JSM 2005 - Toronto

JSM Activity #462

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.



The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

Back to main JSM 2005 Program page
Legend: = Applied Session, = Theme Session, = Presenter
Add To My Program
462 Applied Session Theme Session Thu, 8/11/05, 8:30 AM - 10:20 AM MCC-103 A
Wavelets and Self-Similarity - Invited - Papers
IMS, Section on Nonparametric Statistics
Organizer(s): Eric Kolaczyk, Boston University
Chair(s): Eric Kolaczyk, Boston University
     8:35 AM   Wavelet-based Volatility Estimation for High-frequency Financial Data — Yazhen Wang, University of Connecticut
     9:00 AM   Wavelet-based Convex Rearrangements in Estimation of Hurst Exponent — Brani Vidakovic, Georgia Institute of Technology
     9:25 AM   Wavelet-based Inferences for Long Memory Processes — Peter F. Craigmile, The Ohio State University
     9:50 AM   Wavelet-based Estimators of the Hurst Parameter: Statistical Properties and Applications — Carlos J. Morales, WPI; Eric Kolaczyk, Boston University
     10:05 AM   Floor Discussion
 

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005