18
Bootstrap prediction in Unobserved Component Models
Esther Ruiz and Alejandro Rodríguez
Universidad Carlos III de Madrid, Spain
33 (slides)
A comparison of estimators for regression models with change points
Cathy W S Chen1, Jennifer Chan S K2and Richard Gerlach2 1Feng Chia University, Taiwan 2University of Sydney, Australia
19 (slides)
An Asymmetric Multivariate Student's t Distribution Endowed with Different
Degrees of Freedom
Marc Paolella University of Zurich, Switzerland