JSM2023
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Invited Paper Session

Challenges in time series analysis: causality, non-stationarity, high-dimensionality, structure

Tue, Aug 8, 8:30 AM
Piotr FryzlewiczChair
Business and Economic Statistics Section

4 Presentations

An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series
8:35 AM - 9:00 AM
Yao Zheng (University of Connecticut)
Convergence of Covariance and Spectral Density Estimates for High Dimensional Locally Stationary Processes
9:00 AM - 9:25 AM
Danna Zhang (UC San Diego)
Factor Network Autoregressions
9:25 AM - 9:50 AM
Matteo Barigozzi (Alma Mater Studiorum - Universita di Bologna)
FLEXIBLE HIGH DIMENSIONAL TIME SERIES MODELS
9:50 AM - 10:15 AM
Hernando Ombao (King Abdullah University of Science and Technology)
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