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You searched for subject:(TIME SERIES ANALYSIS MATHEMATICAL STATISTICS ). Showing records 1 – 30 of 131925 total matches.

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Columbia University

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

Degree: 2017, Columbia University

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th 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

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Zhu, Ke. “On the LAD estimation and likelihood ratio test for time series models.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed 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 (7th 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

Note: this citation may be lacking information needed for this citation format:
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

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.

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APA (6th 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 (16th 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 (7th 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

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

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

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APA (6th 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 (16th 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 (7th 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 time series .

Degree: 1964, University of British Columbia

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

 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

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APA (6th 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.

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):

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..

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

MLA Handbook (7th 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..

Note: this citation may be lacking information needed for this citation format:
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.

Note: this citation may be lacking information needed for this citation format:
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

 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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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

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

Chicago Manual of Style (16th Edition):

Liu, 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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

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

Subjects/Keywords: Time-series analysis ; Mathematical models

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed 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.

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

MLA Handbook (7th Edition):

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

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

Council of Science Editors:

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

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

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

  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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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 (6th Edition):

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

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):

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

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

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


Macquarie University

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

Degree: 2013, Macquarie University

"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 (6th 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 (16th 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 (7th 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

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

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

APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

  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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

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


Michigan State University

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

Degree: 2014, Michigan State University

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

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

APA (6th Edition):

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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

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


Ryerson University

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

Degree: 2011, Ryerson University

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

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

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

MLA Handbook (7th Edition):

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

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

Council of Science Editors:

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

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


Drexel University

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

Degree: 2016, Drexel University

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

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

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

MLA Handbook (7th Edition):

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

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

Council of Science Editors:

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

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


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

abstract

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Li, WK.

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

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APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

Note: this citation may be lacking information needed for this citation format:
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

Note: this citation may be lacking information needed for this citation format:
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

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;

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

APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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 (16th 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 (7th 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

Subjects/Keywords: Statistics; Time-series analysis

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

APA (6th 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 (16th 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 (7th 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

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