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PRODID:-//University of Utah Math Department//Long memory and non-standard limit theorems//EN
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X-WR-CALNAME:Long memory and non-standard limit theorems
X-WR-CALDESC:Long memory and non-standard limit theorems at University of Utah Mathematics Department
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UID:20160218T160000-shuyang-bai@math.utah.edu
DTSTART;TZID=America/Denver:20160218T160000
DTEND;TZID=America/Denver:20160218T170000
DTSTAMP:20260922T150858Z
SUMMARY:Long memory and non-standard limit theorems
DESCRIPTION:Speaker: Shuyang Bai\, Boston University\n\nIn time series analysis, the notion "long memory" stands for a slow hyperbolic decay of correlation as the time lag increases. Long memory has made surprisingly frequent appearances both in nature and in human life. In statistical inference, the sample sum plays a central role. Under long memory, …

LOCATION:LCB 219

URL:https://www.math.utah.edu/research/colloquia/2016-02-18-shuyang-bai/
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