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Columbia University

1.
Zhang, Jing.
*Time**Series* Modeling with Shape Constraints.

Degree: 2017, Columbia University

URL: https://doi.org/10.7916/D84X5M55

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Zhang, Jing. “Time Series Modeling with Shape Constraints.” 2017. Doctoral Dissertation, Columbia University. Accessed January 22, 2020. https://doi.org/10.7916/D84X5M55.

MLA Handbook (7^{th} Edition):

Zhang, Jing. “Time Series Modeling with Shape Constraints.” 2017. Web. 22 Jan 2020.

Vancouver:

Zhang J. Time Series Modeling with Shape Constraints. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2020 Jan 22]. 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

Hong Kong University of Science and Technology

2.
Zhu, Ke.
On the LAD estimation and likelihood ratio test for *time* *series* models.

Degree: 2011, Hong Kong University of Science and Technology

URL: 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

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 January 22, 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 (7^{th} Edition):

Zhu, Ke. “On the LAD estimation and likelihood ratio test for time series models.” 2011. Web. 22 Jan 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 Jan 22]. 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

Not specified: Masters Thesis or Doctoral Dissertation

University of Hong Kong

3.
Wang, Chao.
Statistical inference for some discrete-valued *time*
* series*.

Degree: PhD, 2012, University of Hong Kong

URL: Wang, C. [王超]. (2012). Statistical inference for some discrete-valued time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832951 ; http://dx.doi.org/10.5353/th_b4832951 ; http://hdl.handle.net/10722/173870

►

Some problems of' statistical inference for discrete-valued *time* *series* are investigated in this study. New statistical theories and methods are developed which may aid us…
(more)

Subjects/Keywords: Time-series analysis.; Discrete-time systems.; Mathematical statistics.

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, C. (2012). Statistical inference for some discrete-valued time series. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wang, C. [王超]. (2012). Statistical inference for some discrete-valued time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832951 ; http://dx.doi.org/10.5353/th_b4832951 ; http://hdl.handle.net/10722/173870

Chicago Manual of Style (16^{th} Edition):

Wang, Chao. “Statistical inference for some discrete-valued time series.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed January 22, 2020. Wang, C. [王超]. (2012). Statistical inference for some discrete-valued time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832951 ; http://dx.doi.org/10.5353/th_b4832951 ; http://hdl.handle.net/10722/173870.

MLA Handbook (7^{th} Edition):

Wang, Chao. “Statistical inference for some discrete-valued time series.” 2012. Web. 22 Jan 2020.

Vancouver:

Wang C. Statistical inference for some discrete-valued time series. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2020 Jan 22]. Available from: Wang, C. [王超]. (2012). Statistical inference for some discrete-valued time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832951 ; http://dx.doi.org/10.5353/th_b4832951 ; http://hdl.handle.net/10722/173870.

Council of Science Editors:

Wang C. Statistical inference for some discrete-valued time series. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Wang, C. [王超]. (2012). Statistical inference for some discrete-valued time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832951 ; http://dx.doi.org/10.5353/th_b4832951 ; http://hdl.handle.net/10722/173870

University of Hong Kong

4.
黃鎮山; Wong, Chun-shan.
Statistical inference for some nonlinear *time* *series*
models.

Degree: PhD, 1998, University of Hong Kong

URL: Wong, C. [黃鎮山]. (1998). Statistical inference for some nonlinear time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123944 ; http://dx.doi.org/10.5353/th_b3123944 ; http://hdl.handle.net/10722/35431

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Mathematical statistics.; Time-series analysis.

Record Details Similar Records

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

APA (6^{th} Edition):

黃鎮山; Wong, C. (1998). Statistical inference for some nonlinear time series models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wong, C. [黃鎮山]. (1998). Statistical inference for some nonlinear time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123944 ; http://dx.doi.org/10.5353/th_b3123944 ; http://hdl.handle.net/10722/35431

Chicago Manual of Style (16^{th} Edition):

黃鎮山; Wong, Chun-shan. “Statistical inference for some nonlinear time series models.” 1998. Doctoral Dissertation, University of Hong Kong. Accessed January 22, 2020. Wong, C. [黃鎮山]. (1998). Statistical inference for some nonlinear time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123944 ; http://dx.doi.org/10.5353/th_b3123944 ; http://hdl.handle.net/10722/35431.

MLA Handbook (7^{th} Edition):

黃鎮山; Wong, Chun-shan. “Statistical inference for some nonlinear time series models.” 1998. Web. 22 Jan 2020.

Vancouver:

黃鎮山; Wong C. Statistical inference for some nonlinear time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 1998. [cited 2020 Jan 22]. Available from: Wong, C. [黃鎮山]. (1998). Statistical inference for some nonlinear time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123944 ; http://dx.doi.org/10.5353/th_b3123944 ; http://hdl.handle.net/10722/35431.

