65th ISI World Statistics Congress

65th ISI World Statistics Congress

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    • CPS 36 - Time Series Analysis, Forecasting and Change Point Detection

    Category: CPS
    Monday 6 October 4 p.m. - 5 p.m. (Europe/Amsterdam) (Ended) Room - Everest 2

    Participants

    R
    Renata Rojas Guerra (Chair)

    Abstracts and papers

    Improving vine copula forecasting performance in risk measures and portfolio selection
    CN
    Ms Carlos Alan Vieira do Nascimento

    View CPS Abstract - WSC 2025

    Issues on the Estimation of High-Dimensional cDCC Model by Composite Likelihood Method
    H
    Dr Luiz Koodi Hotta

    View CPS Abstract - WSC 2025

    Sequential detection of changes in panel data models
    H
    Prof. Marie Huskova

    View CPS Abstract - WSC 2025

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