PS : Lionel Truquet (ENSAI, Univ. Rennes 1) : Modelling non stationarity from perturbation techniques for Markov chains
Bâtiment Fermat, salle 2107Relaxing the stationarity assumption in time series analysis is a challenging problem. We will present an approach based on Markov chain techniques through a notion called local stationarity and which consists in replacing the usual asymptotic by an "infill" one. The main