subject:(Time series)

University of Georgia

1. Copley, Andrew. Price dynamics of the woody feedstocks used for wood pellet production in the US South.

Degree: MS, Forest Resources, 2015, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms

► The US South has recently experienced a rapid expansion in wood pellet production. The growth of this industry within the context of international export markets… (more)

Subjects/Keywords: Time series

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APA (6^th Edition):

Copley, A. (2015). Price dynamics of the woody feedstocks used for wood pellet production in the US South. (Masters Thesis). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms

Chicago Manual of Style (16^th Edition):

Copley, Andrew. “Price dynamics of the woody feedstocks used for wood pellet production in the US South.” 2015. Masters Thesis, University of Georgia. Accessed July 20, 2018. http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms.

MLA Handbook (7^th Edition):

Copley, Andrew. “Price dynamics of the woody feedstocks used for wood pellet production in the US South.” 2015. Web. 20 Jul 2018.

Vancouver:

Copley A. Price dynamics of the woody feedstocks used for wood pellet production in the US South. [Internet] [Masters thesis]. University of Georgia; 2015. [cited 2018 Jul 20]. Available from: http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms.

Council of Science Editors:

Copley A. Price dynamics of the woody feedstocks used for wood pellet production in the US South. [Masters Thesis]. University of Georgia; 2015. Available from: http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms

Addis Ababa University

2. Tesfaye, Alemayehu. Determinant of tax revenue in Ethiopia .

Degree: 2015, Addis Ababa University

URL: http://etd.aau.edu.et/dspace/handle/123456789/6819

► The focus of paper is to identify determinants of tax revenue in Ethiopia by using a secondary data and multiple variables regression model. The objective… (more)

Subjects/Keywords: Tax; Time series

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APA (6^th Edition):

Tesfaye, A. (2015). Determinant of tax revenue in Ethiopia . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/6819

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):

Tesfaye, Alemayehu. “Determinant of tax revenue in Ethiopia .” 2015. Thesis, Addis Ababa University. Accessed July 20, 2018. http://etd.aau.edu.et/dspace/handle/123456789/6819.

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

MLA Handbook (7^th Edition):

Tesfaye, Alemayehu. “Determinant of tax revenue in Ethiopia .” 2015. Web. 20 Jul 2018.

Vancouver:

Tesfaye A. Determinant of tax revenue in Ethiopia . [Internet] [Thesis]. Addis Ababa University; 2015. [cited 2018 Jul 20]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6819.

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

Council of Science Editors:

Tesfaye A. Determinant of tax revenue in Ethiopia . [Thesis]. Addis Ababa University; 2015. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6819

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

3. Gorrostieta, Cristina. Dependence in Complex Multivariate Time Series.

Degree: PhD, Biostatistics, 2012, Brown University

URL: https://repository.library.brown.edu/studio/item/bdr:297536/

► In this dissertation work, I develop novel extensions of two classical techniques for the statistical analysis of dependencies in multivariate time series, namely vector autoregressive… (more)

Subjects/Keywords: Multivariate Time Series

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APA (6^th Edition):

Gorrostieta, C. (2012). Dependence in Complex Multivariate Time Series. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:297536/

Chicago Manual of Style (16^th Edition):

Gorrostieta, Cristina. “Dependence in Complex Multivariate Time Series.” 2012. Doctoral Dissertation, Brown University. Accessed July 20, 2018. https://repository.library.brown.edu/studio/item/bdr:297536/.

MLA Handbook (7^th Edition):

Gorrostieta, Cristina. “Dependence in Complex Multivariate Time Series.” 2012. Web. 20 Jul 2018.

Vancouver:

Gorrostieta C. Dependence in Complex Multivariate Time Series. [Internet] [Doctoral dissertation]. Brown University; 2012. [cited 2018 Jul 20]. Available from: https://repository.library.brown.edu/studio/item/bdr:297536/.

Council of Science Editors:

Gorrostieta C. Dependence in Complex Multivariate Time Series. [Doctoral Dissertation]. Brown University; 2012. Available from: https://repository.library.brown.edu/studio/item/bdr:297536/

Texas A&M University

4. Jeong, Jae Sik. Some applications of wavelets to time series data.

Degree: 2009, Texas A&M University

URL: http://hdl.handle.net/1969.1/ETD-TAMU-3074

► The objective of this dissertation is to develop a suitable statistical methodology for parameter estimation in long memory process. Time series data with complex covariance… (more)

Subjects/Keywords: wavelets; time series

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APA (6^th Edition):

Jeong, J. S. (2009). Some applications of wavelets to time series data. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-3074

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):

Jeong, Jae Sik. “Some applications of wavelets to time series data.” 2009. Thesis, Texas A&M University. Accessed July 20, 2018. http://hdl.handle.net/1969.1/ETD-TAMU-3074.

