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JSM 2012 Online Program

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160 * ! Mon, 7/30/2012, 10:30 AM - 12:20 PM CC-Room 29C
Recent Advances in Multivariate and Multiple Time Series — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Scott Holan, University of Missouri
Chair(s): Katherine Bennett Ensor, Rice University
10:35 AM Multivariate Time Series for Mixed Data Types Ginger Koev, Hewlett-Packard ; Katherine Bennett Ensor, Rice University
10:55 AM Forecasting State Unemployment Rates: A Robust Clustering Approach Ruey-Shiong Tsay, The University of Chicago
11:15 AM Fast Methods for High-Dimensional Financial Time Series Modeling Nalini Ravishanker, University of Connecticut ; Jeffrey S. Pai, University of Manitoba
11:35 AM Flexible Spectral Models for Multivariate Time Series Scott Holan, University of Missouri ; Tucker McElroy, U.S. Census Bureau
11:55 AM A Nonparametric Approach for Multiple Change-Point Analysis of Multivariate Data David Scott Matteson, Cornell University ; Nicholas A James, Cornell University
12:15 PM Floor Discussion



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