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413 *
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Wed, 8/5/2020,
1:00 PM -
2:50 PM
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Virtual
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Time Series with a Twist — Topic Contributed Papers
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Business and Economic Statistics Section, Section on Nonparametric Statistics, IMS
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Organizer(s): David S. Matteson, Cornell University
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Chair(s): David S. Matteson, Cornell University
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1:05 PM
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Simultaneous Transformation and Rounding (STAR) Models for a Time Series of Counts
Daniel Kowal, Rice University; Brian King, Rice University
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1:25 PM
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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
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1:45 PM
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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
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2:05 PM
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Random Forests for Time Series Forecasting
Barbara Bailey, San Diego State University
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2:25 PM
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Floor Discussion
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