Invites you to an Econometrics seminar presented by

Aurore Delaigle

University of Melbourne

Estimating a Covariance Function from Fragments of Functional Data

Wednesday 20 April

1.00pm – 2.30pm

 Via Zoom: Meeting Link

For further information contact: Econometrics Research Seminar Coordinator Dr Ye Lu (ye.lu1@sydney.edu.au)

Abstract: Functional data are often observed only partially, in the form of fragments. In that case, the standard approaches for estimating the covariance function do not work because entire parts of the domain are completely unobserved. In previous work, Delaigle and Hall (2013, 2016) have suggested ways of estimating the covariance function, based for example on Markov assumptions. In this work we take a completely different approach which does not rely on such assumptions. We show that, using a tensor product approach, it is possible to reconstruct the covariance function using observations located only on the diagonal of its domain.

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