Local Quadratic Spectral and Covariance Matrix Estimation
Talk, City University of New York Baruch, New York, New York (Virtual)
Talks and presentations
A Seasonality Diagnostic Based Upon Multi-step Ahead Forecasting Errors
Talk, Seasonal Adjustment Practitioners Workshop, Washington, D.C. (Virtual)
Materials for this talk: slides
Non-nested Model Comparisons of Differencing Operators for Non-stationary Time Series
Talk, University of Florida, Gainesville, Florida
Materials for this talk: slides
Reclassification Testing and Rectification for Time Series Survey Discontinuities
Talk, Joint Statistical Meetings, Portland, Oregon
Materials for this talk: slides
Optimal Interpolation of Multiple Missing Values by Quadratic Filtering
Talk, Theory and Foundations of Statistics in the Era of Big Data, Tallahassee, Florida
Optimal Linear Compression for Multivariate Time Series with Applications to Index Construction
Talk, Recent Advances in Time Series Analysis, College Park, Maryland
Materials for this talk: slides
Mitigating Residual Seasonality While Preserving Accounting Relations in Hierarchical Time Series
Talk, Workshop on Time Series Analysis and Statistical Disclosure Control Methods for Official Statistics, Paris, France (Virtual)
Materials for this talk: slides
A Framework for Time Series Aggregation and Seasonality Using Marked Point Processes
Talk, University of Maryland Baltimore Campus, Catonsville, Maryland (Virtual)
Characterizing Seasonality Through Multi-step Ahead Forecasting Information Sets
Talk, Joint Statistical Meetings, Toronto, Canada
Constructing an Economic Index from API Time Series Data Updated with Nowcasts
Talk, World Statistics Congress, Ottawa, Canada
Analysis of Crisis Effects via Maximum Entropy
Talk, Government Advances in Statistical Programming, Virtual
Multivariate Direct Filter Analysis for Co-integrated Processes
Talk, Computational and Financial Econometrics, London, UK
Parameterization of Reduced Rank and Co-integrated Vector Autoregression
Talk, University of Florida, Gainesville, Florida
FLIP: A Utility Preserving Privacy Mechanism for Time Series
Talk, Workshop on Time Series Methods for Official Statistics, Paris, France (Virtual)
A Model Comparison Diagnostic for Differencing Operators Based Upon Multi-Step Ahead Forecast Mean Squared Error Paths
Talk, Joint Statistical Meetings, Washington, D.C.
Identifying Seasonality
Talk, Seasonal Adjustment Practitioners Workshop, Washington, D.C. (Virtual)
Removing Residual Seasonality from GDP
Talk, Seasonal Adjustment Practitioners Workshop, Washington, D.C. (Virtual)
Seasonal Adjustment of Time Series During the Pandemic
Talk, Census Scientific Advisory Committee, Washington, D.C. (Virtual)
On the Construction, Simulation, and Fitting of Second Order Forecastable Processes
Talk, Washington University, St Louis, Missouri (Virtual)
Inference and Prediction for Quadratic Processes
Talk, United States Census Bureau, Washington, D.C. (Virtual)
Inference and Prediction for Quadratic Processes
Talk, Joint Statistical Meetings, Seattle, Washington (Virtual)
Materials for this talk: slides
Treatment of Time Series Outliers via Maximum Entropy
Talk, World Statistics Congress, Virtual
Ecce Signum: An R Software Package for Analyzing Multivariate Time Series
Talk, Federal Forecasters Conference, Washington, D.C. (Virtual)
Polyspectral Factorization
Talk, United States Census Bureau, Washington, D.C. (Virtual)
Materials for this talk: slides
Time Series: A First Course with Bootstrap Starter
Talk, American Statistical Association Webinar, Virtual
Materials for this ASA Webinar: GitHub repo
Polyspectral Factorization
Talk, University of California San Diego, San Diego, California (Virtual)
Materials for this talk: slides
Discussion of Business and Economics Statistics Session Student Paper Awards
Talk, Joint Statistical Meetings, Philadelphia, Pennsylvania (Virtual)
Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates
Talk, Bureau of Economic Analysis, Washington, D.C.