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

MLA Handbook (7^th Edition):

Jeong, Jae Sik. “Some applications of wavelets to time series data.” 2009. Web. 20 Jul 2018.

Vancouver:

Jeong JS. Some applications of wavelets to time series data. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-3074.

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

Council of Science Editors:

Jeong JS. Some applications of wavelets to time series data. [Thesis]. Texas A&M University; 2009. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-3074

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

University of Hong Kong

5. 朱倩倩; Zhu, Qianqian. On quantile inference for conditional heteroscedastic models.

Degree: PhD, 2017, University of Hong Kong

URL: http://hdl.handle.net/10722/249880

► In this thesis, three conditional heteroscedatic models are investigated under a quantile regression framework. Among these three models, two are first proposed as new conditional… (more)

▼ In this thesis, three conditional heteroscedatic models are investigated under a quantile regression framework. Among these three models, two are first proposed as new conditional heteroscedatic models while the remaining one is considered from a new perspective of quantile estimation. First, this thesis proposes a new linear double autoregression model which is compatible with the quantile regression. The existence of strictly stationary solutions is discussed, and a necessary and sufficient condition is established. A doubly weighted conditional quantile estimation is introduced, where the first set of weights ensures the asymptotic normality of the estimators, and the second improves its efficiency through balancing individual conditional quantile estimators across multiple quantile levels. Moreover, goodness-of-fit tests based on the quantile autocorrelation function are suggested for checking the adequacy of the fitted models. Simulation studies indicate that the proposed inference tools perform well in finite samples, and an empirical example illustrates the usefulness of the new model. Secondly, this thesis introduces a novel quantile double autoregression model which is driven by functionally dependent autoregressive coefficients. A simple but nontrivial transformation is employed to the scale part, which removes positive restrictions on the scale functional coefficients. The strict stationarity is discussed under mild conditions, and a global self-weighted conditional quantile estimator is considered. The strong consistency and asymptotic normality of the proposed estimator are established with only fractional moments on the process, which allows the model to handle heavy-tailed data. Simulation results demonstrate the finite sample performance of the proposed methodology, and an empirical example is presented to illustrate the usefulness of the new model. Finally, this thesis considers a regression model with ARCH or GARCH errors. Traditionally the conditional quantiles are estimated using a two-step procedure: first, the conditional mean is estimated, and in the second step, the conditional quantile is estimated by a quantile regression on the estimated regression residuals from the first step. The efficiency and limiting distributions of these two-step quantile regression estimates are affected by the first-step preliminary estimation. Moreover, the two-step quantile regression may suffer from the efficiency loss due to the conditional heteroscedasticity. In this thesis, a joint estimation approach, where both the conditional mean and the ARCH or GARCH error structure are incorporated in the conditional quantile estimation, is proposed. The joint estimation procedure is expected to be more efficient than the conventional two-step approach based on the estimated residuals. Meanwhile, additional efficiency gain can be achieved from the weighted quantile regression. Asymptotic properties are developed for the joint weighted estimator and its resulting conditional quantile predictor. Simulation… Advisors/Committee Members: Li, G.

Subjects/Keywords: Time-series analysis

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APA (6^th Edition):

朱倩倩; Zhu, Q. (2017). On quantile inference for conditional heteroscedastic models. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249880

Chicago Manual of Style (16^th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed July 20, 2018. http://hdl.handle.net/10722/249880.

MLA Handbook (7^th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Web. 20 Jul 2018.

Vancouver:

朱倩倩; Zhu Q. On quantile inference for conditional heteroscedastic models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10722/249880.

Council of Science Editors:

朱倩倩; Zhu Q. On quantile inference for conditional heteroscedastic models. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249880

University of Hong Kong

6. Lo, Pak-hang. On a buffered conditional volatility process.

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

URL: Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446

►

The traditional threshold time series model is famous for its capability in capturing asymmetry. Regime switching takes place immediately when a certain variable crosses the… (more)

Subjects/Keywords: Time-series analysis

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APA (6^th Edition):

Lo, P. (2014). On a buffered conditional volatility process. (Masters Thesis). University of Hong Kong. Retrieved from Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446

Chicago Manual of Style (16^th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Masters Thesis, University of Hong Kong. Accessed July 20, 2018. Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446.

