Long range dependence in spatial data

Prof. Peter M Robinson
Tooke Emeritus Professor of Economic Science and Statistics
London School of Economics

Date: 27 November 2024 (Wednesday)
Time: 10:30 to 12:00
Venue: E22-G008
Host: Prof. Degui LI, Distinguished Professor of Business Economics

Abstract

We present a number of settings in which long range dependence can arise in spatial data.  We discuss methods for conducting statistical inference on such data.

Speaker

Prof. Peter M. Robinson is Tooke Emeritus Professor of Economic Science and Statistics at Department of Economics, London School of Economics. He has contributed to the development of modern econometrics on rigorous foundations coming from mathematical statistics and probability theory. His work on time series and nonparametric and semiparametric inference is influential in current econometric research. He served as the Co-Editor for Econometrica, Econometric Theory, Journal of Econometrics and Journal of Time Series Analysis. Prof. Robinson is Fellow of the Econometric Society, the Institute of Mathematical Statistics, and the British Academy, and an elected member of the International Statistical Institute.

All are welcome!