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

Activity Details

460 ! Wed, 7/31/2019, 8:30 AM - 10:20 AM CC-104
Advances in Time Series Methodology — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, Biometrics Section
Organizer(s): James Livsey, U.S. Census Bureau
Chair(s): Rebecca Hutchinson, US Census Bureau
8:35 AM 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
8:55 AM Seasonal Adjustment Subject to Frequency Aggregation Constraints
Osbert Pang, U.S. Census Bureau; Tucker McElroy, US Census Bureau; Brian Monsell, U.S. Census Bureau
9:15 AM Seasonal Adjustment of Aggregate Time Series with Components Containing Meagre Values

Richard Penny, Statistics New Zealand; Tucker McElroy, US Census Bureau
9:35 AM Post Selection Inference for High-Dimensional Time Series
Anand Vidyashankar, George Mason University; Jeffrey Collamore, University of Copenhagen
9:55 AM 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
10:15 AM Floor Discussion