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Activity Number: 554 - Memorial Session for Emanuel Parzen
Type: Invited
Date/Time: Wednesday, August 2, 2017 : 2:00 PM to 3:50 PM
Sponsor: Memorial
Abstract #322180
Title: Cepstral Models: An Overview of Recent Advances
Author(s): Scott H. Holan*
Companies: University of Missouri
Keywords: Bayesian ; Cepstral random fields ; Exponential model ; Gegenbauer exponential models ; Spectral density ; Vector exponential models

Manny Parzen was a longstanding proponent of using cepstral models and advocated for their use in several contexts. Although the original model was formulated as the Fourier transform of the log spectral density of a scalar time series, the model has recently been extended in several directions, including random fields, seasonal long memory time series, multivariate time series, and nonstationary time series, among others. This talk describes the impact of Manny Parzen's vision by providing an overview of recent advances made in the area of cepstral models along with illustrating many of the associated applications.

Authors who are presenting talks have a * after their name.

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