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You searched for subject:(Stationarity Tests). Showing records 1 – 5 of 5 total matches.

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Oklahoma State University

1. Lee, Yoonsuk. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.

Degree: Department of Agricultural Economics, 2009, Oklahoma State University

 Negotiated cash market prices and individual prices for AMAs formed a long-run equilibrium in bivariate and multivariate models for fed cattle and hogs. That is,… (more)

Subjects/Keywords: amas; cointegration tests; price discovery; stationarity tests

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

APA (6th Edition):

Lee, Y. (2009). Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/8328

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):

Lee, Yoonsuk. “Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.” 2009. Thesis, Oklahoma State University. Accessed July 17, 2019. http://hdl.handle.net/11244/8328.

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

MLA Handbook (7th Edition):

Lee, Yoonsuk. “Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.” 2009. Web. 17 Jul 2019.

Vancouver:

Lee Y. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. [Internet] [Thesis]. Oklahoma State University; 2009. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/11244/8328.

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

Council of Science Editors:

Lee Y. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. [Thesis]. Oklahoma State University; 2009. Available from: http://hdl.handle.net/11244/8328

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


Universidade Federal de Santa Maria

2. Luís Gustavo Nogueira Martins. NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS.

Degree: 2011, Universidade Federal de Santa Maria

Turbulent flow high complexity makes it difficult to describe complex phenomena, such as the transport of vector and scalar quantities at the lower atmosphere, making… (more)

Subjects/Keywords: Não-estacionariedade; Testes de estacionariedade; Fluxos turbulentos; Análise de multiresolução; Decomposição empírica de modos; FISICA; Non-stationarity; Stationarity tests; Turbulent flux; Multiresolution analysis; Empirical mode decomposition

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

APA (6th Edition):

Martins, L. G. N. (2011). NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS. (Thesis). Universidade Federal de Santa Maria. Retrieved from http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=4029

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):

Martins, Luís Gustavo Nogueira. “NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS.” 2011. Thesis, Universidade Federal de Santa Maria. Accessed July 17, 2019. http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=4029.

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

MLA Handbook (7th Edition):

Martins, Luís Gustavo Nogueira. “NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS.” 2011. Web. 17 Jul 2019.

Vancouver:

Martins LGN. NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS. [Internet] [Thesis]. Universidade Federal de Santa Maria; 2011. [cited 2019 Jul 17]. Available from: http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=4029.

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

Council of Science Editors:

Martins LGN. NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS. [Thesis]. Universidade Federal de Santa Maria; 2011. Available from: http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=4029

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

3. Denilson de Oliveira Adriano. EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil.

Degree: Master, 2014, Universidade Federal do Ceará

Ao se investigar o equilÃbrio financeiro dos Regimes PrÃprios de PrevidÃncia Social (RPPS) dos servidores pÃblicos, espera-se que os resultados deste estudo contribuam com a… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; Regimes PrÃprios de PrevidÃncia Social; EquilÃbrio Financeiro; Sustentabilidade Fiscal; Testes de Estacionaridade; Privates Regimes of Social Security; Financial Balanced; Fiscal Sustainability; Stationarity Tests; PrevidÃncia Social

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

APA (6th Edition):

Adriano, D. d. O. (2014). EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14669 ;

Chicago Manual of Style (16th Edition):

Adriano, Denilson de Oliveira. “EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil.” 2014. Masters Thesis, Universidade Federal do Ceará. Accessed July 17, 2019. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14669 ;.

MLA Handbook (7th Edition):

Adriano, Denilson de Oliveira. “EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil.” 2014. Web. 17 Jul 2019.

Vancouver:

Adriano DdO. EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil. [Internet] [Masters thesis]. Universidade Federal do Ceará 2014. [cited 2019 Jul 17]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14669 ;.

Council of Science Editors:

Adriano DdO. EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil. [Masters Thesis]. Universidade Federal do Ceará 2014. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14669 ;


Michigan Technological University

4. Salvadori, Neila. EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES.

Degree: MS, Department of Civil and Environmental Engineering, 2013, Michigan Technological University

  United States federal agencies assess flood risk using Bulletin 17B procedures which assume annual maximum flood series are stationary. This represents a significant limitation… (more)

Subjects/Keywords: annual maximum flood series; flood risk assessment; flood risk forecasting; non-stationarity; time series statistics tests; watersheds; Environmental Engineering; Water Resource Management

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

APA (6th Edition):

Salvadori, N. (2013). EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES. (Masters Thesis). Michigan Technological University. Retrieved from http://digitalcommons.mtu.edu/etds/489

Chicago Manual of Style (16th Edition):

Salvadori, Neila. “EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES.” 2013. Masters Thesis, Michigan Technological University. Accessed July 17, 2019. http://digitalcommons.mtu.edu/etds/489.

MLA Handbook (7th Edition):

Salvadori, Neila. “EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES.” 2013. Web. 17 Jul 2019.

Vancouver:

Salvadori N. EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES. [Internet] [Masters thesis]. Michigan Technological University; 2013. [cited 2019 Jul 17]. Available from: http://digitalcommons.mtu.edu/etds/489.

Council of Science Editors:

Salvadori N. EVALUATION OF NON-STATIONARITY IN ANNUAL MAXIMUM FLOOD SERIES OF MODERATELY IMPAIRED WATERSHEDS IN THE UPPER MIDWEST AND NORTHEASTERN UNITED STATES. [Masters Thesis]. Michigan Technological University; 2013. Available from: http://digitalcommons.mtu.edu/etds/489


University of the Western Cape

5. Kamanu, Timothy Kevin Kuria. Location-based estimation of the autoregressive coefficient in ARX(1) models .

Degree: 2006, University of the Western Cape

 In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient… (more)

Subjects/Keywords: Time series analysis; Unit root tests; Near unit root processes; Overdifferencing; Unbiased estimation of autocorrelation; Probability density of AR(1) coefficient; Non-stationary AR(1) processes; Mode estimation; Testing for stationarity versus testing for nonstationarity; Box-Jenkins modelling

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

APA (6th Edition):

Kamanu, T. K. K. (2006). Location-based estimation of the autoregressive coefficient in ARX(1) models . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/2009

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):

Kamanu, Timothy Kevin Kuria. “Location-based estimation of the autoregressive coefficient in ARX(1) models .” 2006. Thesis, University of the Western Cape. Accessed July 17, 2019. http://hdl.handle.net/11394/2009.

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

MLA Handbook (7th Edition):

Kamanu, Timothy Kevin Kuria. “Location-based estimation of the autoregressive coefficient in ARX(1) models .” 2006. Web. 17 Jul 2019.

Vancouver:

Kamanu TKK. Location-based estimation of the autoregressive coefficient in ARX(1) models . [Internet] [Thesis]. University of the Western Cape; 2006. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/11394/2009.

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

Council of Science Editors:

Kamanu TKK. Location-based estimation of the autoregressive coefficient in ARX(1) models . [Thesis]. University of the Western Cape; 2006. Available from: http://hdl.handle.net/11394/2009

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

.