Time Series II

ESEM
Presenter(s) Type Archive date Archive time Length
Anton Skrobotov
Jiajing Sun
Cem Cakmakli
Pierluigi Vallarino
Contributed Sessions
29/08/24
16:00 CEST
90 mins
Presenter(s)
Type
Archive date
29/08/24
Archive time
16:00 CEST
Length
90 mins

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