Council of Science Editors:

黃鎮山; Wong C. Statistical inference for some nonlinear time series models. [Doctoral Dissertation]. University of Hong Kong; 1998. Available from: Wong, C. [黃鎮山]. (1998). Statistical inference for some nonlinear time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123944 ; http://dx.doi.org/10.5353/th_b3123944 ; http://hdl.handle.net/10722/35431

University of British Columbia

5.
Diewart, Walter Erwin.
* Analysis* of variance estimators for the seasonal adjustment of economic

Degree: 1964, University of British Columbia

URL: http://hdl.handle.net/2429/37390

► The purpose of this thesis is to develop a valid statistical procedure for the estimation of the seasonal component of an economic *time* *series* when…
(more)

Subjects/Keywords: Time-series analysis; Mathematical statistics

Record Details Similar Records

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

APA (6^{th} Edition):

Diewart, W. E. (1964). Analysis of variance estimators for the seasonal adjustment of economic time series . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/37390

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Diewart, Walter Erwin. “Analysis of variance estimators for the seasonal adjustment of economic time series .” 1964. Thesis, University of British Columbia. Accessed January 22, 2020. http://hdl.handle.net/2429/37390.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Diewart, Walter Erwin. “Analysis of variance estimators for the seasonal adjustment of economic time series .” 1964. Web. 22 Jan 2020.

Vancouver:

Diewart WE. Analysis of variance estimators for the seasonal adjustment of economic time series . [Internet] [Thesis]. University of British Columbia; 1964. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/2429/37390.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Diewart WE. Analysis of variance estimators for the seasonal adjustment of economic time series . [Thesis]. University of British Columbia; 1964. Available from: http://hdl.handle.net/2429/37390

Not specified: Masters Thesis or Doctoral Dissertation

University of Tasmania

6. Humphries, MA. Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data.

Degree: 2017, University of Tasmania

URL: https://eprints.utas.edu.au/27324/1/Humphries_whole_thesis_ex_pub_mat.pdf ; https://eprints.utas.edu.au/27324/2/Humphries_whole_thesis.pdf ; Humphries, MA ORCID: 0000-0002-0473-7611 <https://orcid.org/0000-0002-0473-7611> 2017 , 'Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data', PhD thesis, University of Tasmania.

► The use of illicit drugs is an area of interest across a broad range of industries and fields including public policy, law enforcement and physical…
(more)

Subjects/Keywords: statistics; mathematical psychology; time-series; cognitive models; wastewater analysis; temporal autocorrelation

Record Details Similar Records

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

APA (6^{th} Edition):

Humphries, M. (2017). Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data. (Thesis). University of Tasmania. Retrieved from https://eprints.utas.edu.au/27324/1/Humphries_whole_thesis_ex_pub_mat.pdf ; https://eprints.utas.edu.au/27324/2/Humphries_whole_thesis.pdf ; Humphries, MA ORCID: 0000-0002-0473-7611 <https://orcid.org/0000-0002-0473-7611> 2017 , 'Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data', PhD thesis, University of Tasmania.

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Humphries, MA. “Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data.” 2017. Thesis, University of Tasmania. Accessed January 22, 2020. https://eprints.utas.edu.au/27324/1/Humphries_whole_thesis_ex_pub_mat.pdf ; https://eprints.utas.edu.au/27324/2/Humphries_whole_thesis.pdf ; Humphries, MA ORCID: 0000-0002-0473-7611 <https://orcid.org/0000-0002-0473-7611> 2017 , 'Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data', PhD thesis, University of Tasmania..

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Humphries, MA. “Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data.” 2017. Web. 22 Jan 2020.

Vancouver:

Humphries M. Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data. [Internet] [Thesis]. University of Tasmania; 2017. [cited 2020 Jan 22]. Available from: https://eprints.utas.edu.au/27324/1/Humphries_whole_thesis_ex_pub_mat.pdf ; https://eprints.utas.edu.au/27324/2/Humphries_whole_thesis.pdf ; Humphries, MA ORCID: 0000-0002-0473-7611 <https://orcid.org/0000-0002-0473-7611> 2017 , 'Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data', PhD thesis, University of Tasmania..

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Humphries M. Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data. [Thesis]. University of Tasmania; 2017. Available from: https://eprints.utas.edu.au/27324/1/Humphries_whole_thesis_ex_pub_mat.pdf ; https://eprints.utas.edu.au/27324/2/Humphries_whole_thesis.pdf ; Humphries, MA ORCID: 0000-0002-0473-7611 <https://orcid.org/0000-0002-0473-7611> 2017 , 'Stats, drugs and rock and roll : statistical applications to temporally autocorrelated substance use data', PhD thesis, University of Tasmania.

Not specified: Masters Thesis or Doctoral Dissertation

Columbia University

7.
Wan, Phyllis.
Application of Distance Covariance to Extremes and *Time* *Series* and Inference for Linear Preferential Attachment Networks.

Degree: 2018, Columbia University

URL: https://doi.org/10.7916/D8Q25GQB

► This thesis covers four topics: i) Measuring dependence in *time* *series* through distance covariance; ii) Testing goodness-of-fit of *time* *series* models; iii) Threshold selection for…
(more)

Subjects/Keywords: Statistics; Analysis of covariance; Time-series analysis – Mathematical models; Multivariate analysis; System analysis

Record Details Similar Records

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

APA (6^{th} Edition):

Wan, P. (2018). Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8Q25GQB

Chicago Manual of Style (16^{th} Edition):

Wan, Phyllis. “Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks.” 2018. Doctoral Dissertation, Columbia University. Accessed January 22, 2020. https://doi.org/10.7916/D8Q25GQB.

MLA Handbook (7^{th} Edition):

Wan, Phyllis. “Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks.” 2018. Web. 22 Jan 2020.

