JSM 2012 Online Program
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Online Program HomeActivity Details
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406 ! | Tue, 7/31/2012, 2:00 PM - 3:50 PM | CC-Room 29C | |
Seasonal Time Series, Goodness-of-Fit, and Unit Root — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): Barbara J. Robles, Board of Governors of the Federal Reserve System | |||
2:05 PM | Detecting Hidden 'Peaks' in ARMA Spectral Estimators — Wayne Woodward, Southern Methodist University ; Henry L Gray, Southern Methodist University ; Alan C Elliott, The University of Texas Southwestern Medical Center at Dallas | ||
2:20 PM | Weighted Portmanteau Statistics — Colin Gallagher, Clemson University ; Thomas Fisher, University of Missouri-Kansas City | ||
2:35 PM | Time Series Goodness-of-Fit Testing Using a Weighted Portmanteau Statistic — Thomas Fisher, University of Missouri-Kansas City ; Colin Gallagher, Clemson University | ||
2:50 PM | New Results on Linear Filters Minimizing Phase-Shift for Seasonal Adjustment — Fabien Guggemos, Insee ; Dominique Ladiray, INSEE ; Michel Grun-Rehomme | ||
3:05 PM | The Quality of Seasonal Adjustment: An Empirical Comparison of Various Methods of Seasonal Adjustment — Raj Jain, Bureau of Labor Statistics | ||
3:20 PM | A Note on Mean Squared Prediction Error Under the Unit Root Model with Deterministic Trend — Shu-Hui Yu | ||
3:35 PM | Prediction Intervals for ARIMA Processes: A Sieve Bootstrap Approach — Maduka Rupasinghe, Ashland University ; V A Samaranayake, Missouri University of Science and Technology |
2012 JSM Online Program Home
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