Quadratic Prediction of Time Series via Auto-Cumulants
Talk, Joint Statistical Meetings, Denver, Colorado
Casting Vector Time Series: Forecasting, Imputation, and Signal Extraction in the Context of Big Data
Talk, Office for National Statistics, Newport, UK
A Diagnostic for Seasonality Based Upon Autoregressive Roots
Talk, New Techniques and Technologies for Statistics, Brussels, Belgium
Casting Vector Time Series: Forecasting, Imputation, and Signal Extraction in the Context of Big Data
Talk, University of North Carolina, Chapel Hill, North Carolina
Variable Targeting and Reduction in Large Vector Autoregressions with Applications to Workforce Indicators
Talk, Haverford College, Haverford, Pennsylvania
Nonlinear Prediction via Hermite Transformation
Talk, North Carolina State University, Raleigh-Durham, North Carolina
A Diagnostic for Seasonality Based Upon Autoregressive Roots
Talk, Seasonal Adjustment Practitioners Workshop, Washington, D.C.
Modeling, Estimation, and Seasonal Adjustment of High Frequency Multivariate Time Series
Talk, Office for National Statistics Seasonal Adjustment Workshop, London, UK
Variable Targeting and Reduction in High-Dimensional Vector Autoregressions
Talk, Frontiers in Forecasting, Minneapolis, Minnesota
Real-time Signal Extraction of Vector Time Series via Multivariate Direct Filter Analysis
Talk, Computational and Financial Econometrics, London, UK
Model Identification via the Total Frobenius Norm of Multivariate Spectra
Talk, Arizona State University, Tempe, Arizona
Seasonal Adjustment Subject to Accounting Constraints
Talk, Joint Statistical Meetings, Baltimore, Maryland
Multi-step Ahead Forecasting and Signal Extraction of High Frequency Vector Time Series
Talk, International Symposium on Forecasting, Cairns, Australia
Testing Collinearity of Vector Time Series
Talk, University of California San Diego, San Diego, California
Challenges with Seasonal Adjustment
Talk, Federal Economic Statistics Advisory Committee, Washington, D.C.
Modeling and Seasonal Adjustment of Daily Retail Series
Talk, Seasonal Adjustment Practitioners Workshop, Washington, D.C.
Testing Collinearity of Vector Time Series
Talk, George Washington University, Washington, D.C.
Variable Reduction in High-Dimensional Vector Time Series
Talk, Joint Statistical Meetings, Chicago, Illinois
Seasonal Adjustment of Meager Time Series
Talk, Computational and Financial Econometrics, London, UK
Multiplicative Seasonal Adjustment of Sparse Time Series
Talk, George Mason University, Fairfax, Virginia
Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy
Talk, Reserve Bank of India, Mumbia, India
Optimal Real-Time Filters for Linear Prediction Problems
Talk, LeHigh University, Bethlehem, Pennsylvania
Fast Estimation of Time Series with Multiple Long-Range Persistencies
Talk, Joint Statistical Meetings, Boston, Massachusetts
Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy
Talk, International Indian Statistical Association Conference, Riverside, California
The Application of Hysteretic Decompositions to Signal Extraction
Talk, International Symposium on Forecasting, Riverside, California
Tail Index Estimation with a Fixed Tuning Parameter Fraction
Talk, Ordered Data Analysis, Models, and Health Research Methods, Dallas, Texas
Non-nested Model Comparisons for Time Series via the Gaussian Likelihood Ratio Statistic
Talk, NBER-NSF Time Series Conference, Washington, D.C.
An Appraisal of Multivariate Seasonal Adjustment
Talk, Joint Statistical Meetings, Montreal, Canada
A Multivariate Seasonal Adjustment of Regional Housing Starts
Talk, Bureau of Labor Statistics, Washington, D.C.
