|
|
|
|
137 * !
|
Tue, 8/4/2020,
10:00 AM -
11:50 AM
|
Virtual
|
|
On Structural Changes — Invited Papers
|
|
Business and Economic Statistics Section, Section on Statistical Computing, Royal Statistical Society
|
|
Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
|
|
Chair(s): Jan Beran, University of Konstanz
|
|
10:05 AM
|
Change Point Detection of Growth Inflection to Confluence
David S. Matteson, Cornell University
|
|
10:25 AM
|
Asymptotic Theory for Time Series with Changing Mean and Variance
Liudas Giraitis, Queen Mary University of London; Violetta Dalla, National and Kapodistrian University of Athens; Peter M Robinson, London School of Economics
|
|
10:45 AM
|
Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series
Philipp Sibbertsen, Leibniz Universitaet Hannover; Kai Wenger, Leibniz University of Hannover; Simon Wingert, Leibniz University of Hannover
|
|
11:05 AM
|
On the Crossing of a Threshold Under Gaussian Subordination for Spatial Data
Sucharita Ghosh, Swiss Federal Research Institute WSL
|
|
11:25 AM
|
Floor Discussion
|
