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Abstract:
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In this talk, we will present a review of important results and statistical applications obtained by Canadian statisticians and probabilists, for empirical processes of independent and identically distributed observations, pseudo-observations, and time series. In particular, we will consider weak convergence and strong approximations results, as well as tests for model adequacy such as tests of independence, tests of goodness-of-fit, tests of change-point and tests of serial dependence for time series. We will also consider applications of empirical processes of interacting particle systems for the approximation of measure-valued processes.
This is joint work with Miklós Csörgo, Donald A Dawson, Bouchra Nasri and Bruno Rémillard
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