Legend:
CC = Baltimore Convention Center,
H = Hilton Baltimore
* = applied session ! = JSM meeting theme
Activity Details
402 *
Tue, 8/1/2017,
2:00 PM -
3:50 PM
CC-320
Variance, Change Points, and Outliers — Contributed Papers
Business and Economic Statistics Section
Chair(s): Robert Reynolds
2:05 PM
A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property
—
Ting Zhang, Boston University
2:20 PM
Multivariate Stochastic Volatility Modeling via the Spectral Decomposition
—
Victor Solo, University of New South Wales
2:35 PM
Addressing 'Consistent but Fragile:' New Tools for Robust Covariance Matrix Estimation and Outlier Identification
—
Randal Verbrugge, Federal Reserve Bank of Cleveland ; Christian Garciga, Federal Reserve Bank of Cleveland
2:50 PM
Estimation of Correlation Matrix with Block Structure
—
Xialu Liu, San Diego State University
3:05 PM
Asymptotic Distribution Free Change-Point Detection for Modern Data
—
Lynna Chu, University of California, Davis ; Hao Chen, University of California, Davis
3:20 PM
Variance Change Point Detection and Its Variations for Robustness
—
Kyungduk Ko, Boise State University
3:35 PM
Adaptive Detection of Variance Change Point
—
Santosh Srivastava, IBM Research, New Delhi India ; Ritwik Chaudhuri, IBM India Pvt. ltd. ; Ankur Narang, IBM Research New Delhi India ; Maya Gupta, Google Research ; Sudhanshu Singh, IBM India Pvt. ltd.
