Oxford Events, the new replacement for OxTalks, will launch on 16th March. From now until the launch of Oxford Events, new events cannot be published or edited on OxTalks while all existing records are migrated to the new platform. The existing OxTalks site will remain available to view during this period.
From 16th, Oxford Events will launch on a new website: events.ox.ac.uk, and event submissions will resume. You will need a Halo login to submit events. Full details are available on the Staff Gateway.
Sign up for meetings on the sheet below:
docs.google.com/spreadsheets/d/11dJmReqBwVO-TwuXHxpjVp01sWyyghk_50Uvc9jt36M/edit#gid=0
If signing up less than two days before the talk, please also email facultyadmin@economics.ox.ac.uk
Abstract:
In this talk we first briefly review some basic ideas on statistical model checking based on principal components of stochastic processes. We then show how to proceed when, in addition, the data allow for measurement errors. It becomes clear that in a testing situation we are led to a well-posed rather than, as in estimation, an ill-posed problem.
This is joint work with H. Kaiser (Giessen).