Pantheon SEMPARIS Le serveur des séminaires parisiens Paris

Status Confirmed
Seminar Series SEM-LPTM-UCP
Subjects math.PR
Date Tuesday 12 November 2019
Time 14:00
Institute LPTM
Seminar Room 4.13 St Martin II
Speaker's Last Name Doukhan
Speaker's First Name Paul
Speaker's Email Address
Speaker's Institution AGM, Université Cergy Pontoise
Title Non stationary models and applications
Abstract 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.
arXiv Preprint Number

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