School Seminars and Colloquia

Long-range dependence and heavy-tailed distributions

Applied Statistics Seminar

by Daryl Daley


Institution: ANU, Canberra
Date: Wed 15th February 2006
Time: 2:00 PM
Location: Room 107, Richard Berry Building, University of Melbourne

Abstract: I shall talk about joint work, much
with Rein Vesilo, motivated originally by questions of long-range
dependence, and more recently by questions involving the rate of convergence
of convolution powers of subexponential distributions. Functions of
regular variation and extended regular variation are exploited, but more
from convenience than an essential ingredient.

For More Information: Owen Jones tel. 8344-6412 email: o.jones@ms.unimelb.edu.au