报告题目：Testing for Structural Breaks in Spatial Trends

报告人：张荣茂  教授

报告时间：2018年5月30日下午3:00-4:00

报告地点：数计学院4号楼229会议室

报告摘要：Non-stationary spatial models are widely applicable in diverse disciplines, ranging from bio-medical sciences to geophysical studies. In many of theses applications, testing for structural changes in the trend and testing the specific form of the trend are highly relevant. By virtue of the m-dependence approximation of a stationary random field, a novel statistics based on a discrepancy measure over small regions is proposed in this paper. Such a measure can be used to construct tests for structural trends and to identify change boundaries of the trends. Asymptotic properties and limit distributions of these tests are also established. The method is illustrated by simulations and data analysis.

报告人简介：张荣茂，浙江大学教授，博士生导师，浙江大学数学科学学院统计研究所副所长。2004年获浙江大学博士学位，主要从事非平稳时间序列和高维空间数据的理论与应用研究，已发表SSCI/SCI论文30多篇，发表的杂志包括期刊 Ann. Statist.，J. Amer. Assoc. Statist.， J. Econometrics等。主持三项国家自然科学基金项目，任《Journal of the Korean Statistical Society》等杂志编委。曾访问香港科技大学、香港中文大学及伦敦政治经济学院访问。

欢迎广大师生交流与探讨！