Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview
TSA6: Time Series Analysis VI (Time Series Resampling)
Friday, 22/Mar/2019:
9:00am - 10:40am

Session Chair: Matei Demetrescu
Location: A 240
Verfügbar: Di-Fr, je 7-23 Uhr Plätze: 388 Technikausstattung: BE, 2x DIA, DVD, MF, MP, TE, V Bestuhlung: fest Grüne Tafel: ja

Show help for 'Increase or decrease the abstract text size'
9:00am - 9:40am

Detecting Regimes of Predictability in the U.S. Equity Premium

A.M. Robert Taylor

University of Essex, United Kingdom

9:40am - 10:00am

Extending the validity of frequency domain bootstrap methods to general stationary processes

Marco Meyer1, Efstathios Paparoditis2, Jens-Peter Kreiß1

1TU Braunschweig, Germany; 2University of Cyprus

10:00am - 10:20am

Bootstrapping characteristic functions under local stationarity

Carina Beering1, Carsten Jentsch2, Anne Leucht1, Marco Meyer1

1Technische Universität Braunschweig, Germany; 2Technische Universität Dortmund, Germany

10:20am - 10:40am

The impact of selecting the truncation indices on the order estimation of subspace methods---a simulation study with seasonally integrated processes.

Rainer Buschmeier

Bielefeld University, Germany

Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: DAGStat 2019
Conference Software - ConfTool Pro 2.6.129+TC
© 2001 - 2019 by Dr. H. Weinreich, Hamburg, Germany