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Abstract Details
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Activity Number:
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381
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Type:
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Invited
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Date/Time:
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Tuesday, August 2, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #300179 |
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Title:
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Locally Stationary Approaches to Complex Time Series
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Author(s):
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Guy Nason*+
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Companies:
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University of Bristol
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Address:
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School of Mathematics, BRISTOL, International, bs8 1tw, England
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Keywords:
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locally stationary ;
time series ;
aliasing
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Abstract:
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Many real life time series are not stationary and can often be successfully modeled using locally stationary series. We consider the case of locally stationary series subjected to aliasing and demonstrate what might be done to mitigate the effect of aliasing on the series, to gain information on the aliases and the variation in the series that is obscured by aliasing
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Authors who are presenting talks have a * after their name.
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