Seminars 2007 — Abstracts
Friday, May 25
Speaker:
Ralph Snyder,
Monash University
Title:
Likelihood evaluation and other computatrivia for Gaussian time series analysis
Abstract: My prediction is that this seminar will cover Gaussian time series analysis and issues surrounding the definition and evaluation of likelihood functions. It will explore a number of options for handling non-stationary time series and outline associated computational algorithms needed for likelihood evaluation. I have yet to prepare the slides, so things may evolve over the intervening four weeks between the writing of this abstract and the presentation. Like all good statisticians, I assume that you will measure the uncertainty associated with this prediction and factor it into your decision on whether or not to attend.
