Wavelet Analysis of Functional Data - Applications in Econometrics

• Grant number: 23/12400-5
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: October 01, 2023
• End date: September 30, 2024
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Aluísio de Souza Pinheiro
• Grantee: Vinicius Martinelli Greggio
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 23/02538-0 - Time series, wavelets, high dimensional data and applications, AP.TEM

Abstract

Wavelet methods for functional data analysis has some advantageous properties, such as parsimony, asymptotic optimality, natural representation of varied classes of stochastic processes and computational efficiency. This IC project aims the student studying the elementary theory of wavelets, and the main statistical methodology based on wavelets. It is specially important to fully develop the computational algorithms, as well as employing these methodologies for the statistical analysis of real data