International Workshop on "Nonlinear Time Series Model and its Application
to Real World"
The Institute of Statistical Mathematics (ISM)
Tokyo, Japan
March 15, 1999
| Organizer : T. Higuchi (The Institute of Statistical Mathematics) |
| 10:00 Opening Remark R.Shimizu (Director-General of Institute of Statistical Mathematics) |
| Chairman : T. Ozaki (The Institute of Statistical Mathematics) |
| 10:10 -- 11:10 P. A. Valdes-Sosa (Cuban Neuroscience Center) "Statistical Problems in Functional Brain Imaging" 11:10 -- 12:10 M. West (Institute of Statistics & Decision Sciences, Duke University) "Time-Frequency Decompositions: Bayesian Model-Based Approaches" |
| Chairman : H. Takahashi (Hitotsubashi University) |
| 13:30 -- 14:30 T. Ozaki (The Institute of Statistical Mathematics) "Nonlinear Predictions through Nonlinear Time Series Models, Stochastic Differential Equation Models and Dynamical Systems" 14:30 -- 15:30 P. J. Brockwell (Department of Statistics, Colorado State University) "Non-linear models for financial time series" |
| Chairman : Y. Kawasaki (The Institute of Statistical Mathematics) |
| 15:45 -- 16:45 G. Kitagawa and S. Sato (The Institute of Statistical Mathematics) "General state space modeling for financial time sereis" 16:45 -- 17:45 M. West (Institute of Statistics & Decision Sciences, Duke University) "Bayesian Dynamic Factor Models and Variance Matrix Discounting for Portfolio Allocation" |