JSM Activity #189

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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189 Tue, 8/5/03, 8:30 AM - 10:20 AM H-Mason Room A/B
Recent Developments on Times Series Analysis--Theory and Applications - Invited - Papers
IMS, Business & Economics Statistics Section, Section on Nonparametric Statistics
Organizer(s): Hwai-Chung Ho, Academia Sinica
Chair(s): Jun Zhu, University of Wisconsin, Madison
     8:35 AM   The Local Whittle Estimator of Long Memory Stochastic Volatility — Clifford M. Hurvich, New York University; Bonnie K. Ray, IBM T. J. Watson Research Center
     9:00 AM   PackMime-HTTP: Statistical Models for Generating HTTP Application Traffic — Jin Cao, Bell Labs, Lucent Technologies; William S. Cleveland, Bell Laboratories; Donelson Smith, University of North Carolina; Michele Weigle, University of North Carolina; Gao Yuan, Bell Labs, Lucent Technologies; Don X. Sun, Bell Laboratories
     9:25 AM   Asymptotic Equivalence between Information- and Prediction-Based Model Selection Criteria: A New Look at AIC — Ching-Kang Ing, Institute of Statistical Science, Academia Sinica
     9:50 AM   Polynomial Trend Regression with Long-Memory Errors — Hwai-Chung Ho, Academia Sinica
     10:15 AM   Floor Discussion
 

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003