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




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



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



Kin Foon Kevin Wong

Institute of Statistical Mathematics, Tokyo, Japan

Email: wong@ism.ac.jp

Title: State Space GARCH Model and its Applications



Ladjouze Salim

USTHB, Algiers, Algeria

Email: sladjouze@gmail.com

Title: On Nonparametric Estimation of Time Series with Missing Data

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