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Contributed Papers

New Methods for Correlated Data

Tue, Aug 6, 8:30 AM - 10:20 AM

Lan LuoChair

IMS

7 Presentations

Robust Estimation of Hawkes Processes by Density Power Divergence

8:35 AM - 8:50 AM

Co-authors: Anand Vidyashankar (George Mason University)

Addressing Long-Range Dependence in Functional Data with Tempered Time Series Models

8:50 AM - 9:05 AM

Farzad Sabzikar (Iowa State University)

Asymptotics of sample tail autocorrelations for tail dependent time series

9:05 AM - 9:20 AM

Dynamic FPCA and Prediction for Sparsely Observed Functional Time Series

9:20 AM - 9:35 AM

Identifying Unobserved Functional Relationship in Traditional Data

9:35 AM - 9:50 AM

The eigenvector paradox

9:50 AM - 10:05 AM

Alex Shkolnik (University of California, Santa Barbara)

Extreme partial correlation graphs

10:05 AM - 10:20 AM

Giuseppe Vinci (University of Notre Dame)

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