Mathematical Sciences: Asymptotics for Long Memory Processes

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This research is at the interface between probability and statistics. The principal investigator will study the limit behavior of quadratic forms under long-range dependence. She will also consider trimmed sums in the case of long-range independence. The assumptions made in performing a statistical analysis typically include the independence or weak dependence of the observations. This is not always realistic. This research is concerned with the study of data exhibiting long-range dependence.