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You searched for subject:(Serial correlation). Showing records 1 – 23 of 23 total matches.

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Virginia Tech

1. Darken, Patrick Fitzgerald. Testing for Changes in Trend in Water Quality Data.

Degree: PhD, Statistics, 1999, Virginia Tech

 Time Series of water quality variables typically possess many of several characteristics which complicate analysis. Of interest to researchers is often the trend over time… (more)

Subjects/Keywords: serial correlation

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APA (6th Edition):

Darken, P. F. (1999). Testing for Changes in Trend in Water Quality Data. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/28936

Chicago Manual of Style (16th Edition):

Darken, Patrick Fitzgerald. “Testing for Changes in Trend in Water Quality Data.” 1999. Doctoral Dissertation, Virginia Tech. Accessed July 17, 2019. http://hdl.handle.net/10919/28936.

MLA Handbook (7th Edition):

Darken, Patrick Fitzgerald. “Testing for Changes in Trend in Water Quality Data.” 1999. Web. 17 Jul 2019.

Vancouver:

Darken PF. Testing for Changes in Trend in Water Quality Data. [Internet] [Doctoral dissertation]. Virginia Tech; 1999. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10919/28936.

Council of Science Editors:

Darken PF. Testing for Changes in Trend in Water Quality Data. [Doctoral Dissertation]. Virginia Tech; 1999. Available from: http://hdl.handle.net/10919/28936


University of Texas – Austin

2. Murphy, Daniel Lee. The effects of serial correlation on the curve-of-factors growth model.

Degree: Educational Psychology, 2009, University of Texas – Austin

 This simulation study examined the performance of the curve-of-factors growth model when serial correlation and growth processes were present in the first-level factor structure. As… (more)

Subjects/Keywords: Curve-of-factors growth model; Serial correlation

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APA (6th Edition):

Murphy, D. L. (2009). The effects of serial correlation on the curve-of-factors growth model. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/6573

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):

Murphy, Daniel Lee. “The effects of serial correlation on the curve-of-factors growth model.” 2009. Thesis, University of Texas – Austin. Accessed July 17, 2019. http://hdl.handle.net/2152/6573.

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

MLA Handbook (7th Edition):

Murphy, Daniel Lee. “The effects of serial correlation on the curve-of-factors growth model.” 2009. Web. 17 Jul 2019.

Vancouver:

Murphy DL. The effects of serial correlation on the curve-of-factors growth model. [Internet] [Thesis]. University of Texas – Austin; 2009. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/2152/6573.

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

Council of Science Editors:

Murphy DL. The effects of serial correlation on the curve-of-factors growth model. [Thesis]. University of Texas – Austin; 2009. Available from: http://hdl.handle.net/2152/6573

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

3. Morris, Stephen. Global temperature trends.

Degree: MS, Statistics, 2014, University of Georgia

 Trends in global temperature anomalies from the past half century are investigated. To account for the seasonality of the data, a statistical model that includes… (more)

Subjects/Keywords: Positive serial correlation

…assumptions of the general linear model. 1 When the residuals show positive serial correlation… …residuals will be considered, as will a test for serial correlation. The Durbin-Watson test is… …positive serial correlation, an ACF plot of the residuals of (4.1) is shown in Figure… …10 Table 3: Correlation Matrix… …based on climate data to be correlated. However, this correlation violates one of the basic… 

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APA (6th Edition):

Morris, S. (2014). Global temperature trends. (Masters Thesis). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/morris_stephen_201408_ms

Chicago Manual of Style (16th Edition):

Morris, Stephen. “Global temperature trends.” 2014. Masters Thesis, University of Georgia. Accessed July 17, 2019. http://purl.galileo.usg.edu/uga_etd/morris_stephen_201408_ms.

MLA Handbook (7th Edition):

Morris, Stephen. “Global temperature trends.” 2014. Web. 17 Jul 2019.

Vancouver:

Morris S. Global temperature trends. [Internet] [Masters thesis]. University of Georgia; 2014. [cited 2019 Jul 17]. Available from: http://purl.galileo.usg.edu/uga_etd/morris_stephen_201408_ms.

