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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