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.
Activity Details
|
|||
309 ! | Tue, 8/2/2011, 8:30 AM - 10:20 AM | CC-A107 | |
Statistical Inference for Stochastic Processes — Contributed Papers | |||
IMS | |||
Chair(s): Austen Wallace Head, Stanford University | |||
8:35 AM | On the Estimation of Locally Stationary Processes — Wilfredo Palma, Pontificia Universidad Católica de Chile | ||
8:50 AM | On Estimating Threshold Crossing Times — Tony Sit, Columbia University ; Victor de la Pena, Columbia University ; Mark Brown, The City University of New York | ||
9:05 AM | Estimation Methods for Nonlinear Time Series — Candace Metoyer, Intel Corporation ; Prabir Burman, University of California at Davis | ||
9:20 AM | On the Approximate Maximum Likelihood Estimation for Diffusion Processes — Jinyuan Chang, Peking University | ||
9:35 AM | Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data — Minjing Tao, University of Wisconsin at Madison ; Yazhen Wang, University of Wisconsin at Madison ; Xiaohong Chen, Yale University | ||
9:50 AM | On Data Adaptive Wavelet Decomposition and Bootstrap Under Long-Range Dependence — Jan Beran, University of Konstanz ; Yevgen Shumeyko, University of Konstanz | ||
10:05 AM | Subsampling Weakly Dependent Times Series and Application to Extremes — Silika Prohl, University of Zurich/Princeton University ; Paul Doukhan, University Cergy-Pontoise ; Christian P. Robert, Universite Paris-Dauphine |
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.