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Activity Details

413 * Wed, 8/5/2020, 1:00 PM - 2:50 PM Virtual
Time Series with a Twist — Topic Contributed Papers
Business and Economic Statistics Section, Section on Nonparametric Statistics, IMS
Organizer(s): David S. Matteson, Cornell University
Chair(s): David S. Matteson, Cornell University
1:05 PM Simultaneous Transformation and Rounding (STAR) Models for a Time Series of Counts
Daniel Kowal, Rice University; Brian King, Rice University
1:25 PM REMIS: Retrieval from Mixed Sampling Frequency Data: G-Identifiability and Estimation of Regular and Singular VAR(MA) Systems
Manfred Deistler, Vienna University of Technology; Philipp Gersing, Vienna University of Technology, Institute for Advanced Studies Vienna
1:45 PM Assessing Macroeconomic Tail Risks in a Data-Rich Environment
Taeyoung Doh, Federal Reserve Bank of Kansas City; Thomas Cook, Federal Reserve Bank of Kansas City
2:05 PM Random Forests for Time Series Forecasting
Barbara Bailey, San Diego State University
2:25 PM Floor Discussion