Simultaneous Statistical Inference for Functional Time Series
报告人： Zhou Zhou (University of Toronto)
地点：Room 217, Guanghua Building 2
In this talk I shall introduce some statistical inference tools for high dimensional panel functional time series and functional time series regression. A new concept of physical dependent processes in the space of square integrable functions will be discussed, which adopts the idea of basis decomposition of functional data in these spaces. Gaussian and multiplier bootstrap approximations for sums of high dimensional functional time series will be derived. These results have numerous important statistical consequences. Exemplarily, we consider the development of joint simultaneous confidence bands for high dimensional mean functions of panel functional time series and slopes of time series functional linear regression, as well as the construction of tests for the hypotheses that the mean functions in the panel dimension are parallel.
About the Speaker:
Zhou Zhou obtained his Ph.D. in Statistics from the University of Chicago in 2009. He is currently a Full Professor at the Department of Statistical Sciences, University of Toronto. Zhou's major research interests lie in time series analysis, non- and semi- parametric inference, time-frequency analysis, change point analysis and functional and longitudinal data analysis.
Your participation is warmly welcomed!