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You searched for subject:(Nonlinear Time Series Models). Showing records 1 – 30 of 62817 total matches.

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The Ohio State University

1. Michel, Jonathan R. Essays in Nonlinear Time Series Analysis.

Degree: PhD, Economics, 2019, The Ohio State University

 This dissertation consists of six papers. Each of these papers are on a different aspect of statistical analysis of nonlinear time series. In the first… (more)

Subjects/Keywords: Economics; Time Series Analysis, Nonstationary time series, Mixing, Nonlinear Time Series

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Michel, J. R. (2019). Essays in Nonlinear Time Series Analysis. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158

Chicago Manual of Style (16th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Doctoral Dissertation, The Ohio State University. Accessed September 20, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

MLA Handbook (7th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Web. 20 Sep 2020.

Vancouver:

Michel JR. Essays in Nonlinear Time Series Analysis. [Internet] [Doctoral dissertation]. The Ohio State University; 2019. [cited 2020 Sep 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

Council of Science Editors:

Michel JR. Essays in Nonlinear Time Series Analysis. [Doctoral Dissertation]. The Ohio State University; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158


Hong Kong University of Science and Technology

2. Wu, Degang. Coupling analysis in time series using information theory and dynamical systems theory.

Degree: 2016, Hong Kong University of Science and Technology

 Inferring causality from observations of different entities is central to science. Time series is an important form of observations in subjects ranging from physics, geology… (more)

Subjects/Keywords: Time-series analysis ; Mathematical models

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APA (6th Edition):

Wu, D. (2016). Coupling analysis in time series using information theory and dynamical systems theory. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed September 20, 2020. http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Web. 20 Sep 2020.

Vancouver:

Wu D. Coupling analysis in time series using information theory and dynamical systems theory. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Sep 20]. Available from: http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu D. Coupling analysis in time series using information theory and dynamical systems theory. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Baylor University

3. Sims, Justin R. 1988-. Modeling nonlinear, nonstationary, vector time series : methods and applications.

Degree: PhD, Baylor University. Dept. of Statistical Sciences., 2017, Baylor University

 Methods for modeling nonlinear time series provide ways to extract and describe information from complex and dynamic processes. The class of nonlinear time series models(more)

Subjects/Keywords: Time series. Nonlinear time series modeling. Paleoclimate reconstructions. Photovoltaics.

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APA (6th Edition):

Sims, J. R. 1. (2017). Modeling nonlinear, nonstationary, vector time series : methods and applications. (Doctoral Dissertation). Baylor University. Retrieved from http://hdl.handle.net/2104/10071

Chicago Manual of Style (16th Edition):

Sims, Justin R 1988-. “Modeling nonlinear, nonstationary, vector time series : methods and applications.” 2017. Doctoral Dissertation, Baylor University. Accessed September 20, 2020. http://hdl.handle.net/2104/10071.

MLA Handbook (7th Edition):

Sims, Justin R 1988-. “Modeling nonlinear, nonstationary, vector time series : methods and applications.” 2017. Web. 20 Sep 2020.

Vancouver:

Sims JR1. Modeling nonlinear, nonstationary, vector time series : methods and applications. [Internet] [Doctoral dissertation]. Baylor University; 2017. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/2104/10071.

Council of Science Editors:

Sims JR1. Modeling nonlinear, nonstationary, vector time series : methods and applications. [Doctoral Dissertation]. Baylor University; 2017. Available from: http://hdl.handle.net/2104/10071


Michigan State University

4. Kiliç, Rehim. Studies in nonlinear and long memory time series econometrics.

Degree: PhD, Department of Economics, 2002, Michigan State University

Subjects/Keywords: Econometric models; Autoregression (Statistics); Time-series analysis; Nonlinear systems

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APA (6th Edition):

Kiliç, R. (2002). Studies in nonlinear and long memory time series econometrics. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:31352

Chicago Manual of Style (16th Edition):

Kiliç, Rehim. “Studies in nonlinear and long memory time series econometrics.” 2002. Doctoral Dissertation, Michigan State University. Accessed September 20, 2020. http://etd.lib.msu.edu/islandora/object/etd:31352.

MLA Handbook (7th Edition):

Kiliç, Rehim. “Studies in nonlinear and long memory time series econometrics.” 2002. Web. 20 Sep 2020.

