Abstract
Seminar talk: 09 November 2012, Friday, 13:00 – 14:00
Speaker: Jordan Stoyanov (Newcastle, UK, currently at TU Dresden)
Title: Inference Problems Involving Moment Determinacy of Distributions
Abstract:
Any distribution with finite all moments is either unique (M-determinate) or nonunique (M-indeterminate). Besides its theoretical value, this property is important in several inference problems. It will be shown that the moment determinacy is essential for analysis of distributions coming from observations of random variables or stochastic processes. Some recent developments will be presented along classical criteria. The general results will be applied to nonlinear (Box-Cox) transformations of random data. Illustrative examples and counterexamples will also be given. There are facts which are not so well-known. Some of them are surprising and even shocking. If time permits, a few challenging open questions will be outlined.