Fitting Constrained Vector Autoregression Models
Talk, Ohio State University, Columbus, Ohio
Multi-Step Ahead Forecasting of Vector Time Series
Talk, Federal Forecasters Conference, Washington, D.C.
General and Consistent Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules
Talk, University of Maryland Baltimore Campus, Catonsville, Maryland
Subsampling Inference for the Autocovariances of Heavy-Tailed Long-Memory Time Series
Talk, Joint Statistical Meetings, San Diego, California
On the Computation of Autocovariances for Generalized Gegenbauer Processes
Talk, University of Illinois Urbana-Champaign, Urbana-Champaign, Illinois
When are Direct Multi-Step and Iterative Forecasts Identical?
Talk, George Washington University and OxMetrics Conference, Washington, D.C.
The Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data
Talk, Statistics Canada International Methodology Symposium, Ottawa, Canada
Signal Extraction for Nonstationary Multivariate Time Series
Talk, University of Maryland College Park, College Park, Maryland
Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies
Talk, World Congress of Statistics, Dublin, Ireland
Signal Extraction for Nonstationary Multivariate Time Series with Applications to Trend Inflation
Talk, Institute for Data Analysis and Process Design, Winterthur, Switzerland
Noah-Joseph Models for Economic Time Series: Incorporating Heavy Tails and Long Range Dependence
Talk, University of Missouri, Columbia, Columbia, Missouri
Fixed-Bandwidth Asymptotics for the Studentized Mean for Long and Negative Memory Time Series
Talk, Joint Statistical Meetings, Vancouver, Canada
Discerning Between Models through Multi-Step Ahead Forecasting Error
Talk, International Symposium on Forecasting, San Diego, California
Goodness of Fit Testing for Time Series in the Frequency Domain
Talk, Naval Postgraduate School, Monterey, California
The Detection of Cycles in Raw and Seasonally Adjusted Data
Talk, Joint Statistical Meetings, Washington, D.C.
Distribution Theory for the Studentized Mean for Long, Short, Negative, and Differential Memory Time Series
Talk, Celebrating 75 Years of Statistics at Iowa State University, Ames, Iowa
Negative Seasonality and the Reduction of Dips in the Spectrum of a Seasonally Adjusted Time Series
Talk, Joint Statistical Meetings, Denver, Colorado
Compatible Trends for ACS Data
Talk, Federal Committee on Statistical Methodology, Arlington, Virginia
A Local Goodness-of-Fit Diagnostic Based on the Log Determinant of the Sample Covariance Matrix
Talk, Joint Statistical Meetings, Salt Lake City, Utah
Signal Extraction Revision Variances as a Goodness-of-Fit Measure
Talk, International Symposium on Forecasting, New York, New York
Model-Based Formulas for Growth Rates and Their Standard Errors
Talk, Joint Statistical Meetings, Seattle, Washington
Coherent Signal Extraction for Time Series Observed at Diverse Sampling Frequencies
Talk, International Symposium of Forecasters, Santander, Spain
Finite Sample Revision Variances for ARIMA Model-Based Signal Extration
Talk, Seasonality, Seasonal Adjustment, and Their Implications for Short-Term Analysis and Forecasting, Luxembourg
A Nonparametric Test for Assessing Spectral Peaks
Talk, University of Missouri, Columbia, Columbia, Missouri
Statistical Properties of Signal Extraction Diagnostics
Talk, Joint Statistical Meetings, Minneapolis, Minnesota
Finite-Sample Signal Extraction
Talk, University of California San Diego, San Diego, California
Forecasting Age Distribution Curves
Talk, Federal Forecasters Conference, Washington, D.C.
Finite Sample Signal Extraction
Talk, Bureau of Labor Statistics, Washington, D.C.
An Iterated Parametric Approach to Nonstationary Signal Extraction
Talk, Joint Statistical Meetings, Toronto, Canada