10d5 --  Time Series Analysis: Theory and Applications


July 10 (Wednesday), 3:30 -- 5:30 p.m., IM 1st FL, Conference RM

Organizer: Hwai-Chung Ho (Academia Sinica, Taiwan, R.O.C.)
Chair: Hwai-Chung Ho (Academia Sinica, Taiwan, R.O.C.)
3:30 p.m. Prediction of Long-Memory Time Series: An Overview,
R. J. Bhansali (University of Liverpool, U.K.; Co-author: P. S. Kokoszka)
4:00 p.m. Model Building for Cointegrated Data,
Shu-Ing Liu (National Central University, Taiwan, R.O.C.)
4:30 ¡Ð
5: 00 p.m.
An Innovation Approach to the Prediction and Control of Complex Systems,
Tohru Ozaki (Institute of Statistical Mathematics, Japan)

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