Time Series II

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Anton Skrobotov Jiajing Sun Cem Cakmakli Pierluigi Vallarino Contributed Sessions 29/08 16:00 CEST
90
mins
Pierluigi Vallarino
Zaal Bergen (M1-09)
Add to Calendar 2024-08-29 16:00:00 2024-11-21 13:51:53 EEA-ESEM 2024: Time Series II. Room: Zaal Bergen (M1-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Anton Skrobotov Jiajing Sun Cem Cakmakli Pierluigi Vallarino
TypeContributed Sessions
Date 29/08
Time16:00 CEST
Length
90
mins
Chair
Pierluigi Vallarino
Room Number
Zaal Bergen (M1-09)
Add to calendar
Add to Calendar 2024-08-29 16:00:00 2024-11-21 13:51:53 EEA-ESEM 2024: Time Series II. Room: Zaal Bergen (M1-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Change Point Detection in Time Series Using Mixed Integer Programming

Confidence interval construction based on the adjusted-range self-normalization approach

Bridging the Covid-19 Data and the Epidemiological Model using the Time-Varying Parameter SIRD Model

New rank-based tests and estimators for Common Dynamic Factors

Read paper

Presentations

Change Point Detection in Time Series Using Mixed Integer Programming

Confidence interval construction based on the adjusted-range self-normalization approach

Bridging the Covid-19 Data and the Epidemiological Model using the Time-Varying Parameter SIRD Model

New rank-based tests and estimators for Common Dynamic Factors