LARGE-SCALE COMPUTER MODELS FOR ENVIRONMENTAL SYSTEMS
A SAMSI Focussed Study Program

SEMINAR

HARRY HURD

DEPARTMENT OF STATISTICS, UNIVERSITY OF NORTH CAROLINA

PERIODICALLY CORRELATED SPACE-TIME PROCESSES

Friday, March 14, 2003
12 Noon
NISS Lecture Room

ABSTRACT

This talk will consist of an overview of univariate periodically correlated processes and then a discussion of their extension to space-time. The main topics will be (1) definitions and structural theory, (2) testing for presence of PC structure, (3) parametric models (PARMA), (4) empirical orthogonal functions (Kim et. al.). Some empirical results will be presented.