Seminar at SMU Delhi

December 8, 2011 (Thursday) , 3:00 PM at Webinar (Note: unusual day and time)
Speaker: Sudheesh Kumar Kattumannil, University of Hyderabad
Title: Some results on model identification of non-linear time series
Abstract of Talk
Information theoretic approach has significant role in analyzing the serial dependence of non-linear non-Gaussian time series models. In this talk, we discuss the properties of autoinformation and partial autoinformation functions in the context of model identification. We compare the autoinformation and partial autoinformation functions with autocorrelation and partial autocorrelation functions for some well known models.