CAREER: Asymptotics of random processes and their applications
职业:随机过程的渐近及其应用
基本信息
- 批准号:0448704
- 负责人:
- 金额:--
- 依托单位:
- 依托单位国家:美国
- 项目类别:Continuing Grant
- 财政年份:2005
- 资助国家:美国
- 起止时间:2005-03-01 至 2011-02-28
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
The proposal aims to advance statistical theory for randomprocesses that exhibit features like long-range dependence andnonlinearities, and to educate both statisticians and othersscientists in this new exciting area. Compared to thewell-developed theory under the independence assumption, it isconsiderably more challenging to establish a limit theory forprocesses with such features. The Principal Investigator proposesa powerful martingale based method and studies spectralestimation, empirical processes, nonparametric estimation andother related asymptotic problems for such processes.Processes with long-range dependence and nonlinearities occur invarious fields, including computer networks, communication,finance, geology, hydrology, econometrics and atmospheric scienceamong others. Applications of the research results developed inthe proposal would help test and justify claims made by scientistsin such fields. In particular, the PI develops statisticalmethodology to identify trends in temperature and ozone sequencesand provides statistical reasoning for meteorologists' claims onclimate change patterns.
该提案旨在推进随机过程的统计理论,这些随机过程表现出长程相关性和非线性等特征,并在这一令人兴奋的新领域教育统计学家和其他科学家。与独立性假设下的成熟理论相比,为具有这些特征的过程建立极限理论具有相当大的挑战性。主要研究者提出了一种强有力的基于鞅的方法,并研究了这类过程的谱估计、经验过程、非参数估计和其他相关的渐近问题,具有长程相关性和非线性的过程存在于各个领域,包括计算机网络、通信、金融、地质、水文、计量经济学和大气科学等。该提案中开发的研究成果的应用将有助于测试和证明科学家在这些领域提出的主张。特别是,PI开发了识别温度和臭氧序列趋势的方法学,并为气象学家对气候变化模式的主张提供了统计推理。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Wei Biao Wu其他文献
High-dimensional Simultaneous Inference of Quantiles
- DOI:
10.1007/s13171-025-00377-x - 发表时间:
2025-02-11 - 期刊:
- 影响因子:0.500
- 作者:
Zhipeng Lou;Wei Biao Wu - 通讯作者:
Wei Biao Wu
Optimal Multivariate EWMA Chart for Detecting Common Change in Mean
- DOI:
10.1007/s11009-025-10155-9 - 发表时间:
2025-03-24 - 期刊:
- 影响因子:1.000
- 作者:
Yanhong Wu;Wei Biao Wu - 通讯作者:
Wei Biao Wu
Recursive estimation of time-average variance constants
时间平均方差常数的递归估计
- DOI:
- 发表时间:
2009 - 期刊:
- 影响因子:0
- 作者:
Wei Biao Wu - 通讯作者:
Wei Biao Wu
Asymptotic theory for QMLE for the real‐time GARCH(1,1) model
实时 GARCH(1,1) 模型的 QMLE 渐近理论
- DOI:
- 发表时间:
2020 - 期刊:
- 影响因子:0.9
- 作者:
E. Smetanina;Wei Biao Wu - 通讯作者:
Wei Biao Wu
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
非平稳非线性回归模型中的联立置信带
- DOI:
- 发表时间:
2017 - 期刊:
- 影响因子:1.4
- 作者:
Degui Li;Weidong Liu;Qiying Wang;Wei Biao Wu - 通讯作者:
Wei Biao Wu
Wei Biao Wu的其他文献
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{{ truncateString('Wei Biao Wu', 18)}}的其他基金
Collaborative Research: Non-Parametric Inference of Temporal Data
合作研究:时态数据的非参数推理
- 批准号:
2311249 - 财政年份:2023
- 资助金额:
-- - 项目类别:
Standard Grant
ATD: Collaborative Research: Inference of Human Dynamics from High-Dimensional Data Streams: Community Discovery and Change Detection
ATD:协作研究:从高维数据流推断人类动力学:社区发现和变化检测
- 批准号:
2027723 - 财政年份:2020
- 资助金额:
-- - 项目类别:
Standard Grant
Collaborative Research: Asymptotic Statistical Inference for High-dimensional Time Series
合作研究:高维时间序列的渐近统计推断
- 批准号:
1916351 - 财政年份:2019
- 资助金额:
-- - 项目类别:
Standard Grant
Collaborative Research: Second Order Inference for High-Dimensional Time Series and Its Applications
合作研究:高维时间序列的二阶推理及其应用
- 批准号:
1405410 - 财政年份:2014
- 资助金额:
-- - 项目类别:
Continuing Grant
Covariance Matrix Estimation in Time Series and Its Applications
时间序列中的协方差矩阵估计及其应用
- 批准号:
1106790 - 财政年份:2011
- 资助金额:
-- - 项目类别:
Continuing Grant
Statistical Inference of Models with Time-Varying Parameters
时变参数模型的统计推断
- 批准号:
0906073 - 财政年份:2009
- 资助金额:
-- - 项目类别:
Continuing Grant
相似海外基金
Asymptotics and ergodicity of hypoelliptic random processes
亚椭圆随机过程的渐近性和遍历性
- 批准号:
2246549 - 财政年份:2023
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Random Measures: Asymptotics, Bayesian Inference, and Stochastic Dynamics
随机测量:渐进、贝叶斯推理和随机动力学
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随机测量:渐进、贝叶斯推理和随机动力学
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Large Scale Asymptotics of Random Spatial Processes: Scaling Exponents, Limit Shapes, and Phase Transitions
随机空间过程的大规模渐近:缩放指数、极限形状和相变
- 批准号:
1855688 - 财政年份:2019
- 资助金额:
-- - 项目类别:
Continuing Grant
Random Measures: Asymptotics, Bayesian Inference, and Stochastic Dynamics
随机测量:渐进、贝叶斯推理和随机动力学
- 批准号:
RGPIN-2016-05400 - 财政年份:2019
- 资助金额:
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Random Measures: Asymptotics, Bayesian Inference, and Stochastic Dynamics
随机测量:渐进、贝叶斯推理和随机动力学
- 批准号:
RGPIN-2016-05400 - 财政年份:2018
- 资助金额:
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Tail asymptotics of a stationary distribution of a reflecting random walk and its application to queueing networks
反射随机游走平稳分布的尾部渐近及其在排队网络中的应用
- 批准号:
17K18126 - 财政年份:2017
- 资助金额:
-- - 项目类别:
Grant-in-Aid for Young Scientists (B)
Random Measures: Asymptotics, Bayesian Inference, and Stochastic Dynamics
随机测量:渐进、贝叶斯推理和随机动力学
- 批准号:
RGPIN-2016-05400 - 财政年份:2017
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Asymptotics of correlation functions for random matrices
随机矩阵相关函数的渐近
- 批准号:
1832015 - 财政年份:2016
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随机测量:渐进、贝叶斯推理和随机动力学
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RGPIN-2016-05400 - 财政年份:2016
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