JSM 2011 Online Program

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Activity Details

623 ! Thu, 8/4/2011, 8:30 AM - 10:20 AM CC-A111
Nonparametric Methods for Time Series — Contributed Papers
Section on Nonparametric Statistics , International Indian Statistical Association
Chair(s): Veera Baladandayuthapani, The University of Texas MD Anderson Cancer Center
8:35 AM Modified Kolmogorov-Smirnov Test for Autocorrelated Data: Effective Sample Size Adjustment Xiaojin Xu, Harvard University ; Joseph Blitzstein, Harvard University
8:50 AM Series Estimator for Dependent Processes Yinxiao Huang, The University of Chicago ; Wei Wu, The University of Chicago
9:05 AM Efficient Semiparametric GARCH Modeling of Financial Volatility — Li Wang, University of Georgia ; Qiongxia Song, The University of Texas at Dallas ; Lijian Yang, Michigan State University
9:20 AM Measuring Correlations of Integrated but Not Cointegrated Variables: A Semiparametric Approach Yiguo Sun, University of Guelph
9:35 AM Testing Parametric Assumptions of Trends of Nonstationary Time Series Ting Zhang, The University of Chicago ; Wei Wu, The University of Chicago
9:50 AM A Frequency Domain Bootstrap on Whittle Estimation Under Long-Range Dependence Young Min Kim, Iowa State University ; Dan Nordman, Iowa State University
10:15 AM Floor Discussion

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