Legend:
CC = Colorado Convention Center H = Hyatt Regency Denver at Colorado Convention Center
* = applied session ! = JSM meeting theme
Activity Details
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460 !
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Wed, 7/31/2019,
8:30 AM -
10:20 AM
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CC-104
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Advances in Time Series Methodology — Topic Contributed Papers
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Business and Economic Statistics Section, Government Statistics Section, Biometrics Section
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Organizer(s): James Livsey, U.S. Census Bureau
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Chair(s): Rebecca Hutchinson, US Census Bureau
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8:35 AM
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Quadratic Prediction of Time Series via Auto-Cumulants
Tucker McElroy, US Census Bureau; Soumendra N Lahiri, North Carolina State University; Dhrubajyoti Ghosh, North Carolina State University
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8:55 AM
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Seasonal Adjustment Subject to Frequency Aggregation Constraints
Osbert Pang, U.S. Census Bureau; Tucker McElroy, US Census Bureau; Brian Monsell, U.S. Census Bureau
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9:15 AM
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Seasonal Adjustment of Aggregate Time Series with Components Containing Meagre Values
Richard Penny, Statistics New Zealand; Tucker McElroy, US Census Bureau
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9:35 AM
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Post Selection Inference for High-Dimensional Time Series
Anand Vidyashankar, George Mason University; Jeffrey Collamore, University of Copenhagen
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9:55 AM
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Regularized Estimation of High-Dimensional Auto- and Cross-Covariance Matrices
Tommaso Proietti, University of Rome Tor Vergata; Alessandro Giovannelli, Ministry of Economics and Finance, Italy
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10:15 AM
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Floor Discussion
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