[grads] [Sem-coll] Colloquium Reminder for Today
jmillham at iit.edu
Tue Jan 19 11:53:00 CST 2010
This is a reminder of the colloquium today, with job candidate Wei
Zheng, from UIC. Please note the room change, but refreshments will
be available at the regular time in E1 112.
Tuesday, Jan 19 4:40 pm
Wei Zheng, University of Illinois - Chicago
"Efficient Crossover Designs and Limit Theories for Sample Covariances
of Long-Memory Linear Processes"
The talk will cover topics in two areas of statistics, namely
experimental designs and time series.
In crossover designs, it suffices to consider a linear model with
effects of subjects, periods, direct and first-order carryover effects
of treatments in most applications. We allowed the subject effects to
be random, and thus included the fixed subject effects model as a
special case. Efficient designs are proposed under this more flexible
model. We also studied statistical properties and methods of
constructions of these designs.
For a time series, plot of sample covariances is a popular way to
assess its dependence properties. We gave a systematic
characterization of asymptotic behavior of sample covariances of
long-memory linear processes. Central and non-central limit theorems
are obtained for sample covariances with bounded as well as unbounded
lags. It is shown that the limiting distribution depends in a very
interesting way on the strength of dependence, the heavy-tailedness of
the innovations and the magnitude of the lags.
See you there!
Department of Applied Mathematics
Illinois Institute of Technology
Engineering-1 Room 208
10 W. 32rd St.
Chicago IL 60616
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