JSM Activity #55

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
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55 Applied Session Sun, 8/3/03, 4:00 PM - 5:50 PM H-Union Square 21
Multivariate Time Series - Contributed - Papers
Business & Economics Statistics Section
Chair(s): V. A. Samaranayake, University of Missouri, Rolla
     4:05 PM   Constructive Ensembles for Time Series Analysis Avoid Unit Root Testing — Hrishikesh D. Vinod, Fordham University
     4:20 PM   A Generalized Portmanteau Test for Independence of Two Infinite Order Vector Autoregressive Series — Bouhaddioui Chafik, University of Montreal; Roch Roy, University of Montreal
     4:35 PM   Finite Sample Simulation-Based Inference in Vector Autoregressive Models — Jouini Tarek, University of Montreal; Jean-Marie Dufour, Universite De Montreal
     4:50 PM   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