Mathematical Sciences: Time Series Modeling and the Bootstrap

首席调查员将在这笔赠款期间开展规划活动。她将参加数学及其在时间序列中的新方向应用研究所的暑期课程。这将让她在社区中建立几个联系人，并了解当前的研究方向。她还将对时间序列进行Bootstrap研究。自举是一种程序，允许对收集的数据进行重新采样，以获得有关样本可变性的信息。她将在时间序列的背景下调查这一过程。特别是，她将使用Bootstrap来学习更多关于模型的定阶估计的行为。

The principal investigator will conduct planning activities during the period of this grant. She will attend a summer program at the Institute of Mathematics and Its Applications on New Directions in Time Series. This will allow her to make several contacts in the community and be aware of the current directions of research. She will also conduct research on bootstrap for time series. The bootstrap is a procedure which allows for resampling of the collected data in order to obtain information about the variability of the sample. She will investigate this procedure in the time series setting. In particular she will use the bootstrap to learn more about the behavior of the estimates of order determination of models.