Pantheon SEMPARIS Le serveur des séminaires parisiens Paris

Statut Confirmé
Série SEM-LPTM-UCP
Domaines math.PR
Date Mardi 12 Novembre 2019
Heure 14:00
Institut LPTM
Salle 4.13 St Martin II
Nom de l'orateur Doukhan
Prenom de l'orateur Paul
Addresse email de l'orateur
Institution de l'orateur AGM, Université Cergy Pontoise
Titre Non stationary models and applications
Résumé The notion of stationarity has more a mathematical origin that a tight relationship to real data sets. Namely the underlying idea of this assumption is the use of the ergodic theorem (the law of large numbers). The aim of the talk is to try to provide mathematical models adapted to several issues of real data. We aim also at precisely setting some technical ideas for fitting such models. We will describe some models for astronomical data sets, and some models devoted to online retail, in order to exhibit precise features of interest for real models, and we will try to avoid the standard mathematical traps to pass from stationary models to non stationary ones. Namely local stationarity, periods, exogenous data and isotonic assumptions are clearly seen to be reasonable. Weak dependence conditions are also quite valuable in such settings.
Numéro de preprint arXiv
Commentaires
Fichiers attachés

Pour obtenir l' affiche de ce séminaire : [ Postscript | PDF ]

[ Annonces ]    [ Abonnements ]    [ Archive ]    [ Aide ]    [ ]
[ English version ]