JSM 2003 Online Program

JSM Activity #233

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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Legend: = Applied Session, = Theme Session, = Presenter Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco		Add To My Program
233	Tue, 8/5/03, 10:30 AM - 12:20 PM	H-Union Square 13
Recent Developments in Time Series and Its Applications - Topic Contributed - Papers
Business & Economics Statistics Section, IMS
Organizer(s): Ruey-Shiong Tsay, University of Chicago
Chair(s): Chung O. Chen, Syracuse University
10:35 AM	Using Temporal Aggregation to Distinguish Between True and Spurious Long Memory — Jeffery R. Russell, University of Chicago; Ruey-Shiong Tsay, University of Chicago
10:55 AM	Level Shifts and the Illusion of Long Memory in Economic Time Series — Aaron Smith, University of California
11:15 AM	Compositional Seasonal Time Series Models — Rong Chen, University of Illinois, Chicago; Airong Cai, University of Illinois; Thomas B. Fomby, Southern Methodist University
11:35 AM	A Multivariate Decomposition Model for Bid and Ask Quotes — Eric Zivot, University of Washington; Bingcheng Yan, University of Washington
11:55 AM	Maximum Likelihood Estimation of a Class of Continuous-Time Long-Memory Processes — Henghsiu Tsai, Academia Sinica; Kung-Sik Chan, University of Iowa
12:15 PM	Floor Discussion