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Advanced Methods in Statistics - Topics for Research Tutorial A
Published:2013-05-06 Hits:829

TitleMartingales and Stochastic Integrals in Counting Process Dynamic Models


Speaker: Mau Jochen, Full Professor Emeritus of Heinrich Heine University Dusseldorf, Germany


Time: 10am—12pm, 2pm—4pm

            From 6th May to 10th May, 2013


VenueRoom 2201, East Guanghua Tower


The content of this tutorial builds on the modern theory of the French school of probabilists and its interpretation towards a theory of statistical inference at Stanford University in the late 1970’s, elaborated by Scandinavian and French mathematicians.

The approach rests on this understanding: There is some stochastic phenomenon that may be modeled mathematically as a stochastic process. The class of stochastic process is known through some specifics remain unknown – are hidden from observation or per se unobservable. Observations occur as series of counts, possibly in a multivariate way. The crucial point is the modeling of the link model, the data model of serial counts.

Three research issues around dynamic analyses of accumulating data from evolving observations are presented.


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