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Statistics Seminar Series| Topic 3: Spectral Analysis

Start Date: June 5, 2017
End Date: June 5, 2017

By Professor Joaquín Ortega (CIMAT, Mexico)
 
Topic 3. Spectral Analysis Stationary processes. Spectral representation of stationary processes. Covariance function and its spectral representation. Spectral densities. The periodogram. Sampling properties.
 
Biography: Dr. Joaquín Ortega is a Professor at the Mathematics Research Center (CIMAT) in Guanajuato, Mexico. He was previously a faculty and research scholar at the Central University of Venezuela and the Venezuelan Scientific Research Institute (IVIC). He held visiting positions for a year at the Université de Paris-Sud, Orsay, and the Universidad de Valladolid, Spain. Dr. Ortega holds a BSc degree in Physics and Mathematics from King’s College London and a PhD degree in Mathematics from Imperial College London. His main areas of interest in research are spectral analysis of time series, functional data analysis, clustering and classification, Gaussian processes and stochastic analysis and modeling of random sea waves.
 

More Information:

For more info contact: Prof. Hernando Ombao: email: hernando.ombao@kaust.edu.sa
 
Date: Monday 5th Jun 2017
Time:03:30 PM - 06:00 PM
Location: Building 1, level 4, room 4102
Light refreshments will be served at 3:00 PM