Program

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IASC-ARS2022
Change History
The time for the IS03 session has been changed to 2/23 PM2 (16:10-17:50). The room for this session will be RYB1.
The order of presentations in the IS05 has been changed. (1st and 4th talks have been swapped).
The abstracts of Presentations, Zoom is displayed when you are logged into portal page (only if you have already paid).

[IS14] Advances in Bayesian Statistical Methods2/23 11:00-12:40(JST: UTC+9)
Room: RY103

Organizer and Chair: Mike K.P. So (Hong University of Science and Technology, Hong Kong)

  • Linkage vector autoregressive model
    Manabu Asai (Soka University, Japan), Mike K.P. So (Hong Long University of Science and Technology, Hong Kong)
  • Dynamic ordering learning in multivariate forecasting
    Bruno P. C. Levy (INSPER Institute of Education and Research, Brazil), Hedibert F. Lopes (Arizona State University, USA)
  • Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
    Yuta Yamauchi (Nagoya University, Japan), Yasuhiro Omori (University of Tokyo, Japan)

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