Legend:
CC = Vancouver Convention Centre F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
Activity Details
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221 * !
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Mon, 7/30/2018,
2:00 PM -
3:50 PM
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CC-East 19
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Analysis of Big Dynamically Dependent Data — Invited Papers
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Business and Economic Statistics Section, International Chinese Statistical Association, Section on Statistics in Marketing
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Organizer(s): Ruey S Tsay, University of Chicago, Booth School of Business
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Chair(s): Daniel R Kowal, Rice University
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2:05 PM
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A Factor Augmented Vector Autoregressive Model Under High-Dimensional Scaling
George Michailidis, University of Florida; Jiahe Lin, University of Michigan
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2:30 PM
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Statistical Inference for High-Dimensional Time Series
Ruey S Tsay, University of Chicago, Booth School of Business
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2:55 PM
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Dynamic Shrinkage Processes
David Matteson, Cornell University; Daniel R Kowal, Rice University; David Ruppert, Cornell University
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3:45 PM
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Floor Discussion
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