Council of Science Editors:

Morris S. Global temperature trends. [Masters Thesis]. University of Georgia; 2014. Available from: http://purl.galileo.usg.edu/uga_etd/morris_stephen_201408_ms


University of Georgia

4. Wang, Cun. Bootstrap based measurement of serial correlation in time series objects.

Degree: MS, Statistics, 2017, University of Georgia

Serial correlation is a fundamental problem in time series analysis. Since financial data are collected every few minute and due to the large-scale of data,… (more)

Subjects/Keywords: Bootstrap; Serial correlation; Time series objects; Wild bootstrap

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APA (6th Edition):

Wang, C. (2017). Bootstrap based measurement of serial correlation in time series objects. (Masters Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/38184

Chicago Manual of Style (16th Edition):

Wang, Cun. “Bootstrap based measurement of serial correlation in time series objects.” 2017. Masters Thesis, University of Georgia. Accessed July 17, 2019. http://hdl.handle.net/10724/38184.

MLA Handbook (7th Edition):

Wang, Cun. “Bootstrap based measurement of serial correlation in time series objects.” 2017. Web. 17 Jul 2019.

Vancouver:

Wang C. Bootstrap based measurement of serial correlation in time series objects. [Internet] [Masters thesis]. University of Georgia; 2017. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10724/38184.

Council of Science Editors:

Wang C. Bootstrap based measurement of serial correlation in time series objects. [Masters Thesis]. University of Georgia; 2017. Available from: http://hdl.handle.net/10724/38184


University of Minnesota

5. Dumas, Roger Edward. Melodies in space: neural processing of musical features.

Degree: PhD, 2013, University of Minnesota

 With modern digital technology, it is now possible to capture, store and describe the brain's response to musical stimuli with some degree of confidence. Increasing… (more)

Subjects/Keywords: Magnetoencephalography; Melody; Pitch perception; Probability; Serial correlation; Tonal space

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APA (6th Edition):

Dumas, R. E. (2013). Melodies in space: neural processing of musical features. (Doctoral Dissertation). University of Minnesota. Retrieved from http://purl.umn.edu/155664

Chicago Manual of Style (16th Edition):

Dumas, Roger Edward. “Melodies in space: neural processing of musical features.” 2013. Doctoral Dissertation, University of Minnesota. Accessed July 17, 2019. http://purl.umn.edu/155664.

MLA Handbook (7th Edition):

Dumas, Roger Edward. “Melodies in space: neural processing of musical features.” 2013. Web. 17 Jul 2019.

Vancouver:

Dumas RE. Melodies in space: neural processing of musical features. [Internet] [Doctoral dissertation]. University of Minnesota; 2013. [cited 2019 Jul 17]. Available from: http://purl.umn.edu/155664.

Council of Science Editors:

Dumas RE. Melodies in space: neural processing of musical features. [Doctoral Dissertation]. University of Minnesota; 2013. Available from: http://purl.umn.edu/155664


University of Minnesota

6. LeBeau, Brandon C. Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation.

Degree: PhD, Educational Psychology, 2013, University of Minnesota

 The linear mixed model has become a popular method for analyzing longitudinal and cross sectional data due to its ability to overcome many of the… (more)

Subjects/Keywords: Covariance Matrix; Linear Mixed Model; Longitudinal Data; Monte Carlo; Serial Correlation; Simulation

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APA (6th Edition):

LeBeau, B. C. (2013). Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation. (Doctoral Dissertation). University of Minnesota. Retrieved from http://purl.umn.edu/146916

Chicago Manual of Style (16th Edition):

LeBeau, Brandon C. “Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation.” 2013. Doctoral Dissertation, University of Minnesota. Accessed July 17, 2019. http://purl.umn.edu/146916.

MLA Handbook (7th Edition):

LeBeau, Brandon C. “Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation.” 2013. Web. 17 Jul 2019.

Vancouver:

LeBeau BC. Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation. [Internet] [Doctoral dissertation]. University of Minnesota; 2013. [cited 2019 Jul 17]. Available from: http://purl.umn.edu/146916.

