Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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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235 * | Mon, 8/4/2014, 2:00 PM - 3:50 PM | CC-105 | |
Time Series Modeling — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): David Doorn, West Chester University of Pennsylvania | |||
2:05 PM | M-Estimation for General ARMA Processes with Infinite Variance — Rongning Wu, Baruch College | ||
2:20 PM | Using a Gini-Based Methodology for Analyzing Time Series — Edna Schechtman, Ben Gurion University of the Negev ; Amit Shelef, Shamoon College of Engineering | ||
2:35 PM | Fitting Linear Time Series Models via the Gini Autocovariance Function — Marcel Carcea ; Robert Serfling, University of Texas at Dallas | ||
2:50 PM | A New Goodness-of-Fit Process for VARMA(P,Q) Models — Santiago Velilla, Universidad Carlos III de Madrid ; Huong Nguyen, Universidad Carlos III de Madrid | ||
3:05 PM | Goodness-of-Fit Test for Specification of Copula-Based Semiparametric Time-Series Models — Qian Zhou, Simon Fraser University ; Shulin Zhang, Southwestern University of Finance and Economics, China ; Huazhen Lin, Southwestern University of Finance and Economics, China | ||
3:20 PM | A Long Memory Stochastic Parameter Regression — Jaechoul Lee, Boise State University ; Rose Ocker, Boise State University | ||
3:35 PM | Wavelet Transforms of Skewed Gaussian Long Memory Processes — Kyungduk Ko, Boise State University |
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