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

Activity Details

519 ! Thu, 8/11/2022, 8:30 AM - 10:20 AM CC-142
Innovations in Time Series Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bart Hobijn, Federal Reserve Bank of Chicago
8:35 AM SARMA: A Computationally Scalable High-Dimensional Time Series Model
Yao Zheng, University of Connecticut
8:50 AM A Generalization to time-varying Integer GARCH Model
Isuru Panduka Ratnayake, Kansas University Medical Center ; V. A. Samaranayake, Missouri University of Science and Technology
9:05 AM K-ARMA Models for Clustering Time Series Data
Derek O Hoare, Cornell University
9:20 AM A Multiplicative Factor Multi Frequency Exponential GARCH Model
Anjana Bandara Yatawara, Missouri University of Science and Technology; V. A. Samaranayake, Missouri University of Science and Technology
9:35 AM Sequential Change-Point Detection for Compositional Time Series with Exogenous Variables
Yajun Liu, Northwestern University; Beth Andrews, Northwestern University
9:50 AM Mean Targeting Estimation for Negative Binomial INGARCH(1,1) Models
Yunwei Cui, Towson University; Mackenzie McCracken, Towson University
10:05 AM Floor Discussion