12/17(Tuesday)

Registration

Opening Remarks

Chair: Wen-Jang Huang, National University of Kaohsiung
Title: An Appreciation of Professor George C. Tiao from Across the Ocean
Speaker: Howell Tong, London School of Economics

Chair: Chung-Shu Wu, Academia Sinica
Title: ARIMA Model Based Seasonal Adjustment at Work: Automatic Large-scale Performance
Speaker: Agustin Maravall, Bank of Spain

Seasonal adjustment and Functional time series
Chair: Jin-Lung Henry Lin, National Dong Hwa University
Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment
William Bell, U.S. Census Bureau
Convolution Autoregressive Models for Functional Time Series
Rong Chen, Rutgers University

Credit risk
Chair: Shih-Ti Yu, National Tsing-Hua University
Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities
Takeaki Kariya, Kyoto University
The Forecast of the Systemic Credit Risk of Taiwan's Banking System and its Use in Implementing Basel III Capital Requirement
Ching-Fan Chung, National Tsing Hua University

Factor models
Chair: Rouh-Jane Chou, National Tsing Hua University
Dynamic Principal Components in Time Domain
Daniel Pena, Carlo de III, Spain
Monitoring Structural Stability of Dynamic Factor Models
Wen-Jen Tsay, Academia Sinica
Recent Developments in High-Dimensional Time Series Analysis
Ruey S. Tsay, University of Chicago

Biostatistics and inference
Chair: Chen-Hsin Chen, Academia Sinica
Characterization of hESC Transcriptome by Hybrid Sequencing
Wing Hung Wong, Stanford University
Revitalizing Clinical Trial Methodology and Translational Statistics
Lee-Jen Wei, Harvard University
Coverage-based rarefaction and Extrapolation: Standardizing Samples by Completeness Rather Than Size
Anne Chao, National Tsing-Hua University

China study
Chair: Ray-Yeutien Chou, Academia Sinica
Prospect of China's Economic Growth and Reform
Weiying Zhang, Peiking University
Preliminary Analysis on Mainland China's Inflation Data
Songxi Chen, Peiking University and Iowa State University
Analysis of Chinese Inter-industry Spillover Effect of R&D
Pinfang Zhu, Shanghai Academy of Social Sciences

Time series and dependent data
Chair: Mong-Na Lo Huang, National Sun Yat -sen University
Multivariate Stochastic Regression: Sparsity, Singular Value Decomposition and Time Series Applications
Tze Leung Lai, Stanford University
Estimating Social Inter-correlation with Samples Network Data
Hansheng Wang, Peiking University
On Recent Developments of Nonstationary and Long-Memory Time Series
Ngai-Hang Chan, Chinese University of Hong Kong

Statistica Sinica Dinner Speech:
Kung-Yee Liang, National Yang-Ming University
Jeff Wu, Georgia Institute of Technology