Vancouver:

Wan P. Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks. [Internet] [Doctoral dissertation]. Columbia University; 2018. [cited 2020 Jan 22]. Available from: https://doi.org/10.7916/D8Q25GQB.

Council of Science Editors:

Wan P. Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks. [Doctoral Dissertation]. Columbia University; 2018. Available from: https://doi.org/10.7916/D8Q25GQB

University of Hong Kong

8. 馬世晟; Ma, Sai-shing. On the long memory autoregressive conditional duration models.

Degree: M. Phil., 2014, University of Hong Kong

URL: Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101

►

In financial markets, transaction durations refer to the duration *time* between two consecutive trades. It is common that more frequent trades are expected to be…
(more)

Subjects/Keywords: Autoregression (Statistics); Time-series analysis

Record Details Similar Records

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

APA (6^{th} Edition):

馬世晟; Ma, S. (2014). On the long memory autoregressive conditional duration models. (Masters Thesis). University of Hong Kong. Retrieved from Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101

Chicago Manual of Style (16^{th} Edition):

馬世晟; Ma, Sai-shing. “On the long memory autoregressive conditional duration models.” 2014. Masters Thesis, University of Hong Kong. Accessed January 22, 2020. Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101.

MLA Handbook (7^{th} Edition):

馬世晟; Ma, Sai-shing. “On the long memory autoregressive conditional duration models.” 2014. Web. 22 Jan 2020.

Vancouver:

馬世晟; Ma S. On the long memory autoregressive conditional duration models. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2020 Jan 22]. Available from: Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101.

Council of Science Editors:

馬世晟; Ma S. On the long memory autoregressive conditional duration models. [Masters Thesis]. University of Hong Kong; 2014. Available from: Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101

Hong Kong University of Science and Technology

9.
Liu, Peng.
Framework for analyzing dynamic *time*-space evolution of rain-field.

Degree: 2013, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-7982 ; https://doi.org/10.14711/thesis-b1240233 ; http://repository.ust.hk/ir/bitstream/1783.1-7982/1/th_redirect.html

► The spatial and temporal variation of rainfall over small scales substantially affects theestimation of runoff particularly in urban catchments, such as those in Hong Kong,…
(more)

Subjects/Keywords: Rain and rainfall ; China ; Hong Kong ; Analysis ; Mathematical models ; Spatial analysis (Statistics) ; Time-series analysis

Record Details Similar Records

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

APA (6^{th} Edition):

Liu, P. (2013). Framework for analyzing dynamic time-space evolution of rain-field. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7982 ; https://doi.org/10.14711/thesis-b1240233 ; http://repository.ust.hk/ir/bitstream/1783.1-7982/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Liu, Peng. “Framework for analyzing dynamic time-space evolution of rain-field.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed January 22, 2020. http://repository.ust.hk/ir/Record/1783.1-7982 ; https://doi.org/10.14711/thesis-b1240233 ; http://repository.ust.hk/ir/bitstream/1783.1-7982/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Liu, Peng. “Framework for analyzing dynamic time-space evolution of rain-field.” 2013. Web. 22 Jan 2020.

Vancouver:

Liu P. Framework for analyzing dynamic time-space evolution of rain-field. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2020 Jan 22]. Available from: http://repository.ust.hk/ir/Record/1783.1-7982 ; https://doi.org/10.14711/thesis-b1240233 ; http://repository.ust.hk/ir/bitstream/1783.1-7982/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu P. Framework for analyzing dynamic time-space evolution of rain-field. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: http://repository.ust.hk/ir/Record/1783.1-7982 ; https://doi.org/10.14711/thesis-b1240233 ; http://repository.ust.hk/ir/bitstream/1783.1-7982/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

10.
Wu, Degang.
Coupling *analysis* in *time* *series* using information theory and dynamical systems theory.

Degree: 2016, Hong Kong University of Science and Technology

URL: 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

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 January 22, 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Web. 22 Jan 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 Jan 22]. 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

11.
Lindberg, Johan.
A *Time* *Series* Forecast of the Electrical Spot Price : * Time series analysis applied to the Nordic power market*.

Degree: Physics, 2011, Umeå University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898

► In this report six different models for predicting the electrical spot price on the Nordic power exchange, Nord Pool, are developed and compared. They…
(more)

Subjects/Keywords: Time series analysis; SARIMA; Nord Pool; Spot price; Forecast; Mathematical statistics; Matematisk statistik

Record Details Similar Records

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APA (6^{th} Edition):

Lindberg, J. (2011). A Time Series Forecast of the Electrical Spot Price : *Time series analysis applied to the Nordic power market*. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lindberg, Johan. “A Time Series Forecast of the Electrical Spot Price : *Time series analysis applied to the Nordic power market*.” 2011. Thesis, Umeå University. Accessed January 22, 2020.
http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lindberg, Johan. “A Time Series Forecast of the Electrical Spot Price : *Time series analysis applied to the Nordic power market*.” 2011. Web. 22 Jan 2020.

