JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Activity Details


545 ! Wed, 8/3/2011, 2:00 PM - 3:50 PM CC-C221
Recent Advances in Change-Point Problems in Econometrics and Statistics — Invited Papers
Business and Economic Statistics Section
Organizer(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign
Chair(s): Zhou Zhou, University of Toronto
2:05 PM Monitoring the Structural Change of the Intraday Volatility Pattern Robertas Gabrys, University of Southern California ; Siegfried Hörmann, Université Libre de Bruxelles ; Piotr Kokoszka, Utah State University
2:30 PM Estimating Structural Changes in Regression Quantiles Zhongjun Qu, Boston University ; Tatsushi Oka, National University of Singapore
2:55 PM A Self-Normalized Approach to Testing for Change Points in Time Series Xiaofeng Shao, University of Illinois at Urbana-Champaign
3:45 PM Floor Discussion



2011 JSM Online Program Home

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.