JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Keyword Search

Keyword Search Criteria: stationarity returned 6 record(s)
Sunday, 07/31/2011
Directional Weights Car Models Using Gaussian Process Mixing
Veronica J. Berrocal, University of Michigan; Alan E. Gelfand, Duke University
2:45 PM

Monday, 08/01/2011
Lognormal Block Kriging for Multivariate Spatial Processes
Mona Abdullah Alduailij, Western Michigan University; Rajib Paul, Western Michigan University
2:35 PM

Tuesday, 08/02/2011
Autoregressive Models for Count Time Series
Konstantinos Fokianos, University of Cyprus
10:35 AM

Wednesday, 08/03/2011
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence with an Application
Kaddour Hadri, Queen's University at Belfast
8:50 AM

Thursday, 08/04/2011
Haar-Fisz Methodology for Interpretable Estimation of Large, Sparse, Time-Varying Volatility Matrices
Piotr Fryzlewicz, London School of Economics
11:00 AM

Common Volatility in Evolutionary Panels
Giovanni Motta, Maastricht University; Matteo Barigozzi, London School of Economics and Political Science
11:50 AM




2011 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.