This award supports the participation of American scientists in a U.S.-Japan seminar on statistical time series analysis, to be held in Kyoto, Japan from June 18-22, 2001. The co-organizers are professors Peter Brockwell of Colorado State University and Professor Yuzo Hosoya of Tohoku University in Sendai, Japan. During the last ten years there has been a very rapid development of new theory and methodology in the field of time series analysis. This has been motivated by the need to develop new and more realistic models for time series occurring in a variety of applied areas, most notably in the rapidly expanding field of financial modeling and in the geophysical and biomedical sciences.
The Seminar will consist of the following topics: 1) financial and econometric applications; 2) spatial and related processes; and 3) non-linear and non-Gaussian models. Seminar organizers have made a special effort to involve younger researchers and graduate students as both participants and observers. The exchange of ideas and data with Japanese experts in this field will enable U.S. participants to advance their own work, and will set the stage for future collaborative projects. Dissemination of information on the seminar will be available on the World Wide Web.