Vancouver:

Kiliç R. Studies in nonlinear and long memory time series econometrics. [Internet] [Doctoral dissertation]. Michigan State University; 2002. [cited 2020 Sep 20]. Available from: http://etd.lib.msu.edu/islandora/object/etd:31352.

Council of Science Editors:

Kiliç R. Studies in nonlinear and long memory time series econometrics. [Doctoral Dissertation]. Michigan State University; 2002. Available from: http://etd.lib.msu.edu/islandora/object/etd:31352


University of Hong Kong

5. Gurung, Ai Bahadur. Analysis and prediction of hydrometeorological time series by dynamical system approach.

Degree: 2000, University of Hong Kong

Subjects/Keywords: Time-series analysis.; Nonlinear theories.; Hydrometeorology - Mathematical models.

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APA (6th Edition):

Gurung, A. B. (2000). Analysis and prediction of hydrometeorological time series by dynamical system approach. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/35587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gurung, Ai Bahadur. “Analysis and prediction of hydrometeorological time series by dynamical system approach.” 2000. Thesis, University of Hong Kong. Accessed September 20, 2020. http://hdl.handle.net/10722/35587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gurung, Ai Bahadur. “Analysis and prediction of hydrometeorological time series by dynamical system approach.” 2000. Web. 20 Sep 2020.

Vancouver:

Gurung AB. Analysis and prediction of hydrometeorological time series by dynamical system approach. [Internet] [Thesis]. University of Hong Kong; 2000. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10722/35587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gurung AB. Analysis and prediction of hydrometeorological time series by dynamical system approach. [Thesis]. University of Hong Kong; 2000. Available from: http://hdl.handle.net/10722/35587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Columbia University

6. Zhang, Jing. Time Series Modeling with Shape Constraints.

Degree: 2017, Columbia University

 This thesis focuses on the development of semiparametric estimation methods for a class of time series models using shape constraints. Many of the existing time(more)

Subjects/Keywords: Statistics; Time-series analysis – Mathematical models

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APA (6th Edition):

Zhang, J. (2017). Time Series Modeling with Shape Constraints. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D84X5M55

Chicago Manual of Style (16th Edition):

Zhang, Jing. “Time Series Modeling with Shape Constraints.” 2017. Doctoral Dissertation, Columbia University. Accessed September 20, 2020. https://doi.org/10.7916/D84X5M55.

MLA Handbook (7th Edition):

Zhang, Jing. “Time Series Modeling with Shape Constraints.” 2017. Web. 20 Sep 2020.

Vancouver:

Zhang J. Time Series Modeling with Shape Constraints. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2020 Sep 20]. Available from: https://doi.org/10.7916/D84X5M55.

Council of Science Editors:

Zhang J. Time Series Modeling with Shape Constraints. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D84X5M55


University of Georgia

7. Patterson, Courtney. A statistical analysis of crime in San Luis Obispo (2009-2017).

Degree: 2018, University of Georgia

 In this thesis, police reports from the city of San Luis Obispo, California (2009-2017) are explored and analyzed in order to identify various trends and… (more)

Subjects/Keywords: ARIMA Models; Crime Data; Forecasting; Time Series

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APA (6th Edition):

Patterson, C. (2018). A statistical analysis of crime in San Luis Obispo (2009-2017). (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/38497

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Patterson, Courtney. “A statistical analysis of crime in San Luis Obispo (2009-2017).” 2018. Thesis, University of Georgia. Accessed September 20, 2020. http://hdl.handle.net/10724/38497.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Patterson, Courtney. “A statistical analysis of crime in San Luis Obispo (2009-2017).” 2018. Web. 20 Sep 2020.

Vancouver:

Patterson C. A statistical analysis of crime in San Luis Obispo (2009-2017). [Internet] [Thesis]. University of Georgia; 2018. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10724/38497.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Patterson C. A statistical analysis of crime in San Luis Obispo (2009-2017). [Thesis]. University of Georgia; 2018. Available from: http://hdl.handle.net/10724/38497

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

8. Lima, Maria Mabel de Barros. Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends.

Degree: 2014, Technical University of Lisbon

Mestrado em Econometria Aplicada e Previsão

O mercado da música mundial continua a se expandir em novos mercados e criar novos negócios, atraindo cada vez… (more)

Subjects/Keywords: Ciclo de vida do produto; Google Trends; Modelo de Séries Temporais Não Lineares; Vídeos de Música da Internet; Internet Music Video; Nonlinear Time Series Models; Product's Life Cycle

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APA (6th Edition):

Lima, M. M. d. B. (2014). Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7649

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lima, Maria Mabel de Barros. “Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends.” 2014. Thesis, Technical University of Lisbon. Accessed September 20, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7649.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lima, Maria Mabel de Barros. “Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends.” 2014. Web. 20 Sep 2020.

