David Brillinger – författare

This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on " Mathematics in the Geosciences. " We would like to thank David R. Brillinger (Department of Statistics, Uni­ versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred­ eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur­ ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.

This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on " Mathematics in the Geosciences. " We would like to thank David R. Brillinger (Department of Statistics, Uni­ versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred­ eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur­ ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.

This volume contains 30 of David Brillinger's most influential papers. He is an eminent statistical scientist, having published broadly in time series and point process analysis, seismology, neurophysiology, and population biology. Each of these areas are well represented in the book. The volume has been divided into four parts, each with comments by one of Dr. Brillinger's former PhD students. His more theoretical papers have comments by Victor Panaretos from Switzerland. The area of time series has commentary by Pedro Morettin from Brazil. The biologically oriented papers are commented by Tore Schweder from Norway and Haiganoush Preisler from USA, while the point process papers have comments by Peter Guttorp from USA. In addition, the volume contains a Statistical Science interview with Dr. Brillinger, and his bibliography.

This volume contains 30 of David Brillinger''s most influential papers. He is an eminent statistical scientist, having published broadly in time series and point process analysis, seismology, neurophysiology, and population biology. Each of these areas are well represented in the book. The volume has been divided into four parts, each with comments by one of Dr. Brillinger''s former PhD students. His more theoretical papers have comments by Victor Panaretos from Switzerland. The area of time series has commentary by Pedro Morettin from Brazil. The biologically oriented papers are commented by Tore Schweder from Norway and Haiganoush Preisler from USA, while the point process papers have comments by Peter Guttorp from USA. In addition, the volume contains a Statistical Science interview with Dr. Brillinger, and his bibliography.

This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on " Mathematics in the Geosciences. " We would like to thank David R. Brillinger (Department of Statistics, Uni­ versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred­ eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur­ ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.