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.


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.