Vancouver:

Lima MMdB. Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2020 Sep 20]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7649.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lima MMdB. Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7649

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

9. Smejkalová, Veronika. Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data.

Degree: 2019, Brno University of Technology

 The forecast of the waste production is an important information for planning in waste management. The historical data often consists of short time series, therefore… (more)

Subjects/Keywords: prognostické modely; regresní analýza; nelineární regrese; krátká časová řada; trend v datech; forecasting models; regression analysis; nonlinear regression; short time series; trend in data

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APA (6th Edition):

Smejkalová, V. (2019). Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/138020

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Smejkalová, Veronika. “Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data.” 2019. Thesis, Brno University of Technology. Accessed September 20, 2020. http://hdl.handle.net/11012/138020.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Smejkalová, Veronika. “Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data.” 2019. Web. 20 Sep 2020.

Vancouver:

Smejkalová V. Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/11012/138020.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Smejkalová V. Aproximace prostorově distribuovaných hierarchicky strukturovaných dat: Approximation of spatially-distributed hierarchically organized data. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/138020

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

10. Ng, Man-wai. On tests for threshold-type non-linearity in time series analysis.

Degree: 2001, University of Hong Kong

Subjects/Keywords: Nonlinear theories.; Time series analysis.

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APA (6th Edition):

Ng, M. (2001). On tests for threshold-type non-linearity in time series analysis. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/55746

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ng, Man-wai. “On tests for threshold-type non-linearity in time series analysis.” 2001. Thesis, University of Hong Kong. Accessed September 20, 2020. http://hdl.handle.net/10722/55746.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ng, Man-wai. “On tests for threshold-type non-linearity in time series analysis.” 2001. Web. 20 Sep 2020.

Vancouver:

Ng M. On tests for threshold-type non-linearity in time series analysis. [Internet] [Thesis]. University of Hong Kong; 2001. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10722/55746.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ng M. On tests for threshold-type non-linearity in time series analysis. [Thesis]. University of Hong Kong; 2001. Available from: http://hdl.handle.net/10722/55746

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

11. Tran, Hoang Minh. Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes.

Degree: PhD, Industrial Engineering, 2017, Texas A&M University

 We study the problem of modeling coupled dynamics in transient processes that happen in a network. The problem is considered at two levels. At the… (more)

Subjects/Keywords: coupled dynamics; network inference; change detection; direct influence; nonlinear time series

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APA (6th Edition):

Tran, H. M. (2017). Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/165837

Chicago Manual of Style (16th Edition):

Tran, Hoang Minh. “Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes.” 2017. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/165837.

MLA Handbook (7th Edition):

Tran, Hoang Minh. “Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes.” 2017. Web. 20 Sep 2020.

Vancouver:

Tran HM. Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes. [Internet] [Doctoral dissertation]. Texas A&M University; 2017. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/165837.

Council of Science Editors:

Tran HM. Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes. [Doctoral Dissertation]. Texas A&M University; 2017. Available from: http://hdl.handle.net/1969.1/165837


The Ohio State University

12. Basu, Deepankar. Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality.

Degree: PhD, Economics, 2008, The Ohio State University

 My dissertation research has two distinct foci: one, studying problems of estimation and inference in dynamic nonlinear econometric models (first three chapters); and two, studying… (more)

Subjects/Keywords: Economics; nonlinear time series; gender inequality; missing women

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Basu, D. (2008). Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1211331801

Chicago Manual of Style (16th Edition):

Basu, Deepankar. “Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality.” 2008. Doctoral Dissertation, The Ohio State University. Accessed September 20, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211331801.

MLA Handbook (7th Edition):

Basu, Deepankar. “Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality.” 2008. Web. 20 Sep 2020.

Vancouver:

Basu D. Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality. [Internet] [Doctoral dissertation]. The Ohio State University; 2008. [cited 2020 Sep 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211331801.

