18/10/2007, 15:00 — 16:00 — Room P3.10, Mathematics Building
Vladas Pipiras, University of North Carolina at Chapel Hill, USA
Some research problems on long range dependence
Long range dependence is the property of time series data or corresponding models for which observations are strongly correlated across time lags. It has gained particular attention since the mid 90’s, primarily due to its use in modeling data traffic over Internet and other networks. In this talk, the speaker will discuss several, mostly mathematical research problems on long range dependence that he is presently involved in.