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Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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Activity Details

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

2014 JSM Online Program Home

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