Legend: CC = Colorado Convention Center H = Hyatt Regency Denver at Colorado Convention Center
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