Council of Science Editors:

LeBeau BC. Misspecification of the covariance matrix in the linear mixed model: a Monte Carlo simulation. [Doctoral Dissertation]. University of Minnesota; 2013. Available from: http://purl.umn.edu/146916


North Carolina State University

7. Isik, Gozde. Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs.

Degree: MA, Economics, 2002, North Carolina State University

 The purpose of this study is to compare the post–treatment economic performances of countries which implemented IMF- designed recovery programs, and the counterfactual, all-encompassing capital… (more)

Subjects/Keywords: Capital Controls; Serial Correlation; Financial Crisis

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APA (6th Edition):

Isik, G. (2002). Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs. (Thesis). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/2954

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):

Isik, Gozde. “Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs.” 2002. Thesis, North Carolina State University. Accessed July 17, 2019. http://www.lib.ncsu.edu/resolver/1840.16/2954.

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

MLA Handbook (7th Edition):

Isik, Gozde. “Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs.” 2002. Web. 17 Jul 2019.

Vancouver:

Isik G. Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs. [Internet] [Thesis]. North Carolina State University; 2002. [cited 2019 Jul 17]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/2954.

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

Council of Science Editors:

Isik G. Policy Responses to Financial Crises: Capital Controls as an Alternative to IMF-Programs. [Thesis]. North Carolina State University; 2002. Available from: http://www.lib.ncsu.edu/resolver/1840.16/2954

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


University of Manchester

8. Dwyer, Liam Paul. Steps toward a through process microstructural model for the production of aluminium sheet.

Degree: PhD, 2016, University of Manchester

 Aluminium sheet production is a multi-stage process in which altering processing conditions can drastically alter the size and type of second phase particles found in… (more)

Subjects/Keywords: 669; Aluminium; Crystal Plasticity Finite Element Modelling; Serial Block Face Scanning Electron Microscopy; Homogenisation; Digital Image Correlation

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APA (6th Edition):

Dwyer, L. P. (2016). Steps toward a through process microstructural model for the production of aluminium sheet. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/steps-toward-a-through-process-microstructural-model-for-the-production-of-aluminium-sheet(cac0d9a4-0bc5-47e1-ac15-689d02c7c1d4).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684824

Chicago Manual of Style (16th Edition):

Dwyer, Liam Paul. “Steps toward a through process microstructural model for the production of aluminium sheet.” 2016. Doctoral Dissertation, University of Manchester. Accessed July 17, 2019. https://www.research.manchester.ac.uk/portal/en/theses/steps-toward-a-through-process-microstructural-model-for-the-production-of-aluminium-sheet(cac0d9a4-0bc5-47e1-ac15-689d02c7c1d4).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684824.

MLA Handbook (7th Edition):

Dwyer, Liam Paul. “Steps toward a through process microstructural model for the production of aluminium sheet.” 2016. Web. 17 Jul 2019.

Vancouver:

Dwyer LP. Steps toward a through process microstructural model for the production of aluminium sheet. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Jul 17]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/steps-toward-a-through-process-microstructural-model-for-the-production-of-aluminium-sheet(cac0d9a4-0bc5-47e1-ac15-689d02c7c1d4).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684824.

Council of Science Editors:

Dwyer LP. Steps toward a through process microstructural model for the production of aluminium sheet. [Doctoral Dissertation]. University of Manchester; 2016. Available from: https://www.research.manchester.ac.uk/portal/en/theses/steps-toward-a-through-process-microstructural-model-for-the-production-of-aluminium-sheet(cac0d9a4-0bc5-47e1-ac15-689d02c7c1d4).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684824

9. Peng, Bin. Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models.

Degree: PhD, Economics, 2016, Syracuse University

  This dissertation consists of three essays on testing for cross-sectional dependence and specification in large panel data models. The first two essays are based… (more)

Subjects/Keywords: Cross-sectional Dependence; Large N Large T; Panel Data Models; Serial Correlation; Sphericity; Tests of Specification; Social and Behavioral Sciences

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APA (6th Edition):

Peng, B. (2016). Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models. (Doctoral Dissertation). Syracuse University. Retrieved from https://surface.syr.edu/etd/524

Chicago Manual of Style (16th Edition):

Peng, Bin. “Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models.” 2016. Doctoral Dissertation, Syracuse University. Accessed July 17, 2019. https://surface.syr.edu/etd/524.

MLA Handbook (7th Edition):

Peng, Bin. “Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models.” 2016. Web. 17 Jul 2019.

