JSM 2011 Online Program

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Activity Details


180 Mon, 8/1/2011, 10:30 AM - 12:20 PM CC-B114
Nonlinear and Nonstationary Time Series — Contributed Papers
Business and Economic Statistics Section
Chair(s): Nalini Ravishanker, University of Connecticut
10:35 AM Revisiting Levene's Statistic for Change Point Detection in Variance and Its Application to Dow-Jones Average Index Kyungduk Ko, Boise State University
10:50 AM Bispectral-Based Methods for Clustering Nonlinear Time Series Bonnie K. Ray, IBM Thomas J. Watson Research Center ; Jane Harvill, Baylor University ; Nalini Ravishanker, University of Connecticut
11:05 AM Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation Mohitosh Kejriwal, Purdue University
11:20 AM Asymptotic Behavior of the Dickey-Fuller and the Augmented Dickey-Fuller Statistics under Spurious Logarithms Kalidas Jana, The University of Texas at Brownsville
11:35 AM Floor Discussion



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