Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building,
CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,
UC = Conference Chicago at University Center
* = applied session ! = JSM meeting theme
Activity Details
482 * !
Wed, 8/3/2016,
8:30 AM -
10:20 AM
CC-W184d
Time Series Modeling: Seasonality, Multivariate, and Testing — Topic Contributed Papers
Business and Economic Statistics Section , IMS
Organizer(s): James A. Livsey, U.S. Census Bureau
Chair(s): Robert Lund, Clemson University
8:35 AM
Identification, Estimation, and Applications of a Bivariate Long-Range Dependent Time Series Model with General Phase
—
Stefanos Kechagias, SAS Institute ; Vladas Pipiras, The University of North Carolina at Chapel Hill
8:55 AM
Sparse Seasonal and Periodic Vector Autoregressive Modeling
—
Vladas Pipiras, The University of North Carolina at Chapel Hill ; Changryong Baek, Sungkyunkwan University ; Richard A. Davis, Columbia University
9:15 AM
The Effects of Seasonal Heteroskedasticity on Trend Estimation and Seasonal Adjustment for Time Series
—
Thomas Trimbur, U.S. Census Bureau ; William Bell, U.S. Census Bureau
9:35 AM
Residual Diagnostics for Automated Model Selection
—
James A. Livsey, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau ; Anindya Roy, U.S. Census Bureau
9:55 AM
Test Based on Frobenius Norm Distance of Spectral Matrices for Presence of Structural Components
—
Anindya Roy, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau
10:15 AM
Floor Discussion
