Seminar (WS 2018/19)
Stochastic processes
 Time and location of the seminar:
 Tuesday 14:1515:45, MΛTHEMΛTIKON, INF 205, 4th floor, SR 8
 Contact:
 Xavier Loizeau <loizeau[at]math.uniheidelberg.de>
 Jan JOHANNES <johannes[at]math.uniheidelberg.de>
 Questions, please directly by email or by using the contact form.
 Seminar program:

Talk Subject Preliminaries 1. Stochastic process 2./3. Realvalued times series 4. Banach space valued random variables 5. Hilbert space valued random variables 6. Sequences of random variables in Banach spaces 7.9. Autoregressive Hilbertian process ARH(1) 10./11. Estimation for ARH(1) 12. ARH(p) 13. Autoregressive processes in Banach spaces 14. General linear processes 15. Estimation of autocorrelation operator  Literature:
 Bosq, Linear processes in function spaces, Springer, Lecture Notes in Statistics 149, 2000.
 Brockwell and Davis, Introduction to Time Series and Forecasting, Springer Texts in Statistics, 2002.
 Klenke, Probability theory. A comprehensive course, Springer, 2008.
 Language:
 The seminar will be in English
if there is at least one nonGerman speaking participant.
Otherwise the presentations can be in German.  Area:
 Applied Mathematics, Stochastics
 Please register for the seminar by using MÜSLI.
 Requirements:
 Probability theory I
 Preliminary discussion:
 Tuesday, October 16th, 2018, 14:15,
MΛTHEMΛTIKON, INF 205, 4th floor, SR 8