Council of Science Editors:

Basu D. Essays on Dynamic Nonlinear Time Series Models and on Gender Inequality. [Doctoral Dissertation]. The Ohio State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211331801


Brunel University

13. Ponomareva, Ksenia. Latent state estimation in a class of nonlinear systems.

Degree: PhD, 2012, Brunel University

 The problem of estimating latent or unobserved states of a dynamical system from observed data is studied in this thesis. Approximate filtering methods for discrete… (more)

Subjects/Keywords: 519; State estimation; Sigma point filter; Nonlinear time series

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APA (6th Edition):

Ponomareva, K. (2012). Latent state estimation in a class of nonlinear systems. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/6519 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557769

Chicago Manual of Style (16th Edition):

Ponomareva, Ksenia. “Latent state estimation in a class of nonlinear systems.” 2012. Doctoral Dissertation, Brunel University. Accessed September 20, 2020. http://bura.brunel.ac.uk/handle/2438/6519 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557769.

MLA Handbook (7th Edition):

Ponomareva, Ksenia. “Latent state estimation in a class of nonlinear systems.” 2012. Web. 20 Sep 2020.

Vancouver:

Ponomareva K. Latent state estimation in a class of nonlinear systems. [Internet] [Doctoral dissertation]. Brunel University; 2012. [cited 2020 Sep 20]. Available from: http://bura.brunel.ac.uk/handle/2438/6519 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557769.

Council of Science Editors:

Ponomareva K. Latent state estimation in a class of nonlinear systems. [Doctoral Dissertation]. Brunel University; 2012. Available from: http://bura.brunel.ac.uk/handle/2438/6519 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557769


University of Iowa

14. Seedorff, Michael Thomas. Methods for testing for group differences in highly correlated, nonlinear eye-tracking data.

Degree: PhD, Biostatistics, 2018, University of Iowa

  Data resulting from eye-tracking experiments allows researchers to analyze the decision making process as study participants consider alternative items prior to the ultimate end… (more)

Subjects/Keywords: Eye-tracking; Familywise error rate; Nonlinear; Psycholinguistics; Time series; Biostatistics

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APA (6th Edition):

Seedorff, M. T. (2018). Methods for testing for group differences in highly correlated, nonlinear eye-tracking data. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/6279

Chicago Manual of Style (16th Edition):

Seedorff, Michael Thomas. “Methods for testing for group differences in highly correlated, nonlinear eye-tracking data.” 2018. Doctoral Dissertation, University of Iowa. Accessed September 20, 2020. https://ir.uiowa.edu/etd/6279.

MLA Handbook (7th Edition):

Seedorff, Michael Thomas. “Methods for testing for group differences in highly correlated, nonlinear eye-tracking data.” 2018. Web. 20 Sep 2020.

Vancouver:

Seedorff MT. Methods for testing for group differences in highly correlated, nonlinear eye-tracking data. [Internet] [Doctoral dissertation]. University of Iowa; 2018. [cited 2020 Sep 20]. Available from: https://ir.uiowa.edu/etd/6279.

Council of Science Editors:

Seedorff MT. Methods for testing for group differences in highly correlated, nonlinear eye-tracking data. [Doctoral Dissertation]. University of Iowa; 2018. Available from: https://ir.uiowa.edu/etd/6279


Arizona State University

15. Giacomazzo, Mario. Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models.

Degree: Statistics, 2018, Arizona State University

 The primary objective in time series analysis is forecasting. Raw data often exhibits nonstationary behavior: trends, seasonal cycles, and heteroskedasticity. After data is transformed to… (more)

Subjects/Keywords: Statistics; Bayesian Shrinkage; Model Selection; Nonlinear Time Series

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APA (6th Edition):

Giacomazzo, M. (2018). Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models. (Doctoral Dissertation). Arizona State University. Retrieved from http://repository.asu.edu/items/50104

Chicago Manual of Style (16th Edition):

Giacomazzo, Mario. “Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models.” 2018. Doctoral Dissertation, Arizona State University. Accessed September 20, 2020. http://repository.asu.edu/items/50104.

MLA Handbook (7th Edition):

Giacomazzo, Mario. “Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models.” 2018. Web. 20 Sep 2020.

Vancouver:

Giacomazzo M. Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models. [Internet] [Doctoral dissertation]. Arizona State University; 2018. [cited 2020 Sep 20]. Available from: http://repository.asu.edu/items/50104.

