Some researchers might be interested in an
Instructional Workshop on
Empirical Process Techniques for Dependent Data
on
Tuesday November 21 - Friday November 24, 2000
University of Copenhagen
The webpage for the meeting is
http://www.stat.ku.dk/maphysto/empproc.html
The abstract for the meeting is given below.
Empirical process techniques for independent and identically distributed
observations have been used for many years in statistics and probability
theory. Over the last few years the need to model dependence in real-life
data has led to new developments for the empirical distribution function
and the empirical process for dependent, mostly stationary sequences. By
now, the theory for dependent data is well understood, but the results are
spread widely in the literature. In addition to this fact, the classical
empirical process techniques have been adapted to various other fields,
including extreme value theory and time series analysis. The tail empirical
process has become a useful tool for the statistics of extremal events of
dependent data. It constitutes a link between point processes and empirical
processes. Similarly, the periodogram and its integrated versions are
analogues of the empirical process, and therefore ideas from that theory
have been adapted to the spectral analysis of time series.
The aim of the instructional workshop is to give an introduction to the
existing theory of empirical process techniques for dependent data and to
provide an overview of the most recent developments in various fields
related to empirical processes. These include the spectral analysis of time
series, the bootstrap for stationary sequences, the empirical process for
mixing dependent observations, including the case of strong dependence. The
introduction to the theory will be given in lectures by H. Dehling and W.
Philipp. They will give the basics of the theory, starting form the
classical contributions of P. Billingsley and covering the development up
to the present. In addition to these lectures, some of the top specialists
in the field will lecture on the most recent results in their areas.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|