Vancouver:

Peng B. Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models. [Internet] [Doctoral dissertation]. Syracuse University; 2016. [cited 2019 Jul 17]. Available from: https://surface.syr.edu/etd/524.

Council of Science Editors:

Peng B. Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models. [Doctoral Dissertation]. Syracuse University; 2016. Available from: https://surface.syr.edu/etd/524


University of Manchester

10. Dwyer, Liam Paul. Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet.

Degree: 2016, University of Manchester

 Aluminium sheet production is a multi-stage process in which altering processing conditions can drastically alter the size and type of second phase particles found in… (more)

Subjects/Keywords: Aluminium; Crystal Plasticity Finite Element Modelling; Serial Block Face Scanning Electron Microscopy; Homogenisation; Digital Image Correlation

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

APA (6th Edition):

Dwyer, L. P. (2016). Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298606

Chicago Manual of Style (16th Edition):

Dwyer, Liam Paul. “Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet.” 2016. Doctoral Dissertation, University of Manchester. Accessed July 17, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298606.

MLA Handbook (7th Edition):

Dwyer, Liam Paul. “Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet.” 2016. Web. 17 Jul 2019.

Vancouver:

Dwyer LP. Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Jul 17]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298606.

Council of Science Editors:

Dwyer LP. Steps Toward A Through Process Microstructural Model For The Production Of Aluminium Sheet. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298606


Duke University

11. Chen, Hao. Structural Estimation Using Sequential Monte Carlo Methods .

Degree: 2011, Duke University

  This dissertation aims to introduce a new sequential Monte Carlo (SMC) based estimation framework for structural models used in macroeconomics and industrial organization. Current… (more)

Subjects/Keywords: Statistics; Economics; DSGE; Dynamic Discrete Games; Particle Filtering; Sequential Monte Carlo; Serial Correlation; Unobserved Endogenous Variables

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APA (6th Edition):

Chen, H. (2011). Structural Estimation Using Sequential Monte Carlo Methods . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/4960

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):

Chen, Hao. “Structural Estimation Using Sequential Monte Carlo Methods .” 2011. Thesis, Duke University. Accessed July 17, 2019. http://hdl.handle.net/10161/4960.

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

MLA Handbook (7th Edition):

Chen, Hao. “Structural Estimation Using Sequential Monte Carlo Methods .” 2011. Web. 17 Jul 2019.

Vancouver:

Chen H. Structural Estimation Using Sequential Monte Carlo Methods . [Internet] [Thesis]. Duke University; 2011. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10161/4960.

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

Council of Science Editors:

Chen H. Structural Estimation Using Sequential Monte Carlo Methods . [Thesis]. Duke University; 2011. Available from: http://hdl.handle.net/10161/4960

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

12. Limam, Mohamed-Ali. Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems.

Degree: Docteur es, Sciences économiques, 2015, Montpellier

Dans cette thèse nous combinons les processus à mémoire longue ainsi que les modèles à changement de régime markovien afin d’étudier la dynamique non linéaire… (more)

Subjects/Keywords: Mémoire Longue; Hedge funds; Persistance; Beta switching; Liquidités; Long Memory; Hedge Funds; Persistence; Serial correlation; Beta switching; Liquidity

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APA (6th Edition):

Limam, M. (2015). Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems. (Doctoral Dissertation). Montpellier. Retrieved from http://www.theses.fr/2015MONTD031

Chicago Manual of Style (16th Edition):

Limam, Mohamed-Ali. “Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems.” 2015. Doctoral Dissertation, Montpellier. Accessed July 17, 2019. http://www.theses.fr/2015MONTD031.

MLA Handbook (7th Edition):

Limam, Mohamed-Ali. “Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems.” 2015. Web. 17 Jul 2019.

Vancouver:

Limam M. Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems. [Internet] [Doctoral dissertation]. Montpellier; 2015. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2015MONTD031.

