Mathematical Sciences: Extreme Values and Inference in Time Series Models
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Peter Arzberger', 'PO_EMAI': None, 'PO_PHON': None}
The principal investigator will use the asymptotic                         techniques that he developed along with Dr. Resnick, to find                    limits of sequences of point processes related to various time                  series.  When the point processes are generated from normalized                 extreme value processes, general solutions are hard or possibly                 impossible to obtain.  Dr. Davis will obtain results for a                      certain subclass of these processes.  Results on convergence of                 the sample correlation functions lead directly to the estimation                of the order of the autoregressive processes.                                        The second area for the project is inference on the time                   series models.  The prediction problems for high order                          autoregressive processes are computationally complex.  Recursive                prediction will be worked out using the univariate Kalman                       filtering results.  Extensive numerical comparisons will be made                with the standard least squares predictors.  Rates of convergence               of these estimates will be investigated as well.
{'FirstName': 'Richard', 'LastName': 'Davis', 'PI_MID_INIT': 'A', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Richard A Davis', 'EmailAddress': 'rdavis@stat.columbia.edu', 'NSF_ID': '000320452', 'StartDate': '07/01/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Colorado State University', 'CityName': 'FORT COLLINS', 'ZipCode': '805212807', 'PhoneNumber': '9704916355', 'StreetAddress': '601 S HOWES ST', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Colorado', 'StateCode': 'CO', 'CONGRESSDISTRICT': '02', 'CONGRESS_DISTRICT_ORG': 'CO02', 'ORG_UEI_NUM': 'LT9CXX8L19G1', 'ORG_LGL_BUS_NAME': 'COLORADO STATE UNIVERSITY', 'ORG_PRNT_UEI_NUM': None}
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{'Code': '126300', 'Text': 'PROBABILITY'}
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