Time Series Analysis & Signal Processing 3

                                                                14h-16h     Tuesday, August 24

                                                    Chairperson :    Yasuhiro Omori     Room :  Jean-Baptiste Say
                

121 (slides)  
Monotone Graphical Multivariate Markov Chains   
Roberto Colombi, Sabrina Giordano

125 (slides)  
An Exploratory Segmentation Method for Time Series   
Christian Derquenne

151 (slides)  
Multiple Change Point Detection by Sparse Parameter Estimation   
Jiri Neubauer, Vitezslav Vesely

163 (slides)  
M-estimation in INARCH Models with a Special Focus on Small Means   
Hanan El-Saied, Roland Fried

185   
Rplugin.Econometrics: R-GUI for Teaching Time Series Analysis   
Dedi Rosadi

273   
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models   
Marie Huskova, Claudia Kirch, Simos G. Meintanis