JSM Activity #286

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Activity ID:  286
Title
* Topics in Time Series, Correlation and Independence
Date / Time / Room Sponsor Type
08/14/2002
8:30 AM - 10:20 AM
Room: S-New York Ballroom A 		IMS Contributed
Organizer: n/a
Chair: Steve C. Wang, Ford Motor Company
Discussant:  
Floor Discussion 10:05 AM
Description

This session is on certain estimation problems arising in time series, on models for shape data and sparsely correlated data, on Fisher information for record data, and on the semiparametric estimation of the tail index of a distribution.
  301273  By:  David F. Findley 8:35 AM 08/14/2002
Recursive Estimation of Misspecified MA(1) Models: Convergence Results via a Robbins-Monro Algorithm with Nonmonotone Weights

  300532  By:  James L. Cantor 8:50 AM 08/14/2002
Recursive Estimation of Misspecified MA(1) Models: Examples of convergence

  301658  By:  Eric  Grau 9:05 AM 08/14/2002
Robust Estimation of Autocorrelation Parameters in the AR(1) x AR(1) Model

  300927  By:  Thomas  Lumley 9:20 AM 08/14/2002
Generalised Linear Models for Sparsely Correlated Data

  300705  By:  John T. Kent 9:35 AM 08/14/2002
Growth Models for Shape Data

  300490  By:  Glenn  Hofmann 9:50 AM 08/14/2002
Fisher Information of Weak Record Values

JSM 2002

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Revised March 2002