Vancouver:

Lindberg J. A Time Series Forecast of the Electrical Spot Price : *Time series analysis applied to the Nordic power market*. [Internet] [Thesis]. Umeå University; 2011. [cited 2020 Jan 22].
Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lindberg J. A Time Series Forecast of the Electrical Spot Price : *Time series analysis applied to the Nordic power market*. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898

Not specified: Masters Thesis or Doctoral Dissertation

12. Alshammari, Abdulrahman Obaid. Modeling road accident data of Saudi Arabia.

Degree: Thesis (M.S.), 2015, Ball State University

URL: http://cardinalscholar.bsu.edu/handle/123456789/199545

► Road accident is considered as one of the major problems in the Kingdom of Saudi Arabia. This motivates us to do research on this particular…
(more)

Subjects/Keywords: Traffic accidents – Saudi Arabia – Mathematical models.; Time-series analysis – Mathematical models.; Missing observations (Statistics); Box-Jenkins forecasting.

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APA (6^{th} Edition):

Alshammari, A. O. (2015). Modeling road accident data of Saudi Arabia. (Masters Thesis). Ball State University. Retrieved from http://cardinalscholar.bsu.edu/handle/123456789/199545

Chicago Manual of Style (16^{th} Edition):

Alshammari, Abdulrahman Obaid. “Modeling road accident data of Saudi Arabia.” 2015. Masters Thesis, Ball State University. Accessed January 22, 2020. http://cardinalscholar.bsu.edu/handle/123456789/199545.

MLA Handbook (7^{th} Edition):

Alshammari, Abdulrahman Obaid. “Modeling road accident data of Saudi Arabia.” 2015. Web. 22 Jan 2020.

Vancouver:

Alshammari AO. Modeling road accident data of Saudi Arabia. [Internet] [Masters thesis]. Ball State University; 2015. [cited 2020 Jan 22]. Available from: http://cardinalscholar.bsu.edu/handle/123456789/199545.

Council of Science Editors:

Alshammari AO. Modeling road accident data of Saudi Arabia. [Masters Thesis]. Ball State University; 2015. Available from: http://cardinalscholar.bsu.edu/handle/123456789/199545

13.
Albarrak, Abdulmajeed Barrak.
*Time**series* *analysis* of Saudi Arabia oil production data.

Degree: Thesis (M.S.), 2013, Ball State University

URL: http://cardinalscholar.bsu.edu/handle/123456789/197795

► Saudi Arabia is the largest petroleum producer and exporter in the world. Saudi Arabian economy hugely depends on production and export of oil. This motivates…
(more)

Subjects/Keywords: Time-series analysis – Mathematical models; Expectation-maximization algorithms; Petroleum industry and trade – Saudi Arabia – Statistics – Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Albarrak, A. B. (2013). Time series analysis of Saudi Arabia oil production data. (Masters Thesis). Ball State University. Retrieved from http://cardinalscholar.bsu.edu/handle/123456789/197795

Chicago Manual of Style (16^{th} Edition):

Albarrak, Abdulmajeed Barrak. “Time series analysis of Saudi Arabia oil production data.” 2013. Masters Thesis, Ball State University. Accessed January 22, 2020. http://cardinalscholar.bsu.edu/handle/123456789/197795.

MLA Handbook (7^{th} Edition):

Albarrak, Abdulmajeed Barrak. “Time series analysis of Saudi Arabia oil production data.” 2013. Web. 22 Jan 2020.

Vancouver:

Albarrak AB. Time series analysis of Saudi Arabia oil production data. [Internet] [Masters thesis]. Ball State University; 2013. [cited 2020 Jan 22]. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197795.

Council of Science Editors:

Albarrak AB. Time series analysis of Saudi Arabia oil production data. [Masters Thesis]. Ball State University; 2013. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197795

Columbia University

14.
Yousuf, Kashif.
Essays in High Dimensional *Time* *Series* * Analysis*.

Degree: 2019, Columbia University

URL: https://doi.org/10.7916/d8-yfg6-4971

► Due to the rapid improvements in the information technology, high dimensional *time* *series* datasets are frequently encountered in a variety of fields such as macroeconomics,…
(more)

Subjects/Keywords: Statistics; Economics; Time-series analysis; Time-series analysis – Data processing; Regression analysis

Record Details Similar Records

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APA (6^{th} Edition):

Yousuf, K. (2019). Essays in High Dimensional Time Series Analysis. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-yfg6-4971

Chicago Manual of Style (16^{th} Edition):

Yousuf, Kashif. “Essays in High Dimensional Time Series Analysis.” 2019. Doctoral Dissertation, Columbia University. Accessed January 22, 2020. https://doi.org/10.7916/d8-yfg6-4971.

MLA Handbook (7^{th} Edition):

Yousuf, Kashif. “Essays in High Dimensional Time Series Analysis.” 2019. Web. 22 Jan 2020.

Vancouver:

Yousuf K. Essays in High Dimensional Time Series Analysis. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2020 Jan 22]. Available from: https://doi.org/10.7916/d8-yfg6-4971.

Council of Science Editors:

Yousuf K. Essays in High Dimensional Time Series Analysis. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-yfg6-4971

University of KwaZulu-Natal

15.
[No author].
Modelling volatility in financial *time* *series*.

Degree: Statistics and actuarial science, 2011, University of KwaZulu-Natal

URL: http://hdl.handle.net/10413/8504

► The objective of this dissertation is to model the volatility of financial *time* *series* data using ARCH, GARCH and stochastic volatility models. It is found…
(more)

Subjects/Keywords: Actuarial research clearing house.; Finance – Mathematical models.; GARCH model.; Statistics and actuarial science.; Time-series analysis.

