JSM Activity #238

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Activity ID:  238
Title
! New Directions in Time Series Analysis
Date / Time / Room Sponsor Type
08/13/2002
2:00 PM - 3:50 PM
Room: S-New York Ballroom B 		Business & Economics Statistics Section* Invited
Organizer: F. Jay Breidt, Colorado State University
Chair: F. Jay Breidt, Colorado State University
Discussant:  
Floor Discussion 3:45 PM
Description

This session will survey recent advances in time series methodology. Nonlinear models in discrete and continuous time and nonparametric techniques are among the topics which will be addressed.
  300270  By:  Brandon  Whitcher 2:05 PM 08/13/2002
Wavelet-Based Estimation for Seasonal Long-Memory Processes

  300271  By:  Osnat  Stramer 2:30 PM 08/13/2002
Continuous-Time Nonlinear Autoregressive Models

  300272  By:  Anindya  Roy 2:55 PM 08/13/2002
On Estimation of the Spectral Density Based on the Whittle likelihood for Linear Short Memory Gaussian Process

  300273  By:  Richard A. Davis 3:20 PM 08/13/2002
Observation Driven Models for Poisson Counts

JSM 2002

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Revised March 2002