JSM 2011 Online Program
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Activity Details
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623 ! | Thu, 8/4/2011, 8:30 AM - 10:20 AM | CC-A111 | |
Nonparametric Methods for Time Series — Contributed Papers | |||
Section on Nonparametric Statistics , International Indian Statistical Association | |||
Chair(s): Veera Baladandayuthapani, The University of Texas MD Anderson Cancer Center | |||
8:35 AM | Modified Kolmogorov-Smirnov Test for Autocorrelated Data: Effective Sample Size Adjustment — Xiaojin Xu, Harvard University ; Joseph Blitzstein, Harvard University | ||
8:50 AM | Series Estimator for Dependent Processes — Yinxiao Huang, The University of Chicago ; Wei Wu, The University of Chicago | ||
9:05 AM | Efficient Semiparametric GARCH Modeling of Financial Volatility — Li Wang, University of Georgia ; Qiongxia Song, The University of Texas at Dallas ; Lijian Yang, Michigan State University | ||
9:20 AM | Measuring Correlations of Integrated but Not Cointegrated Variables: A Semiparametric Approach — Yiguo Sun, University of Guelph | ||
9:35 AM | Testing Parametric Assumptions of Trends of Nonstationary Time Series — Ting Zhang, The University of Chicago ; Wei Wu, The University of Chicago | ||
9:50 AM | A Frequency Domain Bootstrap on Whittle Estimation Under Long-Range Dependence — Young Min Kim, Iowa State University ; Dan Nordman, Iowa State University | ||
10:15 AM | Floor Discussion |
2011 JSM Online Program Home
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