Council of Science Editors:

Limam M. Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité : Hedge Funds return modelling : Serial correlation, persistence effects and liquidity problems. [Doctoral Dissertation]. Montpellier; 2015. Available from: http://www.theses.fr/2015MONTD031


Virginia Tech

13. Skaradzinski, Debra Ann. The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency.

Degree: PhD, Finance, Insurance, and Business Law, 2003, Virginia Tech

 Statistically significant prediction of stock price changes requires security returns' correlation with, or dependence upon, some variable(s) across time. Since a security's past return is… (more)

Subjects/Keywords: intra-day serial correlation; bicovariance statistic; nonlinearity

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

APA (6th Edition):

Skaradzinski, D. A. (2003). The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/11079

Chicago Manual of Style (16th Edition):

Skaradzinski, Debra Ann. “The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency.” 2003. Doctoral Dissertation, Virginia Tech. Accessed July 17, 2019. http://hdl.handle.net/10919/11079.

MLA Handbook (7th Edition):

Skaradzinski, Debra Ann. “The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency.” 2003. Web. 17 Jul 2019.

Vancouver:

Skaradzinski DA. The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency. [Internet] [Doctoral dissertation]. Virginia Tech; 2003. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10919/11079.

Council of Science Editors:

Skaradzinski DA. The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency. [Doctoral Dissertation]. Virginia Tech; 2003. Available from: http://hdl.handle.net/10919/11079


Universidade Nova

14. Alves, Pedro. The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data.

Degree: 2018, Universidade Nova

 The Sharpe ratio is one of the most widely used measures of risk-adjusted returns. It rests on the estimation of the mean and standard deviation… (more)

Subjects/Keywords: serial correlation; sharpe ratio; time-aggregation; risk-adjusted returns; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Alves, P. (2018). The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/32318

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):

Alves, Pedro. “The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data.” 2018. Thesis, Universidade Nova. Accessed July 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/32318.

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

MLA Handbook (7th Edition):

Alves, Pedro. “The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data.” 2018. Web. 17 Jul 2019.

Vancouver:

Alves P. The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data. [Internet] [Thesis]. Universidade Nova; 2018. [cited 2019 Jul 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/32318.

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

Council of Science Editors:

Alves P. The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data. [Thesis]. Universidade Nova; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/32318

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


East Tennessee State University

15. Stewart, Robert Grisham. A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class).

Degree: EdD (Doctor of Education), Educational Leadership, 2007, East Tennessee State University

  To be effective, a linear congruential random number generator (LCG) should produce values that are (a) uniformly distributed on the unit interval (0,1) excluding… (more)

Subjects/Keywords: Serial correlation; Statistical independence; Random number generation; Congruential generator; Seeding algorithms; Physical Sciences and Mathematics; Statistical Theory; Statistics and Probability

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APA (6th Edition):

Stewart, R. G. (2007). A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class). (Doctoral Dissertation). East Tennessee State University. Retrieved from https://dc.etsu.edu/etd/2049

Chicago Manual of Style (16th Edition):

Stewart, Robert Grisham. “A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class).” 2007. Doctoral Dissertation, East Tennessee State University. Accessed July 17, 2019. https://dc.etsu.edu/etd/2049.

MLA Handbook (7th Edition):

Stewart, Robert Grisham. “A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class).” 2007. Web. 17 Jul 2019.

Vancouver:

Stewart RG. A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class). [Internet] [Doctoral dissertation]. East Tennessee State University; 2007. [cited 2019 Jul 17]. Available from: https://dc.etsu.edu/etd/2049.

Council of Science Editors:

Stewart RG. A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class). [Doctoral Dissertation]. East Tennessee State University; 2007. Available from: https://dc.etsu.edu/etd/2049


Linköping University

16. Johansson, Kenny. Low Complexity and Low Power Bit-Serial Multipliers.

Degree: Electrical Engineering, 2003, Linköping University

  Bit-serial multiplication with a fixed coefficient is commonly used in integrated circuits, such as digital filters and FFTs. These multiplications can be implemented using… (more)

Subjects/Keywords: Electronics; bit-serial; multiplier; adder; subtractor; flip-flop; pipelining; latency; power; energy; graph; correlation; switch; Elektronik; Electronics; Elektronik

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APA (6th Edition):

Johansson, K. (2003). Low Complexity and Low Power Bit-Serial Multipliers. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1751

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):

Johansson, Kenny. “Low Complexity and Low Power Bit-Serial Multipliers.” 2003. Thesis, Linköping University. Accessed July 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1751.

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

MLA Handbook (7th Edition):

Johansson, Kenny. “Low Complexity and Low Power Bit-Serial Multipliers.” 2003. Web. 17 Jul 2019.

