with different correlation structures and, also, applied to periodic processes.