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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

332 * ! Tue, 7/30/2019, 10:30 AM - 12:20 PM CC-712
Multivariate Time Series: Modeling and Estimation — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, Biometrics Section
Organizer(s): James Livsey, U.S. Census Bureau
Chair(s): Anand Vidyashankar, George Mason University
10:35 AM Applying the EM Algorithm to Multivariate Signal Extraction

James Livsey, U.S. Census Bureau
10:55 AM Dual Coupled Kalman Filters for Simultaneously Updating Estimated Time-Varying States and Parameters of VARMA Models Using Data with Periodically or Non-Periodically Missing Values
Peter Zadrozny, Bureau of Labor Statistics
11:15 AM Gaussian Copula Vector Autoregressive Modeling
Vladas Pipiras, University of North Carolina At Chapel Hill; James Livsey, U.S. Census Bureau; Benjamin Leinwand, University of North Carolina at Chapel Hill
11:35 AM Constrained Estimation in Co-Integrated VAR Models

Anindya Roy, University of Maryland - Baltimore County; Tucker McElroy, US Census Bureau
12:15 PM Floor Discussion