Vancouver:

Johansson K. Low Complexity and Low Power Bit-Serial Multipliers. [Internet] [Thesis]. Linköping University; 2003. [cited 2019 Jul 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1751.

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

Council of Science Editors:

Johansson K. Low Complexity and Low Power Bit-Serial Multipliers. [Thesis]. Linköping University; 2003. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1751

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

17. O'Brien, Nicole Lisa. Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data.

Degree: 2018, University of Waterloo

 Peak hydrometeorological events have been the topic of much concern in recent years, chiefly their frequency and magnitude. According to the Fifth Assessment Report by… (more)

Subjects/Keywords: Flood Frequency Analysis; Nonstationarity; Climate Change; Pooled Flood Frequency Analysis; Trend Analyses; Serial Correlation

…61 Chapter 4 Trend Identification in the Presence of Serial Correlation: A Comparison of… …64 4.1.1 Overview of the Background and Effects of Serial Correlation… …69 4.3 Statistical Approaches for Incorporating Serial Correlation… …77 4.5.2 Power: Series with Positive Serial Correlation and Trend… …80 4.5.3 Power: Series with Negative Serial Correlation and Trend… 

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APA (6th Edition):

O'Brien, N. L. (2018). Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/13777

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):

O'Brien, Nicole Lisa. “Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data.” 2018. Thesis, University of Waterloo. Accessed July 17, 2019. http://hdl.handle.net/10012/13777.

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

MLA Handbook (7th Edition):

O'Brien, Nicole Lisa. “Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data.” 2018. Web. 17 Jul 2019.

Vancouver:

O'Brien NL. Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data. [Internet] [Thesis]. University of Waterloo; 2018. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10012/13777.

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

Council of Science Editors:

O'Brien NL. Approaches for Nonstationary Flood Frequency and Trend Analyses for Hydrometric Data. [Thesis]. University of Waterloo; 2018. Available from: http://hdl.handle.net/10012/13777

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


Université de Bordeaux I

18. Proïa, Frédéric. Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process.

Degree: Docteur es, Mathématiques appliquées, 2013, Université de Bordeaux I

Cette thèse est dévolue à l'étude de certaines propriétés asymptotiques du processus autorégressif d'ordre p. Ce dernier qualifie communément une suite aléatoire (Yn) définie sur… (more)

Subjects/Keywords: Processus autorégressif; Autocorrélation résiduelle; Stabilité; Estimation paramétrique; Test de Durbin-Watson; H-test; Déviations modérées; Processus d'Ornstein-Uhlenbeck; Stationnarité; Instabilité; Racine unitaire; Test KPSS; Test de Leybourne et McCabe; Processus de Wiener; Principes d'invariance; Ponts browniens; Martingales; Autoregressive process; Serial correlation; Stability; Parametric estimation; Durbin-Watson test; H-test; Moderate deviations; Ornstein-Uhlenbeck process; Stationarity; Instability; Unit root; KPSS test; Leybourne and McCabe test; Wiener process; Invariance principles; Brownian bridges; Martingales

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

APA (6th Edition):

Proïa, F. (2013). Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process. (Doctoral Dissertation). Université de Bordeaux I. Retrieved from http://www.theses.fr/2013BOR14877

Chicago Manual of Style (16th Edition):

Proïa, Frédéric. “Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process.” 2013. Doctoral Dissertation, Université de Bordeaux I. Accessed July 17, 2019. http://www.theses.fr/2013BOR14877.

MLA Handbook (7th Edition):

Proïa, Frédéric. “Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process.” 2013. Web. 17 Jul 2019.

Vancouver:

Proïa F. Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process. [Internet] [Doctoral dissertation]. Université de Bordeaux I; 2013. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2013BOR14877.