Council of Science Editors:

Giacomazzo M. Three Essays on Shrinkage Estimation and Model Selection of Linear and Nonlinear Time Series Models. [Doctoral Dissertation]. Arizona State University; 2018. Available from: http://repository.asu.edu/items/50104


NSYSU

16. Lu , Tzu_Hsuan. The trend analysis of fine suspended particulate concentration data.

Degree: Master, Applied Mathematics, 2014, NSYSU

 Fine suspended particulates (PM2.5) are the suspended particulate with particle size less than 2.5 μ m/m3. They go deep into the lungs easily and through… (more)

Subjects/Keywords: linear regression analysis; factor analysis; Control charts of time series; time series models

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APA (6th Edition):

Lu , T. (2014). The trend analysis of fine suspended particulate concentration data. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607114-123406

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lu , Tzu_Hsuan. “The trend analysis of fine suspended particulate concentration data.” 2014. Thesis, NSYSU. Accessed September 20, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607114-123406.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lu , Tzu_Hsuan. “The trend analysis of fine suspended particulate concentration data.” 2014. Web. 20 Sep 2020.

Vancouver:

Lu T. The trend analysis of fine suspended particulate concentration data. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607114-123406.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lu T. The trend analysis of fine suspended particulate concentration data. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607114-123406

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

17. Zhu, He. Analysis of the dependence structure for time series of hedge funds returns.

Degree: 2011, Ryerson University

 The aim of the thesis is to emphasize the different dependence measures beyond the well known Pearson correlation. The study is developed in the setting… (more)

Subjects/Keywords: Hedge funds  – Mathematical models; Time-series analysis  – Mathematical models

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APA (6th Edition):

Zhu, H. (2011). Analysis of the dependence structure for time series of hedge funds returns. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A988

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhu, He. “Analysis of the dependence structure for time series of hedge funds returns.” 2011. Thesis, Ryerson University. Accessed September 20, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A988.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhu, He. “Analysis of the dependence structure for time series of hedge funds returns.” 2011. Web. 20 Sep 2020.

Vancouver:

Zhu H. Analysis of the dependence structure for time series of hedge funds returns. [Internet] [Thesis]. Ryerson University; 2011. [cited 2020 Sep 20]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A988.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhu H. Analysis of the dependence structure for time series of hedge funds returns. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A988

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Drexel University

18. Liu, Shunlian. Well-posedness of hydroelastic waves and their truncated series models.

Degree: 2016, Drexel University

We study hydroelastic waves in two-dimensional irrotational, incompressible fluids. Each fluid is taken to be of infinite extent in one vertical direction, and bounded by… (more)

Subjects/Keywords: Mathematics; Hydroelasticity – Mathematical models; Time-series analysis – Mathematical models

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APA (6th Edition):

Liu, S. (2016). Well-posedness of hydroelastic waves and their truncated series models. (Thesis). Drexel University. Retrieved from http://hdl.handle.net/1860/idea:7743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Shunlian. “Well-posedness of hydroelastic waves and their truncated series models.” 2016. Thesis, Drexel University. Accessed September 20, 2020. http://hdl.handle.net/1860/idea:7743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Shunlian. “Well-posedness of hydroelastic waves and their truncated series models.” 2016. Web. 20 Sep 2020.

Vancouver:

Liu S. Well-posedness of hydroelastic waves and their truncated series models. [Internet] [Thesis]. Drexel University; 2016. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1860/idea:7743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu S. Well-posedness of hydroelastic waves and their truncated series models. [Thesis]. Drexel University; 2016. Available from: http://hdl.handle.net/1860/idea:7743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


North-West University

19. Kruger, Albertus Stephanus. An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger.

Degree: 2009, North-West University

Time series forecasting is an important area of forecasting in which past observations of the same variable are collected and analyzed to develop a model… (more)

Subjects/Keywords: Time series; Forecasting; Linear models; Neural networks; Hybrid models

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APA (6th Edition):

Kruger, A. S. (2009). An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger. (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/4782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kruger, Albertus Stephanus. “An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger. ” 2009. Thesis, North-West University. Accessed September 20, 2020. http://hdl.handle.net/10394/4782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kruger, Albertus Stephanus. “An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger. ” 2009. Web. 20 Sep 2020.

