Statistics Seminar Speaker: Han Lin Shang, 3/21/2018

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Wednesday Mar 21 2018

Statistics Seminar Speaker: Han Lin Shang, 3/21/2018

4:15pm @ G01 Biotechnology

The Statistics Seminar speaker for Wednesday, March 21, 2018, is Han Lin Shang, an Associate Professor of Statistics at the Research School of Finance, Actuarial Studies and Statistics, Australian National University. His research interests include actuarial studies, computational statistics, demographic forecasting and empirical finance. He is serving as an associate editor for Journal of Computational and Graphical Statistics and Australian & New Zealand Journal of Statistics.

This talk was previously scheduled for April 11.

Talk: Estimations of long-run covariance and long-memory parameter in stationary functional time series

Abstract: In arenas of application including environmental science, economics, and medicine, it is increasingly common to consider time series of curves or functions. Many inferential procedures employed in the analysis of such data involve the long-run covariance function, which is analogous to the long-run covariance matrix familiar to finite-dimensional time series analysis and econometrics. I present a kernel sandwich estimator for estimating the long-run covariance. From estimated long-run covariance, I study the estimation of a long-memory parameter in a long-range dependent functional time series.

PDF iconHan Lin Shang - Flyer.pdf