|
|
|
This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
|
|
|
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 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter| 146 | Mon, 7/30/07, 10:30 AM - 12:20 PM | CC-250 A |
| Long Memory and Related Processes - Contributed - Papers | ||
|
Business and Economics Statistics Section |
||
| Chair(s): Alicia Carriquiry, Iowa State University | ||
| 10:35 AM |
Estimation in Long-Time Memory Processes —  Wen Li, Iowa State University; Alicia Carriquiry, Iowa State University; Wolfgang Kliemann, Iowa State University; Cindy Yu, Iowa State University
|
|
| 10:50 AM |
Unit Root Tests in the Presence of a Simultaneous Break in the Mean and the Innovation Variance — Amit Sen, Xavier University
|
|
| 11:05 AM |
Long-Memory Parameter Estimation in Time Series and Its Connection to fBm — Michael Levine, Purdue University; Frederi Viens, Purdue University; Soledad Torres, Universidad de Valparaiso
|
|
| 11:20 AM |
A Power Study of Seasonal Unit Root Tests for Quarterly Data — Qianyi Zhang, North Carolina State University; David Dickey, North Carolina State University; Sastry Pantula, North Carolina State University
|
|
| 11:35 AM |
Test of Cointegration Using Long Run Canonical Correlations: Part I — Kalidas Jana, University of Texas at Brownsville; Alastair R. Hall, University of Manchester
|
|
| 11:50 AM |
Contemporaneous Aggregation of Time Series — Georgios Tripodis, University of Massachusetts Amherst; Jeremy Penzer, London School of Economics
|
|
| 12:05 PM |
Feature Extraction Using Functional Data Analysis for Screening Large Numbers of Time Series — Ganesh Subramaniam, AT&T Labs - Research; Ravi Varadhan, Johns Hopkins University; Ciprian M. Crainiceanu, Johns Hopkins University
|
|
|
JSM 2007
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. |