ColloquiumSpeaker:
Dr. Robert Lund, Ph.D.
Professor, Department of Statistics
The University of California
Santa Cruz, Carolina
Title: A General Count Time Series Paradigm
Abstract: This talk develops a general model and theory for count-valued time series. Here, a correlated Gaussian process is transformed into the desired count structure. The methods are shown to have the most general autocovariance structure achievable, permit any marginal distribution whatsoever, and can easily accommodate covariates. Hermite expansions are used to relate the autocovariance of the Gaussian process to that of the count process.Particle filtering methods of likelihood evaluation are explored. Applications to tropical cyclone counts.
Day & Time: Thursday, January 30, 2025 at 3:00pm
Location: Lambton Tower, Room 9-118
Counts toward seminar attendance for MSc and PhD students in Math & Stats.