This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
31 ! | Sun, 8/1/2010, 2:00 PM - 3:50 PM | CC-15 (East) |
Long Memory — Contributed Papers | ||
Business and Economic Statistics Section | ||
Chair(s): Ignacio Lobato, ITAM | ||
2:05 PM | Asymptotics of Self-Normalized Linear Processes with Long Memory — Hailin Sang, National Institute of Statistical Sciences ; Magda Peligrad, University of Cincinnati | |
2:20 PM | A Vector Autoregressive Approximation for an Infinite-Order Autoregressive Long Memory Process — Chafik Bouhaddioui, United Arab Emirates University | |
2:35 PM | Asymptotic Theory for Fractionally Integrated Asymmetric Power ARCH Models — Kazuhiko Shinki, Wayne State University ; Henry Zhengjun Zhang, University of Wisconsin-Madison | |
2:50 PM | Predicting Long-Horizon Returns Using Historical Volatility: Statistical Significance and Modeling — Natalia Sizova, Rice University | |
3:05 PM | Penalized Order Selection Procedure for AR Process — Xiaodong Lin, Rutgers University | |
3:20 PM | Floor Discussion |
2010 JSM Online Program Home
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