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APA (6^{th} Edition):

author], [. (2011). Modelling volatility in financial time series. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/8504

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

author], [No. “Modelling volatility in financial time series. ” 2011. Thesis, University of KwaZulu-Natal. Accessed January 22, 2020. http://hdl.handle.net/10413/8504.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

author], [No. “Modelling volatility in financial time series. ” 2011. Web. 22 Jan 2020.

Vancouver:

author] [. Modelling volatility in financial time series. [Internet] [Thesis]. University of KwaZulu-Natal; 2011. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10413/8504.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. Modelling volatility in financial time series. [Thesis]. University of KwaZulu-Natal; 2011. Available from: http://hdl.handle.net/10413/8504

Not specified: Masters Thesis or Doctoral Dissertation

Macquarie University

16. Power, Bernard. An investigation into statistical methods of signal comparison.

Degree: 2013, Macquarie University

URL: http://hdl.handle.net/1959.14/337774

►

"A thesis submitted to Macquarie University for the degree of Master of Philosophy, Department of *Statistics*, Faculty of Science, Macquarie University."

"May 2013"

Typeset in… (more)

Subjects/Keywords: Signal processing – Mathematics; Signal processing – Data processing; Time-series analysis; Mathematical statistics – Research; autoregressive; ARMA; autoregressive moving average model; sinusoid

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APA (6^{th} Edition):

Power, B. (2013). An investigation into statistical methods of signal comparison. (Masters Thesis). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/337774

Chicago Manual of Style (16^{th} Edition):

Power, Bernard. “An investigation into statistical methods of signal comparison.” 2013. Masters Thesis, Macquarie University. Accessed January 22, 2020. http://hdl.handle.net/1959.14/337774.

MLA Handbook (7^{th} Edition):

Power, Bernard. “An investigation into statistical methods of signal comparison.” 2013. Web. 22 Jan 2020.

Vancouver:

Power B. An investigation into statistical methods of signal comparison. [Internet] [Masters thesis]. Macquarie University; 2013. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1959.14/337774.

Council of Science Editors:

Power B. An investigation into statistical methods of signal comparison. [Masters Thesis]. Macquarie University; 2013. Available from: http://hdl.handle.net/1959.14/337774

Montana Tech

17.
Sheng, HuaiQing.
Estimation in generalized linear models and *time* *series* models with nonparametric correlation coefficients.

Degree: PhD, 2002, Montana Tech

URL: https://scholarworks.umt.edu/etd/9425

Subjects/Keywords: Time-series analysis Mathematical models.; Linear models (Statistics); Coefficients.

Record Details Similar Records

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

APA (6^{th} Edition):

Sheng, H. (2002). Estimation in generalized linear models and time series models with nonparametric correlation coefficients. (Doctoral Dissertation). Montana Tech. Retrieved from https://scholarworks.umt.edu/etd/9425

Chicago Manual of Style (16^{th} Edition):

Sheng, HuaiQing. “Estimation in generalized linear models and time series models with nonparametric correlation coefficients.” 2002. Doctoral Dissertation, Montana Tech. Accessed January 22, 2020. https://scholarworks.umt.edu/etd/9425.

MLA Handbook (7^{th} Edition):

Sheng, HuaiQing. “Estimation in generalized linear models and time series models with nonparametric correlation coefficients.” 2002. Web. 22 Jan 2020.

Vancouver:

Sheng H. Estimation in generalized linear models and time series models with nonparametric correlation coefficients. [Internet] [Doctoral dissertation]. Montana Tech; 2002. [cited 2020 Jan 22]. Available from: https://scholarworks.umt.edu/etd/9425.

Council of Science Editors:

Sheng H. Estimation in generalized linear models and time series models with nonparametric correlation coefficients. [Doctoral Dissertation]. Montana Tech; 2002. Available from: https://scholarworks.umt.edu/etd/9425

Michigan State University

18. Kim, Myungsup. Three essays on econometrics.

Degree: PhD, Department of Economics, 2005, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:33645

Subjects/Keywords: Econometrics – Mathematical models; Bootstrap (Statistics); Time-series analysis

Record Details Similar Records

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APA (6^{th} Edition):

Kim, M. (2005). Three essays on econometrics. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:33645

Chicago Manual of Style (16^{th} Edition):

Kim, Myungsup. “Three essays on econometrics.” 2005. Doctoral Dissertation, Michigan State University. Accessed January 22, 2020. http://etd.lib.msu.edu/islandora/object/etd:33645.

MLA Handbook (7^{th} Edition):

Kim, Myungsup. “Three essays on econometrics.” 2005. Web. 22 Jan 2020.

Vancouver:

Kim M. Three essays on econometrics. [Internet] [Doctoral dissertation]. Michigan State University; 2005. [cited 2020 Jan 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:33645.

