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