WORKSHOP ON DEPENDENCE ANALYSIS
26 and 27 of SEPTEMBER, 2025
Institute of Mathematics, Statistics and Scientific
Computation of the University of Campinas, Brazil
SATELLITE WORKSHOP OF
8th BRAZILIAN CONFERENCE ON STATISTICAL MODELING IN INSURANCE AND FINANCE
Title: Statistical Inference in Markov Processes
The short course is designed to introduce the key concepts and methods of statistical inference in Markov processes on finite alphabets with finite order. We will dig in into recent research on the development of efficient structures within the process' state space, focusing on consistent estimation techniques for these structures. Additionally, the course will cover the process of defining metrics that aid in estimating these structures and detecting discrepancies between samples of the process. Throughout the course, we will address real-world applications. (Joint work with Jesús García, IMECC-UNICAMP).
Visit https://iasc-isi.org/events/iasc-lars-webinar-on-computational-statistics-and-data-science/