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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

70 Sun, 7/29/2018, 4:00 PM - 5:50 PM CC-West 116
Nonlinearites and Information — Contributed Papers
Business and Economic Statistics Section
Chair(s): Somak Dutta, Iowa State University
4:05 PM Estimation of Dynamic Conditional Correlation Matrices by a Nonlinear Common Factor Model
Craig Rolling, Saint Louis University; Yongli Zhang, Independent Researcher; Yuhong Yang, University of Minnesota
4:20 PM Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series
Mohitosh Kejriwal, Purdue University; Xuewen Yu, Purdue University
4:35 PM A Time Series Analysis of Global Temperature Anomaly

Seong-Tae Kim, NC A&T State Univ; Man Sik Park, Sungshin Women's University; Jaime Henderson, NC A&T State University
4:50 PM Time Series Analysis Based on Gini: a Test for Reversibility

Amit Shelef, Sapir Academic College; Edna Schechtman, Ben Gurion Univ
5:05 PM A Spectral-Based Kolmogorov-Smirnov Method for Detecting the Information Loss of Temporal Aggregation
Bu Hyoung Lee, Loyola University Maryland
5:35 PM Examining the Performance of Seasonality Diagnostics for Detecting Residual Seasonality

Osbert Pang, U.S. Census Bureau; Brian Monsell, U.S. Census Bureau; William Bell, U.S. Census Bureau