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137 * !
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Tue, 8/4/2020,
10:00 AM -
11:50 AM
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Virtual
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On Structural Changes — Invited Papers
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Business and Economic Statistics Section, Section on Statistical Computing, Royal Statistical Society
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Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
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Chair(s): Jan Beran, University of Konstanz
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10:05 AM
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Change Point Detection of Growth Inflection to Confluence
David S. Matteson, Cornell University
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10:25 AM
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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
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10:45 AM
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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
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11:05 AM
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On the Crossing of a Threshold Under Gaussian Subordination for Spatial Data
Sucharita Ghosh, Swiss Federal Research Institute WSL
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11:25 AM
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Floor Discussion
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