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CC = Walter E. Washington Convention Center M = Marriott Marquis Washington, DC
* = applied session ! = JSM meeting theme
Activity Details
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519 !
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Thu, 8/11/2022,
8:30 AM -
10:20 AM
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CC-142
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Innovations in Time Series Modeling — Contributed Papers
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Business and Economic Statistics Section
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Chair(s): Bart Hobijn, Federal Reserve Bank of Chicago
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8:35 AM
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SARMA: A Computationally Scalable High-Dimensional Time Series Model
Yao Zheng, University of Connecticut
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8:50 AM
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A Generalization to time-varying Integer GARCH Model
Isuru Panduka Ratnayake, Kansas University Medical Center ; V. A. Samaranayake, Missouri University of Science and Technology
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9:05 AM
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K-ARMA Models for Clustering Time Series Data
Derek O Hoare, Cornell University
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9:20 AM
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A Multiplicative Factor Multi Frequency Exponential GARCH Model
Anjana Bandara Yatawara, Missouri University of Science and Technology; V. A. Samaranayake, Missouri University of Science and Technology
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9:35 AM
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Sequential Change-Point Detection for Compositional Time Series with Exogenous Variables
Yajun Liu, Northwestern University; Beth Andrews, Northwestern University
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9:50 AM
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Mean Targeting Estimation for Negative Binomial INGARCH(1,1) Models
Yunwei Cui, Towson University; Mackenzie McCracken, Towson University
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10:05 AM
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Floor Discussion
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