There will be a Statistics seminar at UMIST on Wednesday 22nd March.
The details are given below. All those interested are welcome to attend.
Wednesday 22nd March, 4.00pm - 5.00pm
Venue: UMIST, MSS/M12
Speaker: J.P. Kaipio, Department of Applied Physics, University of Kuopio,
Finland
(Joint work with M. Juntunen and A. Voutilainen)
Title: Models for time-varying autoregressive time series
Abstract: We consider recent approaches for the estimation of coefficient
evolution in time-varying autoregressive time series. We consider especially
the selection for the basis of coefficient evolutions in transition type
cases. In addition, new preliminary results for
nonparametric coefficient estimation based on hierarchical Bayesian
modelling are presented. This estimation scheme seems to be able to adjust
the smoothness of the coefficient evolutions automatically.
Barry Quinn.
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