BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Clara Grazian (University of Sydney) DTSTART:20231026T023000Z DTEND:20231026T033000Z DTSTAMP:20260423T024647Z UID:OneSchool/4 DESCRIPTION:Title: Some Consistency Results for Bayesian Analysis of Long Memory Processes< /a>\nby Clara Grazian (University of Sydney) as part of OneSchool Seminar\ n\nLecture held in University of Sydney\, Law Annex SR 340 & Online.\n\nAb stract\nLong memory processes\, characterized by slow decay of autocorrela tions\, have gained substantial attention in various fields\, including ec onomics\, finance\, and signal processing. Bayesian analysis has become a prominent framework for modelling these processes due to its flexibility a nd the ability to incorporate prior information. This presentation explore s the critical topic of consistency in Bayesian analysis of long memory pr ocesses. We delve into the fundamental concepts of long memory\, highlight ing the challenges that arise when applying Bayesian methods to such data. In this talk\, we review the key methodologies used to obtain parameter e stimates in the presence of long memory. We examine the challenges and som e Bayesian solution to this problem. By addressing the consistency of Baye sian analysis in the context of long memory processes\, this presentation aims to provide a deeper understanding of the challenges and solutions in modelling and forecasting long-range-dependent data.\n LOCATION:https://researchseminars.org/talk/OneSchool/4/ END:VEVENT END:VCALENDAR