Council of Science Editors:

Proïa F. Autocorrélation et stationnarité dans le processus autorégressif : Autocorrelation and stationarity in the autoregressive process. [Doctoral Dissertation]. Université de Bordeaux I; 2013. Available from: http://www.theses.fr/2013BOR14877

19. Bitseki Penda, Siméon Valère. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.

Degree: Docteur es, Mathématiques Appliquées, 2012, Université Blaise-Pascale, Clermont-Ferrand II

 Le contrôle explicite de la convergence des sommes convenablement normalisées de variables aléatoires, ainsi que l'étude du principe de déviations modérées associé à ces sommes… (more)

Subjects/Keywords: Chaînes de Markov bifurcantes; Processus bifurcant autorégressif; Processus de Markov; Théorèmes limites; Ergodicité; Inégalités de déviations; Principe de déviations modérées; Martingale; Vieillissement cellulaire; Estimateurs des moindres carrés; Statistique de Durbin-Watson; Processus autorégressif d'ordre 1; Autocorrélation résiduelle; Conditions de Lyapunov; Condition de minoration; Bifurcating Markov chains; Bifurcating autoregressive processes; Markov process; Limit theorems; Ergodicity; Deviation inequalities; Moderate deviation principle; Martingale; Cellular aging; Least squares estimators; Durbin-Watson statistic; First-order autoregressive process; Serial correlation; Lyapunov condition; Minorization condition

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

APA (6th Edition):

Bitseki Penda, S. V. (2012). Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2012CLF22291

Chicago Manual of Style (16th Edition):

Bitseki Penda, Siméon Valère. “Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.” 2012. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed July 17, 2019. http://www.theses.fr/2012CLF22291.

MLA Handbook (7th Edition):

Bitseki Penda, Siméon Valère. “Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.” 2012. Web. 17 Jul 2019.

Vancouver:

Bitseki Penda SV. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2012. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2012CLF22291.

Council of Science Editors:

Bitseki Penda SV. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2012. Available from: http://www.theses.fr/2012CLF22291


University of Central Florida

20. Rey, Diana. A Gasoline Demand Model For The United States Light Vehicle Fleet.

Degree: 2009, University of Central Florida

 The United States is the world's largest oil consumer demanding about twenty five percent of the total world oil production. Whenever there are difficulties to… (more)

Subjects/Keywords: gasoline; demand; model; United States; OLS; regression; MPG; VEH; PRICE; VMT; MBD; ARIMA; normality; heteroskedasticity; serial correlation; multicollinearity; forecasting; light vehicles; fleet; Energy Independence Act; Civil Engineering; Engineering

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APA (6th Edition):

Rey, D. (2009). A Gasoline Demand Model For The United States Light Vehicle Fleet. (Masters Thesis). University of Central Florida. Retrieved from https://stars.library.ucf.edu/etd/4057

Chicago Manual of Style (16th Edition):

Rey, Diana. “A Gasoline Demand Model For The United States Light Vehicle Fleet.” 2009. Masters Thesis, University of Central Florida. Accessed July 17, 2019. https://stars.library.ucf.edu/etd/4057.

MLA Handbook (7th Edition):

Rey, Diana. “A Gasoline Demand Model For The United States Light Vehicle Fleet.” 2009. Web. 17 Jul 2019.

Vancouver:

Rey D. A Gasoline Demand Model For The United States Light Vehicle Fleet. [Internet] [Masters thesis]. University of Central Florida; 2009. [cited 2019 Jul 17]. Available from: https://stars.library.ucf.edu/etd/4057.

Council of Science Editors:

Rey D. A Gasoline Demand Model For The United States Light Vehicle Fleet. [Masters Thesis]. University of Central Florida; 2009. Available from: https://stars.library.ucf.edu/etd/4057

21. Chen, Su. Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers.

Degree: PhD, Biostatistics, 2013, University of Michigan

 Salivary biomarkers play an important role in predicting oral disease status along with oral bacterial pathogens. Thus, our work is motivated by a study that… (more)

Subjects/Keywords: Test for Serial Homogeneity; Longitudinal Data; Periodontal Biomarkers; Bayesian Hypothesis Testing; Mantel-Haenszel Pooled Correlation Coefficient; Statistics and Numeric Data; Health Sciences; Science

…4.2 4.3 4.4 4.5 4.6 4.7 The estimated pooled serial correlation rM H and the… …83 The estimated pooled serial correlation rM H and the corresponding standard error… …84 The estimated pooled serial correlation rM H and the corresponding standard error… …The estimated pooled serial correlation rM H and the corresponding standard error estimator… …Mantel-Haenszel pooled serial correlation between combinations of serum biomarkers and… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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

APA (6th Edition):

Chen, S. (2013). Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/100076

Chicago Manual of Style (16th Edition):

Chen, Su. “Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers.” 2013. Doctoral Dissertation, University of Michigan. Accessed July 17, 2019. http://hdl.handle.net/2027.42/100076.

