JSM 2015 Preliminary Program

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Legend: Washington State Convention Center = CC, Sheraton Seattle = S, Grand Hyatt = GH and The Conference Center = TCC
* = applied session       ! = JSM meeting theme

Activity Details
576 * ! Wed, 8/12/2015, 2:00 PM - 3:50 PM TCC-202
Recent Advances in Bayesian Time Series and Econometrics — Invited Papers
Business and Economic Statistics Section , Section on Bayesian Statistical Science , International Society for Bayesian Analysis (ISBA)
Organizer(s): David S. Matteson, Cornell University
Chair(s): William B. Nicholson, Cornell University
2:05 PM Stochastic Volatility Filtering and Estimation with Intractable Likelihoods — Emilian Vankov, Rice University ; Katherine Bennett Ensor, Rice University
2:30 PM A Bayesian Multivariate Functional Dynamic Linear Model — David S. Matteson, Cornell University ; Daniel Kowal, Cornell University ; David Ruppert, Cornell University
2:55 PM Bayesian Lattice Filters for Time-Varying Autoregression and Time-Frequency Analysis — Scott H. Holan, University of Missouri ; Wen-Hsi Yang, CSIRO ; Christopher K. Wikle, University of Missouri
3:20 PM Switching Dynamic Factor Models for High-Dimensional Time Series — Rong Chen, Rutgers University
3:45 PM Floor Discussion




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