Council of Science Editors:

Kim M. Three essays on econometrics. [Doctoral Dissertation]. Michigan State University; 2005. Available from: http://etd.lib.msu.edu/islandora/object/etd:33645

University of Missouri – Columbia

19.
Gorelick, Jeremy, 1981-.
Nonparametric *analysis* of interval-censored failure *time* data.

Degree: 2009, University of Missouri – Columbia

URL: http://hdl.handle.net/10355/7009

► This thesis considers the problem of treatment comparisons when only interval-censored failure *time* data are available. This type of data occurs frequently in clinical trials…
(more)

Subjects/Keywords: Failure time data analysis; Nonparametric statistics; Time-series analysis; Interval functions

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APA (6^{th} Edition):

Gorelick, Jeremy, 1. (2009). Nonparametric analysis of interval-censored failure time data. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/7009

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Gorelick, Jeremy, 1981-. “Nonparametric analysis of interval-censored failure time data.” 2009. Thesis, University of Missouri – Columbia. Accessed January 22, 2020. http://hdl.handle.net/10355/7009.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Gorelick, Jeremy, 1981-. “Nonparametric analysis of interval-censored failure time data.” 2009. Web. 22 Jan 2020.

Vancouver:

Gorelick, Jeremy 1. Nonparametric analysis of interval-censored failure time data. [Internet] [Thesis]. University of Missouri – Columbia; 2009. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10355/7009.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gorelick, Jeremy 1. Nonparametric analysis of interval-censored failure time data. [Thesis]. University of Missouri – Columbia; 2009. Available from: http://hdl.handle.net/10355/7009

Not specified: Masters Thesis or Doctoral Dissertation

20. Bravo Gonzalez, Yesica Daniela. Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling.

Degree: MS, Engineering & Computer Science, MS, 2015, Andrews University

URL: https://digitalcommons.andrews.edu/theses/66

► Problem In life we need to compare situations in order to select the best solution. The study in this paper is about analyzing data…
(more)

Subjects/Keywords: Applied Statistics; Longitudinal Data Analysis and Time Series; Statistics and Probability

Record Details Similar Records

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APA (6^{th} Edition):

Bravo Gonzalez, Y. D. (2015). Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling. (Thesis). Andrews University. Retrieved from https://digitalcommons.andrews.edu/theses/66

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Bravo Gonzalez, Yesica Daniela. “Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling.” 2015. Thesis, Andrews University. Accessed January 22, 2020. https://digitalcommons.andrews.edu/theses/66.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Bravo Gonzalez, Yesica Daniela. “Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling.” 2015. Web. 22 Jan 2020.

Vancouver:

Bravo Gonzalez YD. Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling. [Internet] [Thesis]. Andrews University; 2015. [cited 2020 Jan 22]. Available from: https://digitalcommons.andrews.edu/theses/66.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bravo Gonzalez YD. Ranking Interesting Changes in Correlation Coefficient Matrix Results from Varying Data Partitions in Causal Graphic Modeling. [Thesis]. Andrews University; 2015. Available from: https://digitalcommons.andrews.edu/theses/66

Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

21.
Cho, Cheol-Keun.
Essays on *time* *series* econometrics.

Degree: 2014, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:2560

►

Thesis Ph. D. Michigan State University. Economics 2014.

Chapter 1 develops an asymptotic theory for testing the presence of structural change in a weakly dependent… (more)

Subjects/Keywords: Econometrics; Time-series analysis; Heteroscedasticity; Autocorrelation (Statistics); Economics; Statistics

Record Details Similar Records

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APA (6^{th} Edition):

Cho, C. (2014). Essays on time series econometrics. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:2560

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Cho, Cheol-Keun. “Essays on time series econometrics.” 2014. Thesis, Michigan State University. Accessed January 22, 2020. http://etd.lib.msu.edu/islandora/object/etd:2560.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Cho, Cheol-Keun. “Essays on time series econometrics.” 2014. Web. 22 Jan 2020.

Vancouver:

Cho C. Essays on time series econometrics. [Internet] [Thesis]. Michigan State University; 2014. [cited 2020 Jan 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:2560.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cho C. Essays on time series econometrics. [Thesis]. Michigan State University; 2014. Available from: http://etd.lib.msu.edu/islandora/object/etd:2560

Not specified: Masters Thesis or Doctoral Dissertation

Texas A&M University

22. Rosenthal, Anna. Estimating optimal doses in random coefficient assay models.

Degree: MS, statistics, 2012, Texas A&M University

URL: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-R815

Subjects/Keywords: statistics.; Major statistics.; Confidence intervals - Mathematical models.; Time-series analysis.; Regression analysis.

Record Details Similar Records

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APA (6^{th} Edition):

Rosenthal, A. (2012). Estimating optimal doses in random coefficient assay models. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-R815

Chicago Manual of Style (16^{th} Edition):

Rosenthal, Anna. “Estimating optimal doses in random coefficient assay models.” 2012. Masters Thesis, Texas A&M University. Accessed January 22, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-R815.

MLA Handbook (7^{th} Edition):

Rosenthal, Anna. “Estimating optimal doses in random coefficient assay models.” 2012. Web. 22 Jan 2020.

Vancouver:

Rosenthal A. Estimating optimal doses in random coefficient assay models. [Internet] [Masters thesis]. Texas A&M University; 2012. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-R815.

