Contributed Session: CP10

Time Series Analysis & Signal Processing 2

                                                1                6h30-18h30      Monday, August 23

                                                        Chairperson :    Jiazhu Pan      Room :  Jean Prouvé
                


49 (slides)
Depth Based Procedures for Estimation ARMA and GARCH Models   
Daniel Kosiorowski

117
(slides)  
Visualizing and Forecasting Complex Time Series: Beanplot Time Series   
Carlo Drago, Germana Scepi

206
(slides)    
The Financial Crisis of 2008: Modelling the Transmission Mechanism Between the Markets   
M. Pilar MunozMaria Dolores Marquez, Helena Chulia

217

Modeling and Forecasting Electricity Prices and their Volatilities by Conditionally Heteroskedastic Seasonal Dynamic Factor Analysis   
Carolina Garcia-Martos, Julio Rodriguez, Maria Jesus Sanchez

265 
(slides) 
Estimation and Detection of Outliers and Patches in Nonlinear Time Series Models   
Ping Chen

222
(slides)
Wavelet-PLS Regression: Application to Oil Production Data   
Salwa Benammou, Kacem Zied, Hedi Kortas, Dhifaoui Zouhaier

91  
  
Test of Mean Difference for Longitudinal Data Using Circular Block Bootstrap   
Hirohito Sakurai , Masaaki Taguri
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