JSM Activity #179

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Activity ID:  179
Title
Working with Stochastic Processes and Time Series Data
Date / Time / Room Sponsor Type
08/13/2002
8:30 AM - 10:20 AM
Room: H-East Suite 		General Methodology Contributed
Organizer: n/a
Chair: Junni Zhang, Harvard University
Discussant:  
Floor Discussion 10:05 AM
Description

This session includes discussions of the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series, a unit root test for spatial quadrant autoregressive process, optimal designs for estimating the path of a stochastic process, moment estimation for statistics from marked point processes, a Central Limit theorem for linear urn processes, the convergence of finite linear predictors of long-memory stationary processes, and reducing nonstationary stochastic processes to local stationarity using time deformation.
  300600  By:  Jeff  Terpstra 8:35 AM 08/13/2002
On the Asymptotic Distribution of a Multivariate GR-Estimate for a VAR(p) Time Series

  301788  By:  Arghya  Ganguli 8:50 AM 08/13/2002
Unit Root Test for Spatial Quadrant Autoregressive Process

  300474  By:  Bhramar  Mukherjee 9:05 AM 08/13/2002
Optimal Designs For Estimating the Path of a Stochastic Process

  300941  By:  Michael  Sherman 9:20 AM 08/13/2002
Moment Estimation for Statistics from Marked Point Processes

  301146  By:  Debjit  Biswas 9:35 AM 08/13/2002
A Central Limit Theorem For Linear Urn Processes

  301290  By:  Pascal  Bondon 9:50 AM 08/13/2002
On the Convergence of Finite Linear Predictors of Long-memory Stationary Processes

JSM 2002

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Revised March 2002