Name: 2018 Joint Statistical Meetings
Start: 2018-07-28T07:00:00+00:00
End: 2018-08-02
Location: Vancouver Convention Centre

Legend:
CC = Vancouver Convention Centre F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme

Keyword Search Criteria: Volatility returned 12 record(s)

Sunday, 07/29/2018

Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST; Jianqing Fan, Princeton University
2:45 PM

Dynamic Shrinkage Processes
Daniel R Kowal, Rice University; David Matteson, Cornell University; David Ruppert, Cornell University
4:45 PM

Monday, 07/30/2018

New Approach to Dimention Reduction for Volatility of Stationary Multivariate Time Series"
Chung Eun Lee, University of Tennessee, Knoxville; Xiaofeng Shao, University of Illinois at Urbana-Champaign
9:35 AM

Dynamic Shrinkage Processes
David Matteson, Cornell University; Daniel R Kowal, Rice University; David Ruppert, Cornell University
2:55 PM

Tuesday, 07/31/2018

Change-Point Problem Fro Long Memory Stochastic Volatility Models
Rafal Kulik, University of Ottawa
9:15 AM

Gaussian Variational Approximation for High-Dimensional State Space Models
Robert Kohn, Univ of New South Wales; Matias Quiroz , University of New South wales ; David J Nott, National University of Singapore
2:05 PM

Efficiently Combining Pseudo Marginal and Particle Gibbs Sampling
David Gunawan, University of New South Wales; Christopher Carter, University of New South Wales; Robert Kohn, Univ of New South Wales
3:25 PM

Thursday, 08/02/2018

Short-Term Forecasting of Seasonal Environmental Time Series
Kimihiro Noguchi, Western Washington University; Benjamin Hansen, University of Groningen
10:05 AM

JSM 2018 Online Program