3:10 -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
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3:10-3:40
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Speakers: Shiqing Ling Department of Mathematics, Hong Kong University of Science and Technology, Hong Kong Email: maling@ust.hk |
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3:40-4:10
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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 |
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4:10-4:40
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Wai Keung Li Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong
Email:
hrntlwk@hkucc.hku.hk
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4:40-5:00
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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 |
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5:00-5:10 | Discussion | |