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STAT Seminar Series: Count Time Series

Speaker Name: 
Robert Lund
Speaker Title: 
Professor and Chair of the Department of Statistics
Speaker Organization: 
University of California Santa Cruz
Start Time: 
Monday, October 19, 2020 - 4:00pm
End Time: 
Monday, October 19, 2020 - 5:05pm
Location: 
Via Zoom Presentation
Organizer: 
Visit. Asst. Prof. Claudia Wehrhahn

Abstract:

This talk overviews the modeling of count time series, detailing some history and recent breakthroughs. Classical work involving the discrete and integer autoregressive moving-average model classes is first reviewed.  Drawbacks with these models are illuminated and used to motivate two more modern approaches: copulas and construction from stationary sequences of zeroes and ones. What emerges are very flexible model classes that are naturally parsimonious, can have negative autocorrelations and/or long-memory features, and can be statistically fitted by likelihood, composite likelihood, and/or moment methods.   Various applications are pursued, including a bivariate hurricane count model with Poisson components that are negatively correlated, and rare events in Major League baseball.

The Zoom access link is:
https://ucsc.zoom.us/j/92134979302?pwd=VTc5YStQSkoweWNyaC91eUUwQmlDZz09

Event Type: 
Event