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CC = Walter E. Washington Convention Center   M = Marriott Marquis Washington, DC
* = applied session       ! = JSM meeting theme

Activity Details

397 ! Wed, 8/10/2022, 10:30 AM - 12:20 PM CC-143C
Modern Statistical Learning Methods for Dynamic Models — Invited Papers
Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Yao Zheng, University of Connecticut
Chair(s): Yao Zheng, University of Connecticut
10:35 AM A General Modeling Framework for Network Autoregressive Processes and Their Applications
George Michailidis, U Florida
11:00 AM Simultaneous Inference for Time-Varying Models
Wei Biao Wu, University of Chicago; Sayar Karmakar, University of Florida
11:25 AM Regularized Estimation of Impulse Response Function
David Matteson, Cornell University; Ines Wilms, Maastricht University; Sumanta Basu, Cornell University; Xiaojie Mao, Cornell University
11:50 AM Community Network Auto-Regression for High-Dimensional Time Series
Elynn Chen, New York University; Xuening Zhu, Fudan University; Jianqing Fan, Princeton University
12:15 PM Floor Discussion
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