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.


352	Tue, 8/2/2011, 10:30 AM - 12:20 PM	CC-B117
Asymptotics in Time Series — Contributed Papers
IMS
Chair(s): Juanjuan Chai, Indiana University
10:35 AM	Asymptotic Theory for General Multivariate GARCH Models — Weibin Jiang, The University of Western Ontario ; Hao Yu, The University of Western Ontario ; Reg Kulperger, The University of Western Ontario
10:50 AM	Fixed-Smoothing Asymptotics for Time Series — Xianyang Zhang, University of Illinois at Urbana-Champaign ; Xiaofeng Shao, University of Illinois at Urbana-Champaign
11:05 AM	Asymptotic Theory of Fractal Index and Scale Parameter of Irregularly Observed Gaussian Field — Myoungji Lee, The University of Chicago ; Michael Stein, The University of Chicago
11:20 AM	Asymptotics of Markov Order Estimators for Infinite Memory Processes — Zsolt Talata, University of Kansas
11:35 AM	Asymptotics for Time-Varying Autoregressive Processes — Sreenivas Konda, Temple University
11:50 AM	Are Floods Increasing? An Analysis of Downtown Atlanta's Peachtree Creek — Chris O'Neal, University of Georgia ; William P. McCormick, University of Georgia ; Lynne Seymour, University of Georgia
12:05 PM	Max Autoregressive Processes: Approximations and Time Series Models with Log-Positive Alpha Stable Noises and Hidden Max Gumbel Shocks — Bin Zhu, University of Wisconsin at Madison ; Zhengjun Zhang, University of Wisconsin ; Philippe Naveau, Laboratoire des Sciences du Climat et de l'Environnement

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.