BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//jEvents 2.0 for Joomla//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
UID:3973a012724d3a4fa2884e8c93877fda
CATEGORIES:Seminars
CREATED:20190114T122915
SUMMARY:Alessandra Luati - Università di Bologna
DESCRIPTION;ENCODING=QUOTED-PRINTABLE:\n\nSpectral Models for Locally Stationary Processes (Joint with Tommaso Pr
 oietti and Stefano Grassi)\n\n\nAbstract: \nA class of models for the time-
 varying spectrum of a locally stationary process is introduced. The models 
 are specified in the frequency domain and the class depends on a power para
 meter that applies to the spectrum so that it can be locally represented by
  a finite Fourier polynomial. The coefficients of the polynomial have an in
 terpretation as generalized autocovariances whose smooth time variation is 
 determined according to a linear combination of logistic transition functio
 ns of the time index. Estimation is carried out in the frequency domain bas
 ed on the generalized Whittle likelihood. Parametric inference is developed
 .\n\n\n\n
DTSTAMP:20260406T003522Z
DTSTART:20190404T163000Z
DTEND:20190404T180000Z
SEQUENCE:0
TRANSP:OPAQUE
END:VEVENT
END:VCALENDAR