Expository Lecture 2: Measuring dependence in heavy tailed processes
Speaker:
Gennady Samorodnitsky, Cornell University
Date and Time:
Tuesday, May 3, 2016 - 9:00am to 10:20am
Location:
Fields Institute, Room 230
Abstract:
We discuss various approaches to how to measure dependence in a stationary process regardless of whether the variance is finite or not. We will pay particular attention on the boundary between short and long memory.
