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PRODID:-//University of Utah Math Department//Piecewise quantile autoregressive modeling of non-stationary time series//EN
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X-WR-CALNAME:Piecewise quantile autoregressive modeling of non-stationary time series
X-WR-CALDESC:Piecewise quantile autoregressive modeling of non-stationary time series at University of Utah Mathematics Department
X-WR-TIMEZONE:America/Denver
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UID:20150226T160000-alexander-aue@math.utah.edu
DTSTART;TZID=America/Denver:20150226T160000
DTEND;TZID=America/Denver:20150226T170000
DTSTAMP:20260922T150858Z
SUMMARY:Piecewise quantile autoregressive modeling of non-stationary time series
DESCRIPTION:Speaker: Alexander Aue\, University of California, Davis\n\nA new methodology is discussed for the fitting of non-stationary time series that exhibit non-linearity, asymmetry, local persistence and changes in location, scale and shape of the underlying distribution. To do this, model selection techniques are developed for the class of piecewise stationary …

LOCATION:LCB 219

URL:https://www.math.utah.edu/research/colloquia/2015-02-26-alexander-aue/
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