Event
On strong consistency of the regularized least-squares estimates of infinite autoregressive models
Friday, January 27, 2006 15:30
Burnside Hall
805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
CRM-ISM-Gerad Seminar: Yulia R. Gel, University of Waterloo. The talk addresses on-line parameter estimation of infinite autoregressive (AR) models with exponentially decaying coefficients. Coffee and cookies at 3 pm; wine and cheese reception after the talk.