Page Up3:10 －5:10 p.m. Recent Developments in Nonlinear Time Series
|
Recent Developments in Nonlinear Time Series Organizer: Wai Keung Li (University of Hong Kong, Hong Kong) Email: hrntlwk@hku.hk Chair: Wai Keung Li (University of Hong Kong, Hong Kong) Email: hrntlwk@hku.hk
|
||
|
3:10－3:40
|
Speakers: Shiqing Ling Department of Mathematics, Hong Kong University of Science and Technology, Hong Kong Email: maling@ust.hk |
|
|
3:40－4:10
|
Heung Wong Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong Email: mathwong@polyu.edu.hk
Title:
Diagnostic Checking Cointegrated Multivariate Time
Series Models |
|
|
4:10－4:40
|
Wai Keung Li Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong
Email:
hrntlwk@hkucc.hku.hk
|
|
|
4:40－5:00
|
Shen-Chien Chen Department of statistics, National Chengchi University, Taipei, Taiwan Email: sam601019@yahoo.com.tw
Title:
Approximate Confidence
Sets for a Threshold Autoregressive Process |
|
| 5:00－5:10 | Discussion | |