Time series, wavelets, high dimensional data and applications
Grant number: | 09/09588-5 |
Support Opportunities: | Scholarships in Brazil - Doctorate |
Start date: | September 01, 2009 |
End date: | February 28, 2013 |
Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Statistics |
Principal Investigator: | Pedro Alberto Morettin |
Grantee: | Michel Helcias Montoril |
Host Institution: | Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil |
Associated research grant: | 08/51097-6 - Time Series, Dependence Analysis and Applications, AP.TEM |
Abstract The objective of this Thesis' Project is to perform a detailed study of FAR models based on wavelets, where, initially, the asymptotic properties of these estimators will be studied and then, the vectorial extension of these models will be studied as well. Theoretical results will be computationally implemented, compared to other procedures already used in the literature through a simulation study and will be applied to real data sets. | |
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