Legend:
CC = Vancouver Convention Centre
F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
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70
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Sun, 7/29/2018,
4:00 PM -
5:50 PM
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CC-West 116
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Nonlinearites and Information — Contributed Papers
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Business and Economic Statistics Section
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Chair(s): Somak Dutta, Iowa State University
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4:05 PM
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Estimation of Dynamic Conditional Correlation Matrices by a Nonlinear Common Factor Model
Craig Rolling, Saint Louis University; Yongli Zhang, Independent Researcher; Yuhong Yang, University of Minnesota
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4:20 PM
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Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series
Mohitosh Kejriwal, Purdue University; Xuewen Yu, Purdue University
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4:35 PM
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A Time Series Analysis of Global Temperature Anomaly
Seong-Tae Kim, NC A&T State Univ; Man Sik Park, Sungshin Women's University; Jaime Henderson, NC A&T State University
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4:50 PM
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Time Series Analysis Based on Gini: a Test for Reversibility
Amit Shelef, Sapir Academic College; Edna Schechtman, Ben Gurion Univ
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5:05 PM
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A Spectral-Based Kolmogorov-Smirnov Method for Detecting the Information Loss of Temporal Aggregation
Bu Hyoung Lee, Loyola University Maryland
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5:35 PM
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Examining the Performance of Seasonality Diagnostics for Detecting Residual Seasonality
Osbert Pang, U.S. Census Bureau; Brian Monsell, U.S. Census Bureau; William Bell, U.S. Census Bureau
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