JSM Activity #65

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Activity ID:  65
Title
! Nonlinear and Nonstationary Time Series Models
Date / Time / Room Sponsor Type
08/12/2002
8:30 AM - 10:20 AM
Room: H-New York Suite 		Business & Economics Statistics Section* Topic Contributed
Organizer: Sastry G. Pantula, North Carolina State Unviersity
Chair: Anindya Roy, University of Maryland, Baltimore County
Discussant:  
Floor Discussion 10:05 AM
Description

Analysis of nonlinear time series models such as random coefficient autoregressive models and stochastic volatility models is discussed. Estimation in other nonlinear and noninvertible time series models is also discussed.
  301148  By:  Kapil  Sen 8:35 AM 08/12/2002
Simulation-Extrapolation Based Unit Root Tests for Stochastic Volatility

  301522  By:  Lori A. Thombs 8:55 AM 08/12/2002
Nonlinear Time Series Model Identification and Estimation via Resampling

  300728  By:  Sujit K. Ghosh 9:15 AM 08/12/2002
Modeling Nonstationary Time Series using Link Functions

  300778  By:  Jay  Breidt 9:35 AM 08/12/2002
Noninvertible Moving Average Modeling Via All-Pass Filters

  300731  By:  David A. Dickey 9:55 AM 08/12/2002
An Autoregressive Order 1 Process with Time Varying Coefficient

JSM 2002

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Revised March 2002