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This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
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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 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter
8
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Sun, 7/29/07, 2:00 PM - 3:50 PM | CC-250 E |
| Nonlinear and Nonstationary Time Series Analysis - Invited - Papers | ||
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International Indian Statistical Association |
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| Organizer(s): Soumendra N. Lahiri, Texas A&M University | ||
| Chair(s): Soumendra N. Lahiri, Texas A&M University | ||
| 2:05 PM |
Multiple Local Whittle Estimation in Stationary Systems —  Peter M. Robinson, London School of Economics
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| 2:30 PM |
Generalized R-estimators Under Conditional Heteroscedasticity — Kanchan Mukherjee, The University of Liverpool
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| 2:55 PM |
Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility — Clifford M. Hurvich, New York University
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| 3:20 PM |
Break Detection for a Class of Nonlinear Time Series Models — Richard A. Davis, Colorado State University; Thomas C.M. Lee, The Chinese University of Hong Kong; Gabriel Rodriguez-Yam, Universidad Autonoma Chapingo
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| 3:45 PM | Floor Discussion | |
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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. |