U.S.-Brazil Cooperative Research on Inferential Aspects of Some Wavelet Based Stochastic Models

点击翻译按钮获取中文摘要

9600215 Brillinger This U.S.-Brazil collaborative research project between David Brillinger of the University of California Berkeley and Pedro Morretin of the University of Sao Paulo in Brazil will develop statistical aspects of wavelet techniques for different stochastic models with application to some new and practical situations using economic, biological, and physical data. Autoregressive processes, state space models, linear systems, seasonal effect schemes, Markov chains, point processes and generalized linear models will be studied. The proposed research will create a new collaborative link between statisticians in Berkeley and Sao Paulo, including the active participation of graduate students on both sides. The Brazilian side will be funded by CNPq, the Brazilian federal science funding organization. ***