- Message from the Dean
- History
- Education and Research
-
Staff Introduction
- Seminars & Events
- Distinctive Programs
- Access
- Job Openings
- Publications
- Related Links
- Contacts
Staff Introduction
Time series analysis in statistics involves estimations and hypothesis tests using various methods to analyze time-dependent data such as temperature and stock prices. Our objective is to propose models and methods and derive their mathematical properties. In the frequency domain approach, a concept unique to time series analysis, there is a pivotal index called spectrum. This spectrum is used to measure the strength of the connections between the past, present, and future. Various types of spectra have been proposed in recent years, and my research focuses on the analysis using this spectrum.
Keywords | mathematical statistics, time series analysis, frequency domain |
---|---|
Faculty , Department | Faculty of Mathematics , Division of Analysis |