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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.
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Activity Details

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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