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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 462 | Wed, 8/5/09, 10:30 AM - 12:20 PM | CC-208A |
| Bayesian Estimation of Diffusion Models - Topic Contributed - Papers | ||
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Business and Economic Statistics Section, Section on Bayesian Statistical Science |
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| Organizer(s): Osnat Stramer, The University of Iowa | ||
| Chair(s): Osnat Stramer, The University of Iowa | ||
| 10:35 AM |
Bayesian Filtering for Jump-Diffusions —  Andrew Golightly, Newcastle University
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| 10:55 AM |
L2 Transition Density Approximations for Multivariate Affine Jump-Diffusions — Viktor Todorov, Northwestern University
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| 11:15 AM |
Bayesian Inference for Discretely Sampled Diffusion Processes — Matthew Bognar, The University of Iowa
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| 11:35 AM |
Particle Filter for Partially Observed Stochastic Partial Differential Equation with Fractional Levy Ornstein-Uhlenbeck Stochastic Volatility — Jaya Bishwal, The University of North Carolina at Charlotte
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| 11:55 AM |
EMM MCMC and Bayesian Parameter Estimation for a Partially Observed Nonlinear Diffusion Process — Paul Schneider, University of Warwick; Osnat Stramer, The University of Iowa
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| 12:15 PM | Floor Discussion | |
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JSM 2009
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. |