Vancouver:

Kruger AS. An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger. [Internet] [Thesis]. North-West University; 2009. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10394/4782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kruger AS. An investigation into the use of combined linear and neural network models for time series data / A.S. Kruger. [Thesis]. North-West University; 2009. Available from: http://hdl.handle.net/10394/4782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manitoba

20. Ong, Li Kee. Correlation between American mortality and DJIA index price.

Degree: Management, 2016, University of Manitoba

 For an equity-linked insurance, the death benefit is linked to the performance of the company’s investment portfolio. Hence, both mortality risk and equity return shall… (more)

Subjects/Keywords: Mortality; Time series models; Outlier models; Copulas; Equity-linked Securities

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APA (6th Edition):

Ong, L. K. (2016). Correlation between American mortality and DJIA index price. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31746

Chicago Manual of Style (16th Edition):

Ong, Li Kee. “Correlation between American mortality and DJIA index price.” 2016. Masters Thesis, University of Manitoba. Accessed September 20, 2020. http://hdl.handle.net/1993/31746.

MLA Handbook (7th Edition):

Ong, Li Kee. “Correlation between American mortality and DJIA index price.” 2016. Web. 20 Sep 2020.

Vancouver:

Ong LK. Correlation between American mortality and DJIA index price. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1993/31746.

Council of Science Editors:

Ong LK. Correlation between American mortality and DJIA index price. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31746


University of New South Wales

21. He, Jieyi. Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.

Degree: Mathematics & Statistics, 2016, University of New South Wales

 Discrete time series data is seen in a wide variety of disciplines including biology, medicine, psychology, criminology and economics. However, traditional methods of detecting serial… (more)

Subjects/Keywords: Observation Driven Models; Binomial Time Series; Serial Dependence; Parameter Driven Models

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APA (6th Edition):

He, J. (2016). Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

He, Jieyi. “Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.” 2016. Doctoral Dissertation, University of New South Wales. Accessed September 20, 2020. http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true.

MLA Handbook (7th Edition):

He, Jieyi. “Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.” 2016. Web. 20 Sep 2020.

Vancouver:

He J. Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2020 Sep 20]. Available from: http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true.

Council of Science Editors:

He J. Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. [Doctoral Dissertation]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true


Hong Kong University of Science and Technology

22. Zhu, Ke. On the LAD estimation and likelihood ratio test for time series models.

Degree: 2011, Hong Kong University of Science and Technology

 This thesis proposes the global self-weighted least absolute deviation (LAD) estimator for finite and infinite variance ARMA models and the global self-weighted quasi-maximum exponential likelihood… (more)

Subjects/Keywords: Time-series analysis  – Mathematical models ; Estimation theory  – Mathematical models ; Mathematical statistics

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APA (6th Edition):

Zhu, K. (2011). On the LAD estimation and likelihood ratio test for time series models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7083 ; https://doi.org/10.14711/thesis-b1129756 ; http://repository.ust.hk/ir/bitstream/1783.1-7083/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhu, Ke. “On the LAD estimation and likelihood ratio test for time series models.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed September 20, 2020. http://repository.ust.hk/ir/Record/1783.1-7083 ; https://doi.org/10.14711/thesis-b1129756 ; http://repository.ust.hk/ir/bitstream/1783.1-7083/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhu, Ke. “On the LAD estimation and likelihood ratio test for time series models.” 2011. Web. 20 Sep 2020.

Vancouver:

Zhu K. On the LAD estimation and likelihood ratio test for time series models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2020 Sep 20]. Available from: http://repository.ust.hk/ir/Record/1783.1-7083 ; https://doi.org/10.14711/thesis-b1129756 ; http://repository.ust.hk/ir/bitstream/1783.1-7083/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhu K. On the LAD estimation and likelihood ratio test for time series models. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: http://repository.ust.hk/ir/Record/1783.1-7083 ; https://doi.org/10.14711/thesis-b1129756 ; http://repository.ust.hk/ir/bitstream/1783.1-7083/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

23. Kalliovirta, Leena. Misspecification Tests Based on Quantile Residuals.

Degree: Mathematics and Statistics (Matematik och statistik, Institutionen för (Statsvetenskapliga fakulteten), 2006, University of Helsinki

The thesis develops misspecification tests based on so called quantile residuals and applies them to nonlinear time series models for which conventional residuals are not… (more)

Subjects/Keywords: mixture autoregressive models; generalized autoregressive conditional heteroscedasticity; nonlinear time series models; quantile residuals; misspecification test; pure significance test; mixture autoregressive models; generalized autoregressive conditional heteroscedasticity; nonlinear time series models; quantile residuals; misspecification test; pure significance test

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APA (6th Edition):

Kalliovirta, L. (2006). Misspecification Tests Based on Quantile Residuals. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/12315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kalliovirta, Leena. “Misspecification Tests Based on Quantile Residuals.” 2006. Thesis, University of Helsinki. Accessed September 20, 2020. http://hdl.handle.net/10138/12315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kalliovirta, Leena. “Misspecification Tests Based on Quantile Residuals.” 2006. Web. 20 Sep 2020.

