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This is the preliminary program for the 2006 Joint Statistical
Meetings in Seattle, Washington.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2006 Program page |
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”
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Wed, 8/9/06, 10:30 AM - 12:20 PM | CC-203 |
| Time Series Outliers and Filters - Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Chair(s): Moon Jung Cho, Bureau of Labor Statistics | ||
| 10:35 AM |
Forecasting and Dynamic Updating of Time Series of Curves —  Haipeng Shen, The University of North Carolina at Chapel Hill; Jianhua Z. Huang, Texas A&M University
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| 10:50 AM |
Tests for Changing Mean with Monotonic Power — Ted Juhl, The University of Kansas
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| 11:05 AM |
Some Ruin Problems with the Mixture Distribution — Min Deng, Maryville University
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| 11:20 AM |
An Asymmetric Information Modeling Framework for Ultra-High-Frequency Transaction Data: a Nonlinear Filtering Approach — Yoonjung Lee, Harvard University
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| 11:35 AM |
Variance Change in Time Series ARIMA Models — Dongping Fang, SPSS Inc.
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| 11:50 AM |
Outlier Detection in Multiple Time Series by Projection Pursuit — Galeano Pedro, Universidad Santiago de Compostela ; Daniel Peña, Universidad Carlos III de Madrid ; Ruey S. Tsay, The University of Chicago
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| 12:05 PM |
Longitudinal Microdata Outlier Detection Techniques — Eric Simants, Bureau of Labor Statistics
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JSM 2006
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. |