AMS Sectional Meeting Program by AMS Special Session

Current as of Sunday, November 8, 2009 00:36:25

Program | Deadlines | Registration/Housing/Etc. | Inquiries: meet@ams.org

Associate secretaries:
Matthew Miller, AMS miller@math.sc.edu

Friday October 30, 2009, 2:30 p.m.-4:50 p.m.
Special Session on Recent Advances in Probability and Statistics, I
Room 119, General Classroom South
Organizers:
Lianfen Qian, Florida Atlantic University lqian@fau.edu
Hongwei Long, Florida Atlantic University
- 2:30 p.m.
  Econometric Analysis via Filtering for Financial Ultra-High Frequency (UHF) Data.
  Yong Zeng*, University of Missouri at Kansas City
  (1053-60-26)
- 3:00 p.m.
  Empirical likelihood intervals for conditional VaR.
  Gong Yun, Georgia Institute of Technology
  Zhouping Li, Lanzhou University, China
  Liang Peng*, Georgia Institute of Technology
  (1053-62-11)
- 3:30 p.m.
  Discretization Error in simulation of the maximum of a Levy process.
  Liqing Yan*, Department Of Mathematics, University of Florida
  (1053-60-23)
- 4:00 p.m.
  Asymmetric Information in Fads Models in Levy Markets.
  Winston Buckley*, Florida Atlantic University
  (1053-60-58)
- 4:30 p.m.
  Upper Packing Dimension of a Measure and the Limit Distribution of Products of IID Stochastic Matrices.
  Arunava Mukherjea*, University of Texas - Pan American, Edinburg, TX 78539
  Ricardo Restrepo, Universidad de Antioquia, Medellin, Colombia
  (1053-60-15)

Saturday October 31, 2009, 8:00 a.m.-10:50 a.m.
Special Session on Recent Advances in Probability and Statistics, II
Room 119, General Classroom South
Organizers:
Lianfen Qian, Florida Atlantic University lqian@fau.edu
Hongwei Long, Florida Atlantic University
- 8:00 a.m.
  Stochastic differential equations driven by a fractional Brownian motion with any Hurst parameter.
  David Nualart*, The University of Kansas
  (1053-60-17)
- 9:00 a.m.
  A singular Stochastic partial differential equation and its invariant measures.
  Bin Xie*, International Young Researchers Empowerment Center
  Tadahisa Funaki, The University of Tokyo
  (1053-60-62)
- 9:30 a.m.
  CLT for $L^2$ modulus of continuity of Brownian local time.
  Xia Chen*, University of Tennessee
  Wenbo V Li, University of Delaware
  Michael B Marcus, The City University of New York
  Jay Rosen, The City University of New York
  (1053-60-09)
- 10:00 a.m.
  A New Semiparametric Procedure for Matched Case-Control Studies with Missing Covariates.
  Suojin Wang*, Texas A&M University
  Samiran Sinha, Texas A&M University
  (1053-62-55)
- 10:30 a.m.
  On the Use of Empirical Likelihood for the Analysis of Longitudinal Data.
  Nicole A. Lazar*, Department of Statistics, University of Georgia
  (1053-62-18)

Saturday October 31, 2009, 2:30 p.m.-5:20 p.m.
Special Session on Recent Advances in Probability and Statistics, III
Room 119, General Classroom South
Organizers:
Lianfen Qian, Florida Atlantic University lqian@fau.edu
Hongwei Long, Florida Atlantic University
- 2:30 p.m.
  Model Diagnostics via Martingale Transforms.
  Hira L. Koul*, Michigan State University
  (1053-62-16)
- 3:30 p.m.
  On separation, tightness and weak convergence of cadlag processes.
  Michael A Kouritzin*, University of Alberta
  Douglas Blount, Arizona State University
  (1053-60-53)
- 4:00 p.m.
  A maximum principle for partial information backward stochastic control problems with applications.
  Jianhui Huang, Hong Kong Polytechnic University
  Guangchen Wang, Shandong Normal University
  Jie Xiong*, University of Tennessee
  (1053-60-14)
- 4:30 p.m.
  Changepoint Detection in Autocorrelated Series.
  Robert B Lund*, Clemson University
  (1053-60-29)
- 5:00 p.m.
  A class of integer-valued long memory time series.
  Yunwei Cui*, University of Houston Downtown
  (1053-60-129)

Sunday November 1, 2009, 8:00 a.m.-11:50 a.m.
Special Session on Recent Advances in Probability and Statistics, IV
Room 119, General Classroom South
Organizers:
Lianfen Qian, Florida Atlantic University lqian@fau.edu
Hongwei Long, Florida Atlantic University
- 8:00 a.m.
  Solutions of Stochastic Differential Equations with a Fractional Brownian Motion.
  Tyrone Edward Duncan*, University of Kansas
  (1053-60-22)
- 9:00 a.m.
  Uniqueness of solutions of filtering equations via chaos expansions.
  Wei Sun*, Concordia University
  (1053-60-24)
- 10:00 a.m.
  On pooled block bootstrap estimation.
  Soumendra Nath Lahiri*, Texas A &nM University
  (1053-62-63)
- 10:30 a.m.
  Full Likelihood Inferences in the Cox Model.
  J. Jian-Jian Ren*, University of Central Florida
  (1053-62-50)
- 11:00 a.m.
  Empirical Likelihood Inference for the Cox Model with Time-dependent Coefficients via Local Partial Likelihood.
  Yanqing Sun, The University of North Carolina at Charlotte
  Rajeshwari Sundaram, National Institutes of Health
  Yichuan Zhao*, Georgia State University
  (1053-62-10)
- 11:30 a.m.
  Improving the Kaplan-Meier Estimator.
  Arthur Berg*, Pennsylvania State University
  Dimitris Politis, University of California, San Diego
  (1053-62-67)

Inquiries: meet@ams.org