MLA Handbook (7th Edition):

Chen, Su. “Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers.” 2013. Web. 17 Jul 2019.

Vancouver:

Chen S. Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers. [Internet] [Doctoral dissertation]. University of Michigan; 2013. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/2027.42/100076.

Council of Science Editors:

Chen S. Testing for Serial Homogeneity and Pooled Correlation for Longitudinally Measured Biomarkers. [Doctoral Dissertation]. University of Michigan; 2013. Available from: http://hdl.handle.net/2027.42/100076


University of St. Andrews

22. Aarts, Geert. Modelling space-use and habitat preference from wildlife telemetry data .

Degree: 2007, University of St. Andrews

 Management and conservation of populations of animals requires information on where they are, why they are there, and where else they could be. These objectives… (more)

Subjects/Keywords: ARGOS; Spatial autocorrelation; Serial correlation; Wildlife conservation; Generalized additive models; Generalized linear models; Mixed-effects models; Multi-colinearity; Spatial models; Resource selection; Satellite telemetry; Grey seal (Halichoerus grypus); Northern gannet (Morus Bassanus)

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APA (6th Edition):

Aarts, G. (2007). Modelling space-use and habitat preference from wildlife telemetry data . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/327

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):

Aarts, Geert. “Modelling space-use and habitat preference from wildlife telemetry data .” 2007. Thesis, University of St. Andrews. Accessed July 17, 2019. http://hdl.handle.net/10023/327.

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

MLA Handbook (7th Edition):

Aarts, Geert. “Modelling space-use and habitat preference from wildlife telemetry data .” 2007. Web. 17 Jul 2019.

Vancouver:

Aarts G. Modelling space-use and habitat preference from wildlife telemetry data . [Internet] [Thesis]. University of St. Andrews; 2007. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10023/327.

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

Council of Science Editors:

Aarts G. Modelling space-use and habitat preference from wildlife telemetry data . [Thesis]. University of St. Andrews; 2007. Available from: http://hdl.handle.net/10023/327

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

23. Djogbenou, Antoine A. Méthodes de Bootstrap pour les modèles à facteurs .

Degree: 2016, Université de Montréal

 Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock… (more)

Subjects/Keywords: Modèles à facteurs; Correlation sérielle; Prévision; Moyenne conditionnelle; Selection de modèle; Validation croisée; Bootstrap; Inflation; Excès de rendement boursier; États-Unis; Factor model; Serial correlation; Forecast; Conditional mean; Model selection; Cross-validation; Excess returns

…asymptotic theory and the wild bootstrap when serial correlation is present in the regression… …serial correlation, forecast, conditional mean, model selection, cross-validation, bootstrap… …valid when the forecasting horizon is one because it does not reproduce serial correlation. In… …serially correlated. Bai and Ng effectively ruled out possible serial correlation since their… …for serial correlation in the score, a HAC estimator of Σδ is appropriate, −1 −1 Σ̂δ = T −1… 

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APA (6th Edition):

Djogbenou, A. A. (2016). Méthodes de Bootstrap pour les modèles à facteurs . (Thesis). Université de Montréal. Retrieved from http://hdl.handle.net/1866/16017

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):

Djogbenou, Antoine A. “Méthodes de Bootstrap pour les modèles à facteurs .” 2016. Thesis, Université de Montréal. Accessed July 17, 2019. http://hdl.handle.net/1866/16017.

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

MLA Handbook (7th Edition):

Djogbenou, Antoine A. “Méthodes de Bootstrap pour les modèles à facteurs .” 2016. Web. 17 Jul 2019.

Vancouver:

Djogbenou AA. Méthodes de Bootstrap pour les modèles à facteurs . [Internet] [Thesis]. Université de Montréal; 2016. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/1866/16017.

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

Council of Science Editors:

Djogbenou AA. Méthodes de Bootstrap pour les modèles à facteurs . [Thesis]. Université de Montréal; 2016. Available from: http://hdl.handle.net/1866/16017

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

.