BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Prof. Dr. Iryna Rozora (Prof. Dr. Iryna Rozora (Head of Department of Applied Statistics\, Faculty of Cybernetics and Computer Sciences\, Ta ras Shevchenko National University of Kyiv) DTSTART:20260527T140000Z DTEND:20260527T150000Z DTSTAMP:20260602T062249Z UID:AMIS/8 DESCRIPTION:Title: On the Statistical Properties of Impulse Response Function Estimators\nby Prof. Dr. Iryna Rozora (Prof. Dr. Iryna Rozora (Head of Department of App lied Statistics\, Faculty of Cybernetics and Computer Sciences\, Taras She vchenko National University of Kyiv) as part of Asymptotic Methods in Stat istics\n\n\nAbstract\nEstimating stochastic linear systems using Impulse R esponse Functions (IRFs) is a fundamental problem with broad relevance acr oss multiple disciplines. IRFs describe how a system responds to external inputs\, providing essential insights into system behavior and control. Su ch analyses have important applications in signal processing\, control the ory\, econometrics\, oceanography\, and related fields.\nIn this talk\, I will focus on the estimation of IRFs for Single-Input Single-Output (SISO) systems. We consider a time-invariant continuous linear system driven by zero-mean stationary Gaussian input processes. The aim of the study is to develop a method for estimating the unknown IRF based on observations of b oth the system’s input and output signals. Our approach is based on a cr oss-correlogram estimator\, which computes the correlation between the inp ut and output processes. We establish conditions for asymptotic unbiasedne ss and consistency\, analyze the rate of convergence\, and propose a stati stical goodness-of-fit test for validating the estimated IRF. The theoreti cal results are supported by numerical simulations.\n LOCATION:https://researchseminars.org/talk/AMIS/8/ END:VEVENT END:VCALENDAR