PREVIOUS SEMINAR - 21st October 2022
Alessia Caponera (École Polytechnique Fédérale de Lausanne)
Title: Statistical inference for time-varying functional autoregressive processes on the sphere
Abstract: Spatio-temporal processes arise very naturally in a number of different applied fields, like Cosmology, Astrophysics, Geophysics, Climate and Atmospheric Science.
In most of these areas, the detection of structural breaks or regime shifts in the data stream is key. To this end, we will present some generalisations of the recently introduced SPHAR(p) process by allowing for temporal changes in its functional parameters and variability structure. Our approach, which intrinsically integrates the spatial and temporal dimensions, could give multiscale insights into both the global and local behaviour of changes. This will be motivated by a real dataset of global surface temperature anomalies.
This presentation was based on joint works with F. Spoto, P. Brutti, D. Marinucci, A. Vidotto.
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