Legend: Palais des congrès de Montréal = CC, Le Westin Montréal = W, Intercontinental Montréal = I
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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657 * ! | Thu, 8/8/2013, 10:30 AM - 12:20 PM | CC-710a | |
Long Memory: Foundations and Outlook — Invited Papers | |||
IMS , SSC , International Indian Statistical Association | |||
Organizer(s): Jan Beran, University of Konstanz | |||
Chair(s): Jan Beran, University of Konstanz | |||
10:35 AM | Goodness-of-Fit Tests for Long Memory Moving-Average Marginal Density — Hira Lal Koul, Michigan State University ; Nao Mimoto, Michigan State University ; Donatas Surgailis, Vilnius University | ||
10:55 AM | Long Memory and Aggregation — Donatas Surgailis, Vilnius University | ||
11:15 AM | Summation Theory for Linear Processes Driven by a Martingale Difference Noise — Liudas Giraitis, Queen Mary, University of London | ||
11:35 AM | Modeling Financial Data with Heavy Tails and Long Memory — Rafal Kulik, University of Ottawa | ||
11:55 AM | Floor Discussion |
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