New Results on Time Series and their Statistical Applications

Venue: Centre International de Rencontres Mathématiques Luminy, Marseilles

Statistical modeling and analysis of time series data has been traditionally based on the assumption of stationarity and/or low dimensionality. Nowadays technology calls for abandoning such assumptions and require the development of new and more sophisticated statistical methods. For instance, the assumption of stationarity, which has dominated most of time series literature, is restricted and cannot be justified for
many applications. Additionally, study of long-range dependent processes revealed concrete distinctions. And it is quite common in practice to observe time series which exhibit trend, periodic behavior and covariates.
These new applications are developing very quickly and are found in diverse research areas. Based on this fact and motivated by these challenging problems, we propose to organize a conference whose main theme is New results on time series and their statistical applications. We are quite confident that such a meeting
will bring together researchers from all over the world to discuss and exchange ideas about future research directions and initiatives.

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