Recent Advances in Time Series A

1:10 －3:10 p.m. Recent Advances in Time Series Analysis (II)

	Recent Advances in Time Series Analysis (II) Chair: Rouh-Jane Chou (National Tsing Hua University, Taiwan, R.O.C.) Email: chou@stat.nthu.edu.tw
	1:10－1:40	Henghsiu Tsai Academia Sinica, Taiwan, R.O.C. Email: htsai@stat.sinica.edu.tw Title: Quasi-maximum Likelihood Estimation of Seasonal Long-memory Limiting Aggregate Processes
	1:40－2:00	Shao-Ting Lo National Tsing Hua University, Hsinchu, Taiwan, R.O.C. Email: d927002@oz.nthu.edu.tw Title: Dimension Reduction in Time Series Regression Model
	2:00－2:20	Kin Foon Kevin Wong Institute of Statistical Mathematics, Tokyo, Japan Email: wong@ism.ac.jp Title: State Space GARCH Model and its Applications
	2:20－2:40	Ladjouze Salim USTHB, Algiers, Algeria Email: sladjouze@gmail.com Title: On Nonparametric Estimation of Time Series with Missing Data