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VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
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UID:event-10443@amse-aixmarseille.fr
DTSTAMP:20260430T130218Z
CREATED:20260430T130218Z
LAST-MODIFIED:20260430T130218Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:big data and econometrics seminar - Valentin Patilea
DTSTART:20240416T120000Z
DTEND:20240416T133000Z
DESCRIPTION:Functional Data Analysis (FDA) depends critically on the regula
 rity of the observed curves or surfaces. Estimating this regularity is a di
 fficult problem in nonparametric statistics. In FDA\, however\, it is much 
 easier due to the replication nature of the data. After introducing the con
 cept of local regularity for functional data\, we provide user-friendly non
 parametric methods for investigating it\, for which we derive non-asymptoti
 c concentration results. The results are obtained under weak dependence con
 ditions between the curves. Usual functional time series models (functional
  autoregressive\, functional ARCH\, etc) satisfy our conditions. As an appl
 ication of the local regularity estimation\, we propose adaptive estimators
  for the mean and autocovariance functions. Extensive simulation experiment
 s illustrate the performance of our estimators with finite series.\\n\\nCon
 tact: Michel Lubrano : michel.lubrano[at]univ-amu.frPierre Michel : pierre
 .michel[at]univ-amu.fr\n\nPlus d'informations: https://amse-aixmarseille.fr
 /fr/evenements/valentin-patilea-1
LOCATION:Îlot Bernard du Bois - Salle 21\, AMU - AMSE\, 5-9 boulevard Maur
 ice Bourdet\, 13001 Marseille
URL;VALUE=URI:https://amse-aixmarseille.fr/fr/evenements/valentin-patilea-1
CONTACT:Michel Lubrano : michel.lubrano[at]univ-amu.frPierre Michel :&nbsp\
 ;pierre.michel[at]univ-amu.fr
TRANSP:OPAQUE
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