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Activity Details

345 ! Wed, 8/5/2020, 10:00 AM - 2:00 PM Virtual
Time Series and High-Dimensional Data — Contributed Papers
Business and Economic Statistics Section
Chair(s): James A Shine, US Army Corps of Engineers (retired)
Sufficient Dimension Reduction in Forecasting Macroeconomic Series Data
Jiaying Weng, Bentley University
Statistical Learning and Energy Statistics for High-Dimensional Time Series
John Schuler, George Mason University
Principal Component Analysis Using Frequency Components of Multivariate Time Series
Raanju Sundararajan, Southern Methodist University
Economic, Social, and Environmental Impact of Eliminating Vehicles in Central Business Districts
Carolyn Carroll, Stat Tech, Inc.
High-Dimensional Change Point Detection for Heteroscedastic Data Using Bootstrap
Teng Wu, University of Illinois, Urbana Champaign; Xiaofeng Shao, University of Illinois at Urbana-Champaign; Stanislav Volgushev, University of Toronto