Vancouver:

Kalliovirta L. Misspecification Tests Based on Quantile Residuals. [Internet] [Thesis]. University of Helsinki; 2006. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10138/12315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kalliovirta L. Misspecification Tests Based on Quantile Residuals. [Thesis]. University of Helsinki; 2006. Available from: http://hdl.handle.net/10138/12315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

24. MARIA LUIZA FERNANDES VELLOSO. [en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE.

Degree: 2006, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese apresenta uma nova classe de modelos não lineares inspirada no modelo ARN, apresentado por Mellem, 1997. Os modelos definidos nesta classe são… (more)

Subjects/Keywords: [pt] SERIES TEMPORAIS; [en] TIME SERIES; [pt] REDE NEURAL; [en] NEURAL NETWORK; [pt] MODELOS NAO-LINEARES; [en] NONLINEAR MODELS

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APA (6th Edition):

VELLOSO, M. L. F. (2006). [en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VELLOSO, MARIA LUIZA FERNANDES. “[en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE.” 2006. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed September 20, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VELLOSO, MARIA LUIZA FERNANDES. “[en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE.” 2006. Web. 20 Sep 2020.

Vancouver:

VELLOSO MLF. [en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. [cited 2020 Sep 20]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VELLOSO MLF. [en] TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Georgia

25. Park, Jin-Hong. Dimension reduction in time series.

Degree: 2014, University of Georgia

 We develop a new theory of dimension reduction in time series, which provides an initial phase when an adequate parsimoniously parameterized time series model is… (more)

Subjects/Keywords: Time series central subspace; Kullback-Leibler distance; Density estimator; Nonlinear time series; Threshold; Time series central mean subspace; Kernel estimation method; BIC; RIC

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APA (6th Edition):

Park, J. (2014). Dimension reduction in time series. (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/24248

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2014. Thesis, University of Georgia. Accessed September 20, 2020. http://hdl.handle.net/10724/24248.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2014. Web. 20 Sep 2020.

Vancouver:

Park J. Dimension reduction in time series. [Internet] [Thesis]. University of Georgia; 2014. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10724/24248.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Park J. Dimension reduction in time series. [Thesis]. University of Georgia; 2014. Available from: http://hdl.handle.net/10724/24248

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

26. Savenkov, Oleksandr. Novel Methods for Time Series Data in Clinical Studies.

Degree: PhD, Statistics, 2012, University of Florida

 Single subject or n-of-1 research designs have been widely used to evaluate treatment interventions. Many statistical procedures, such as: split-middle trend lines, regression trend line,… (more)

Subjects/Keywords: Autocorrelation; Autoregressive moving average; Data lines; False positive errors; Modeling; Permutation tests; Statistical models; Statistics; Time series; Time series models; design  – series  – single  – subject  – time

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APA (6th Edition):

Savenkov, O. (2012). Novel Methods for Time Series Data in Clinical Studies. (Doctoral Dissertation). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0044593

Chicago Manual of Style (16th Edition):

Savenkov, Oleksandr. “Novel Methods for Time Series Data in Clinical Studies.” 2012. Doctoral Dissertation, University of Florida. Accessed September 20, 2020. https://ufdc.ufl.edu/UFE0044593.

MLA Handbook (7th Edition):

Savenkov, Oleksandr. “Novel Methods for Time Series Data in Clinical Studies.” 2012. Web. 20 Sep 2020.

Vancouver:

Savenkov O. Novel Methods for Time Series Data in Clinical Studies. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2020 Sep 20]. Available from: https://ufdc.ufl.edu/UFE0044593.