Council of Science Editors:

Rosenthal A. Estimating optimal doses in random coefficient assay models. [Masters Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-R815

Hong Kong University of Science and Technology

23.
She, Rui MATH.
Inference for multivariate heavy-tailed *time* *series* models.

Degree: 2018, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-97466 ; https://doi.org/10.14711/thesis-991012659569403412 ; http://repository.ust.hk/ir/bitstream/1783.1-97466/1/th_redirect.html

► This thesis studies the statistical inferences for two representative classical multivariate *time* *series* models with heavy-tailed innovations: multivariate autoregressive moving average (ARMA) models and vector…
(more)

Subjects/Keywords: Time-series analysis ; Multivariate analysis ; Vector analysis ; Economics, Mathematical

Record Details Similar Records

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

APA (6^{th} Edition):

She, R. M. (2018). Inference for multivariate heavy-tailed time series models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-97466 ; https://doi.org/10.14711/thesis-991012659569403412 ; http://repository.ust.hk/ir/bitstream/1783.1-97466/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

She, Rui MATH. “Inference for multivariate heavy-tailed time series models.” 2018. Thesis, Hong Kong University of Science and Technology. Accessed January 22, 2020. http://repository.ust.hk/ir/Record/1783.1-97466 ; https://doi.org/10.14711/thesis-991012659569403412 ; http://repository.ust.hk/ir/bitstream/1783.1-97466/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

She, Rui MATH. “Inference for multivariate heavy-tailed time series models.” 2018. Web. 22 Jan 2020.

Vancouver:

She RM. Inference for multivariate heavy-tailed time series models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2018. [cited 2020 Jan 22]. Available from: http://repository.ust.hk/ir/Record/1783.1-97466 ; https://doi.org/10.14711/thesis-991012659569403412 ; http://repository.ust.hk/ir/bitstream/1783.1-97466/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

She RM. Inference for multivariate heavy-tailed time series models. [Thesis]. Hong Kong University of Science and Technology; 2018. Available from: http://repository.ust.hk/ir/Record/1783.1-97466 ; https://doi.org/10.14711/thesis-991012659569403412 ; http://repository.ust.hk/ir/bitstream/1783.1-97466/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Ryerson University

24.
Zhu, He.
* Analysis* of the dependence structure for

Degree: 2011, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A988

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Zhu, He. “Analysis of the dependence structure for time series of hedge funds returns.” 2011. Thesis, Ryerson University. Accessed January 22, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A988.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Zhu, He. “Analysis of the dependence structure for time series of hedge funds returns.” 2011. Web. 22 Jan 2020.

Vancouver:

Zhu H. Analysis of the dependence structure for time series of hedge funds returns. [Internet] [Thesis]. Ryerson University; 2011. [cited 2020 Jan 22]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A988.

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

Not specified: Masters Thesis or Doctoral Dissertation

Drexel University

25.
Liu, Shunlian.
Well-posedness of hydroelastic waves and their truncated *series* models.

Degree: 2016, Drexel University

URL: http://hdl.handle.net/1860/idea:7743

►

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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Liu, Shunlian. “Well-posedness of hydroelastic waves and their truncated series models.” 2016. Thesis, Drexel University. Accessed January 22, 2020. http://hdl.handle.net/1860/idea:7743.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Liu, Shunlian. “Well-posedness of hydroelastic waves and their truncated series models.” 2016. Web. 22 Jan 2020.

Vancouver:

Liu S. Well-posedness of hydroelastic waves and their truncated series models. [Internet] [Thesis]. Drexel University; 2016. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1860/idea:7743.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Hong Kong

26.
金曙松.; Jin, Shusong.
Nonlinear *time* *series* modeling with application to
finance and other fields.

Degree: PhD, 2005, University of Hong Kong

URL: Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605 ; http://dx.doi.org/10.5353/th_b3199605 ; http://hdl.handle.net/10722/40935

abstract

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Time-series analysis.; Ecology - Mathematical models.; Finance - Mathematical models.; Linear models (Statistics)

Record Details Similar Records

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

APA (6^{th} Edition):

金曙松.; Jin, S. (2005). Nonlinear time series modeling with application to finance and other fields. (Doctoral Dissertation). University of Hong Kong. Retrieved from Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605 ; http://dx.doi.org/10.5353/th_b3199605 ; http://hdl.handle.net/10722/40935

Chicago Manual of Style (16^{th} Edition):

金曙松.; Jin, Shusong. “Nonlinear time series modeling with application to finance and other fields.” 2005. Doctoral Dissertation, University of Hong Kong. Accessed January 22, 2020. Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605 ; http://dx.doi.org/10.5353/th_b3199605 ; http://hdl.handle.net/10722/40935.

MLA Handbook (7^{th} Edition):

金曙松.; Jin, Shusong. “Nonlinear time series modeling with application to finance and other fields.” 2005. Web. 22 Jan 2020.

Vancouver:

金曙松.; Jin S. Nonlinear time series modeling with application to finance and other fields. [Internet] [Doctoral dissertation]. University of Hong Kong; 2005. [cited 2020 Jan 22]. Available from: Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605 ; http://dx.doi.org/10.5353/th_b3199605 ; http://hdl.handle.net/10722/40935.

Council of Science Editors:

金曙松.; Jin S. Nonlinear time series modeling with application to finance and other fields. [Doctoral Dissertation]. University of Hong Kong; 2005. Available from: Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605 ; http://dx.doi.org/10.5353/th_b3199605 ; http://hdl.handle.net/10722/40935

Hong Kong University of Science and Technology

27.
Gao, Zhaoxing.
Statistical inference and hypothesis testing for change-point and threshold in *time* *series* models.

