A0927
Title: Recent developments in complex-valued and circular time series modeling
Authors: Takayuki Shiohama - Nanzan University (Japan) [presenting]
Hiroaki Ogata - Tokyo Metropolitan University (Japan)
Abstract: Since an angular valued time series is expressed as a time series on a unit circle on the complex plane, parameter estimation techniques share some well-known methods in complex-valued data analysis. Recently, several fundamental properties of higher-order circular time series models have been developed, while there remain several problems in the parameter estimation for such data. Some topics related to circular and/or complex-valued time series modeling are introduced.
