Chiranjit Dutta
2 appearances in the program
Sessions & presentations
Invited E-Poster Session II
Speaker
Presentation: 07: Modeling Multivariate Positive Valued Time Series: An Application to Air Pollution Data
Invited Posters · Sun, Aug 3 , 9:35 PM
Advances in Time Series Modeling: Applications to VAR, Non-Gaussian Processes, and Changepoints
Speaker
Presentation: Modeling Multivariate Positive-Valued Financial Time Series using Sparse Logarithmic Vector Multiplicative Error Models with Multivariate Gamma Errors
Topic-Contributed Paper Session · Sun, Aug 3 , 4:00 PM