Degree: 2016, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-87099 ; https://doi.org/10.14711/thesis-b1627125 ; http://repository.ust.hk/ir/bitstream/1783.1-87099/1/th_redirect.html

► This thesis considers change-point and threshold problems in *time* *series* and can be separated into three principle parts. For the first part, I investigate the…
(more)

Subjects/Keywords: Time-series analysis ; Multivariate analysis ; Change-point problems ; Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Gao, Z. (2016). Statistical inference and hypothesis testing for change-point and threshold in time series models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87099 ; https://doi.org/10.14711/thesis-b1627125 ; http://repository.ust.hk/ir/bitstream/1783.1-87099/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Gao, Zhaoxing. “Statistical inference and hypothesis testing for change-point and threshold in time series models.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed January 22, 2020. http://repository.ust.hk/ir/Record/1783.1-87099 ; https://doi.org/10.14711/thesis-b1627125 ; http://repository.ust.hk/ir/bitstream/1783.1-87099/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Gao, Zhaoxing. “Statistical inference and hypothesis testing for change-point and threshold in time series models.” 2016. Web. 22 Jan 2020.

Vancouver:

Gao Z. Statistical inference and hypothesis testing for change-point and threshold in time series models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Jan 22]. Available from: http://repository.ust.hk/ir/Record/1783.1-87099 ; https://doi.org/10.14711/thesis-b1627125 ; http://repository.ust.hk/ir/bitstream/1783.1-87099/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao Z. Statistical inference and hypothesis testing for change-point and threshold in time series models. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87099 ; https://doi.org/10.14711/thesis-b1627125 ; http://repository.ust.hk/ir/bitstream/1783.1-87099/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Temple University

28.
Bruce, Scott Alan.
STATISTICAL METHODS FOR SPECTRAL *ANALYSIS* OF NONSTATIONARY *TIME* * SERIES*.

Degree: PhD, 2018, Temple University

URL: http://digital.library.temple.edu/u?/p245801coll10,487252

►

*Statistics*

This thesis proposes novel methods to address specific challenges in analyzing the frequency- and *time*-domain properties of nonstationary *time* *series* data motivated by the…
(more)

Subjects/Keywords: Statistics;

Record Details Similar Records

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

APA (6^{th} Edition):

Bruce, S. A. (2018). STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,487252

Chicago Manual of Style (16^{th} Edition):

Bruce, Scott Alan. “STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES.” 2018. Doctoral Dissertation, Temple University. Accessed January 22, 2020. http://digital.library.temple.edu/u?/p245801coll10,487252.

MLA Handbook (7^{th} Edition):

Bruce, Scott Alan. “STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES.” 2018. Web. 22 Jan 2020.

Vancouver:

Bruce SA. STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES. [Internet] [Doctoral dissertation]. Temple University; 2018. [cited 2020 Jan 22]. Available from: http://digital.library.temple.edu/u?/p245801coll10,487252.

Council of Science Editors:

Bruce SA. STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES. [Doctoral Dissertation]. Temple University; 2018. Available from: http://digital.library.temple.edu/u?/p245801coll10,487252

University of Oxford

29.
Shah, Nauman.
Statistical dynamical models of multivariate financial *time* * series*.

Degree: PhD, 2013, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658389

► The last few years have witnessed an exponential increase in the availability and use of financial market data, which is sampled at increasingly high frequencies.…
(more)

Subjects/Keywords: 332.01; Information engineering; Mathematical finance; Pattern recognition (statistics); Applications and algorithms; Financial time series analysis; Signal processing; Multivariate analysis; Interaction measurement; Causality

Record Details Similar Records

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

APA (6^{th} Edition):

Shah, N. (2013). Statistical dynamical models of multivariate financial time series. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658389

Chicago Manual of Style (16^{th} Edition):

Shah, Nauman. “Statistical dynamical models of multivariate financial time series.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 22, 2020. http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658389.

MLA Handbook (7^{th} Edition):

Shah, Nauman. “Statistical dynamical models of multivariate financial time series.” 2013. Web. 22 Jan 2020.

Vancouver:

Shah N. Statistical dynamical models of multivariate financial time series. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 22]. Available from: http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658389.

Council of Science Editors:

Shah N. Statistical dynamical models of multivariate financial time series. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658389

The Ohio State University

30.
Stewart, J. Richard,1936-.
Principal component *analysis* of *time* * series*.

Degree: PhD, Graduate School, 1970, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662800881667

Subjects/Keywords: Statistics; Time-series analysis

Record Details Similar Records

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

APA (6^{th} Edition):

Stewart, J. R. (1970). Principal component analysis of time series. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662800881667

Chicago Manual of Style (16^{th} Edition):

Stewart, J Richard,1936-. “Principal component analysis of time series.” 1970. Doctoral Dissertation, The Ohio State University. Accessed January 22, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662800881667.

MLA Handbook (7^{th} Edition):

Stewart, J Richard,1936-. “Principal component analysis of time series.” 1970. Web. 22 Jan 2020.

Vancouver:

Stewart JR. Principal component analysis of time series. [Internet] [Doctoral dissertation]. The Ohio State University; 1970. [cited 2020 Jan 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662800881667.

Council of Science Editors:

Stewart JR. Principal component analysis of time series. [Doctoral Dissertation]. The Ohio State University; 1970. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662800881667