An Introductory Overview of Statistical Methods for Discrete Time Series
Xiao-li Meng (Harvard University)

A number of statistical problems encounted in astrophysics are concerned
with discrete time series, such as photon counts with variation in source
intensity over time. This talk provides an introductory overview of the
current state-of-the-art methods in statistics, including Bayesian methods
aided by Markov chain Monte Carlo, for modeling and analyzing such data.
If time permits, I will also briefly discuss the successful applications
of such methods in other fields, such as economics.