Statistics and Stochastic Colloquium

Event status:

You are welcome to attend the upcoming Statistics and Stochastic Colloquium (part of the Colloquium Series organized by the Department of Mathematical and Physical Sciences at La Trobe University). It is a joint event with the Kyushu - La Trobe Seminar.

Date:
Tuesday 08 August 2023 01:00 pm until Tuesday 08 August 2023 01:00 pm (Add to calendar)
Contact:
Andriy Olenko
a.olenko@latrobe.edu.au
Presented by:
Department of Mathematical and Physical Sciences
Type of Event:
Forum/symposium; Seminar/Workshop/Training

The seminar will be conducted in a hybrid mode, allowing participants to join either in person at Room PS2-310 (La Trobe Bundoora campus) or via the provided below Zoom link for external attendees.

Prof Antoine Ayache (Lille University, France): Harmonizable Fractional Stable Motion: simultaneous estimators for both parameters

Abstract:

There are two classical very different extensions of the well-known Gaussian fractional Brownian motion to non-Gaussian frameworks of heavy-tailed stable distributions: the harmonizable fractional stable motion (HFSM) and the linear fractional stable motion (LFSM). As far as we know, while several articles in the literature, some of which appeared a long time ago, have proposed statistical estimators for the parameters of LFSM, no estimator has yet been proposed in the framework of HFSM. Among other things, what makes statistical estimation of parameters of HFSM to be a difficult problem is that, in contrast to LFSM, HFSM is not ergodic. The main goal of our talk is to propose a new strategy for dealing with this problem and obtaining solutions of it. The keystone of our new strategy consists in the construction of new transforms of HFSM which allow to obtain, at any dyadic level, a sequence of independent stable random variables.

Zoom meeting link: Join from a PC, Mac, iOS or Android: https://latrobe.zoom.us/j/6923176607

Or iPhone one-tap (Australia Toll): +61280152088,6923176607#

Or Telephone:

Dial: +61 2 8015 2088

Meeting ID: 692 317 6607

International numbers available: https://latrobe.zoom.us/u/kGYlz8ejQ

Or a H.323/SIP room system:

Dial: 6923176607@zoom.aarnet.edu.au

or 6923176607@zmau.us

or 103.122.166.55

Meeting ID: 6923176607

Or Skype for Business (Lync):

SIP:6923176607@lync.zoom.us

Room PS2-310 (La Trobe Bundoora campus)

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