JSM 2011 Online Program

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Activity Details

309 ! Tue, 8/2/2011, 8:30 AM - 10:20 AM CC-A107
Statistical Inference for Stochastic Processes — Contributed Papers
Chair(s): Austen Wallace Head, Stanford University
8:35 AM On the Estimation of Locally Stationary Processes Wilfredo Palma, Pontificia Universidad Católica de Chile
8:50 AM On Estimating Threshold Crossing Times Tony Sit, Columbia University ; Victor de la Pena, Columbia University ; Mark Brown, The City University of New York
9:05 AM Estimation Methods for Nonlinear Time Series Candace Metoyer, Intel Corporation ; Prabir Burman, University of California at Davis
9:20 AM On the Approximate Maximum Likelihood Estimation for Diffusion Processes Jinyuan Chang, Peking University
9:35 AM Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data Minjing Tao, University of Wisconsin at Madison ; Yazhen Wang, University of Wisconsin at Madison ; Xiaohong Chen, Yale University
9:50 AM On Data Adaptive Wavelet Decomposition and Bootstrap Under Long-Range Dependence Jan Beran, University of Konstanz ; Yevgen Shumeyko, University of Konstanz
10:05 AM Subsampling Weakly Dependent Times Series and Application to Extremes Silika Prohl, University of Zurich/Princeton University ; Paul Doukhan, University Cergy-Pontoise ; Christian P. Robert, Universite Paris-Dauphine

2011 JSM Online Program Home

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