We are delighted to announce the next of our NeST Online Seminar Series.

Thursday 15th May 2025, 4pm (London time)

Title: Spatio-Temporal Count Autoregression
Speaker: Professor Kostas Fokianos (University of Cyprus)

Abstract: 

We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We control the number of parameters by specifying spatial neighbourhood structures for possibly huge matrices that take into account spatio-temporal dependencies. This work is motivated by real data applications which call for suitable models. Extensive simulation studies show that our approach yields reliable estimators.

For further details, please contact the online seminar organiser a.modell@imperial.ac.uk for further information and/or the link to the seminar.

The full programme can be found here: https://amodell.me/nest_seminar