Council of Science Editors:

Savenkov O. Novel Methods for Time Series Data in Clinical Studies. [Doctoral Dissertation]. University of Florida; 2012. Available from: https://ufdc.ufl.edu/UFE0044593

27. Caswell, Joseph M. Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends .

Degree: 2017, Laurentian University

 The study of cardiovascular health involves myriad scientific disciplines associated with diverse factors that contribute to health which further necessitates interdisciplinary endeavors. The current series(more)

Subjects/Keywords: cardiovascular health; multivariate statistics; signal processing; spatial statistics; public health; demographics; heart rate variability; generalized linear models; time series analysis; heliobiology; space weather; nonlinear models; solar activity; geomagnetic activity; arrhythmia; hypertension; myocardial infarction; socioeconomic determinants of health

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APA (6th Edition):

Caswell, J. M. (2017). Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends . (Thesis). Laurentian University. Retrieved from https://zone.biblio.laurentian.ca/handle/10219/2706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Caswell, Joseph M. “Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends .” 2017. Thesis, Laurentian University. Accessed September 20, 2020. https://zone.biblio.laurentian.ca/handle/10219/2706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Caswell, Joseph M. “Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends .” 2017. Web. 20 Sep 2020.

Vancouver:

Caswell JM. Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends . [Internet] [Thesis]. Laurentian University; 2017. [cited 2020 Sep 20]. Available from: https://zone.biblio.laurentian.ca/handle/10219/2706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Caswell JM. Interdisciplinary cardiovascular health research: quantitative methods, heliogeophysical influence, demographics, and spatial trends . [Thesis]. Laurentian University; 2017. Available from: https://zone.biblio.laurentian.ca/handle/10219/2706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Sharma, Bal Gopal. Nonlinear studies of time series of stock prices and indices application of physics to financial systems;.

Degree: Physics, 2013, MATS University

Included

Summary included

Advisors/Committee Members: Bisen, D P.

Subjects/Keywords: Financial systems; Physics; Nonlinear; Time series

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APA (6th Edition):

Sharma, B. G. (2013). Nonlinear studies of time series of stock prices and indices application of physics to financial systems;. (Thesis). MATS University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/7179

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sharma, Bal Gopal. “Nonlinear studies of time series of stock prices and indices application of physics to financial systems;.” 2013. Thesis, MATS University. Accessed September 20, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/7179.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sharma, Bal Gopal. “Nonlinear studies of time series of stock prices and indices application of physics to financial systems;.” 2013. Web. 20 Sep 2020.

Vancouver:

Sharma BG. Nonlinear studies of time series of stock prices and indices application of physics to financial systems;. [Internet] [Thesis]. MATS University; 2013. [cited 2020 Sep 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7179.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sharma BG. Nonlinear studies of time series of stock prices and indices application of physics to financial systems;. [Thesis]. MATS University; 2013. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7179

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

29. Boucher, Thomas Richard. V-uniform ergodicity of threshold autoregressive nonlinear time series.

Degree: PhD, Statistics, 2004, Texas A&M University

 We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a… (more)

Subjects/Keywords: ergodicity; V-uniform; nonlinear time series

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boucher, T. R. (2004). V-uniform ergodicity of threshold autoregressive nonlinear time series. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/292

Chicago Manual of Style (16th Edition):

Boucher, Thomas Richard. “V-uniform ergodicity of threshold autoregressive nonlinear time series.” 2004. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/292.

MLA Handbook (7th Edition):

Boucher, Thomas Richard. “V-uniform ergodicity of threshold autoregressive nonlinear time series.” 2004. Web. 20 Sep 2020.

Vancouver:

Boucher TR. V-uniform ergodicity of threshold autoregressive nonlinear time series. [Internet] [Doctoral dissertation]. Texas A&M University; 2004. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/292.

Council of Science Editors:

Boucher TR. V-uniform ergodicity of threshold autoregressive nonlinear time series. [Doctoral Dissertation]. Texas A&M University; 2004. Available from: http://hdl.handle.net/1969.1/292


Texas A&M University

30. Lee, Jun Bum. A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data.

Degree: PhD, Statistics, 2012, Texas A&M University

 The spectral analysis method is an important tool in time series analysis and the spectral density plays a crucial role on the spectral analysis. However,… (more)

Subjects/Keywords: goodness-of-fit test; nonlinear time series; quantile spectral density; association spectral density

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, J. B. (2012). A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10928

Chicago Manual of Style (16th Edition):

Lee, Jun Bum. “A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data.” 2012. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10928.

MLA Handbook (7th Edition):

Lee, Jun Bum. “A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data.” 2012. Web. 20 Sep 2020.

Vancouver:

Lee JB. A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10928.

Council of Science Editors:

Lee JB. A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data. [Doctoral Dissertation]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10928

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