Event Date
Speaker: Zhou Zhou, Professor of Statistics, University of Toronto
Title: "Some Results in Functional Time Series Analysis: from Structural Approximation to Simultaneous Inference"
Abstract: Some recent results in functional time series analysis will be presented in this talk. First, we will discuss the problem of simultaneous inference for functional time series linear regression. In particular, joint simultaneous confidence band construction for time series scalar-on-function linear regression will be investigated when the regression model is estimated by a roughness penalization approach. Second, a unified functional auto-regressive approximation result for a general class of locally stationary functional time series will be delivered which serves as a theoretical foundation for a range of inferential problems for non-stationary functional time series analysis, including optimal linear forecasting, covariance structure inference, and resampling.
Speaker's site (links to Google): https://sites.google.com/view/zhouzhou-stat/home
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Seminar Date/Time: Thursday May 9, 4:10pm
Location: MSB 1147. Refreshments at 3:30pm