Online Program Home
  My Program

All Times EDT

Legend:
* = applied session       ! = JSM meeting theme

Activity Details

65 ! Mon, 8/3/2020, 10:00 AM - 2:00 PM Virtual
Forecasting and Time Series Estimation — Contributed Papers
Business and Economic Statistics Section
Chair(s): Peter Zadrozny, Bureau of Labor Statistics
Efficient Non-Parametric Spectral Density Estimation with Randomly Censored Data
Jiaju Wu, University of Texas at Dallas; Sam Efromovich, University of Texas at Dallas
Hierarchical Time Series Reconciliation Using Composite Likelihood
Weijie Shen, Google; Casey Lichtendahl, University of Virginia; Kashif Yousuf, Google
Improved boosted two parameter Breitung estimator: An application to the crude oil prices
Talha Omer, Jönköping International Business School; Pär Henrik Sjölander, Jönköping International Business School, Jönköping University, Sweden; Kristofer Månsson, Jönköping International Business School, Jönköping University, Sweden; B M Golam Kibria, Florida International University FIU, Miami, USA