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327 ! Tue, 7/31/2012, 10:30 AM - 12:20 PM CC-Room 33A
New Developments in Methods for Locally Stationary Processes — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Matthew Nunes, Lancaster University
Chair(s): Hernando Ombao, University of California at Irvine
10:35 AM Inference for Local Autocorrelation Process in Locally Stationary Models Zhibiao Zhao, Penn State University
10:55 AM Adaptive Sampling of Discrete Time Locally Stationary Processes Matthew Nunes, Lancaster University ; Idris Eckley, Lancaster University
11:15 AM Alias Detection and Spectral Estimation Within Locally Stationary Random Fields Idris Eckley, Lancaster University ; Aimée Gott, Lancaster University
11:35 AM Tree-Structured Wavelet Thresholding for Estimation of Evolutionary Spectra Rainer Von Sachs
11:55 AM Semiparametric Dynamic Factor Models for Nonstationary Time Series Michael Eichler, Maastricht University ; Giovanni Motta, Maastricht University
12:15 PM Floor Discussion



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