MLA Handbook (7^th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Web. 20 Jul 2018.

Vancouver:

Lo P. On a buffered conditional volatility process. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2018 Jul 20]. Available from: Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446.

Council of Science Editors:

Lo P. On a buffered conditional volatility process. [Masters Thesis]. University of Hong Kong; 2014. Available from: Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446

University of Hong Kong

7. 劉釗; Liu, Zhao. On mixture double autoregressive time series models.

Degree: M. Phil., 2013, University of Hong Kong

URL: Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465

►

Conditional heteroscedastic models are one important type of time series models which have been widely investigated and brought out continuously by scholars in time series… (more)

Subjects/Keywords: Time-series analysis

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APA (6^th Edition):

劉釗; Liu, Z. (2013). On mixture double autoregressive time series models. (Masters Thesis). University of Hong Kong. Retrieved from Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465

Chicago Manual of Style (16^th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Masters Thesis, University of Hong Kong. Accessed July 20, 2018. Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465.

MLA Handbook (7^th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Web. 20 Jul 2018.

Vancouver:

劉釗; Liu Z. On mixture double autoregressive time series models. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2018 Jul 20]. Available from: Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465.

Council of Science Editors:

劉釗; Liu Z. On mixture double autoregressive time series models. [Masters Thesis]. University of Hong Kong; 2013. Available from: Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465

University of Hong Kong

8. Guan, Bo. On some new threshold-type time series models.

Degree: PhD, 2013, University of Hong Kong

URL: Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266

►

The subject of time series analysis has drawn significant attentions in recent years, since it is of tremendous interest to practitioners, as well as to… (more)

▼

The subject of time series analysis has drawn significant attentions in recent years, since it is of tremendous interest to practitioners, as well as to academic researchers, to make statistical inferences and forecasts of future values of the interested variables. To do forecasting, parametric models are often required to describe the patterns of the observed data set. In order to describe data adequately, such statistical models should be established based on fundamental principles. Two threshold-type time series models, the buffered threshold autoregressive (BAR) model and the threshold moving-average (TMA) model are studied in this thesis. The most important contribution of this thesis is the extension of the classical threshold models via regime switching mechanisms that exhibit hysteresis to a new model called the buffered threshold model. For this type of new models, there is a buffer zone for the regime switching mechanism. The self-exciting buffered threshold autoregressive model has been thoroughly studied: a sufficient condition is given for the geometric ergodicity of the two-regime BAR process; the conditional least squares estimation is considered for the parameter estimation of the BAR model, and asymptotic properties including strong consistency and asymptotic distributions of the least square estimators are also derived. Monte Carlo experiments are conducted to give further support to the methodology developed for the new model. Two empirical examples are used to demonstrate the importance of the BAR model. Potential extensions for the basic buffer processes are discussed as well. Such extensions are expected to follow the development of classical threshold model and are motivated by their relationships with phenomena in the physical sciences. The proposed buffer process is more general than the classical threshold model, and it should be able to capture more nonlinear features exhibited by this nonlinear world than its predecessor. Although the theoretical understanding of the model is still at its infancy, it is believed that the buffer process will provide both researchers and practitioners with a useful tool to understand the nonlinear world. Moreover, some statistical properties of the threshold moving-average models are studied. Computer simulations have been extensively used, and some mathematical interpretation is attempted in the light of some existing research works. The model-building procedure for the TMA models is also reviewed. The effectiveness of some classical information criteria in selecting the correct TMA model is studied. A goodness-of-fit test is derived which would be useful in diagnostic checking the fitted TMA models.

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yu, PLH, Ching, WK, Li, WK.

Subjects/Keywords: Time series analysis.

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APA (6^th Edition):

Guan, B. (2013). On some new threshold-type time series models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266

Chicago Manual of Style (16^th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed July 20, 2018. Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266.

MLA Handbook (7^th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Web. 20 Jul 2018.

Vancouver:

Guan B. On some new threshold-type time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2018 Jul 20]. Available from: Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266.

Council of Science Editors:

Guan B. On some new threshold-type time series models. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266

University of Hong Kong

9. 李源; Li, Yuan. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.

Degree: M. Phil., 2012, University of Hong Kong

URL: Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876

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This thesis aims at investigating different forms of residuals from a general time series model with conditional mean and conditional variance fitted by the Gaussian… (more)

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This thesis aims at investigating different forms of residuals from a general time series model with conditional mean and conditional variance fitted by the Gaussian quasi-maximum likelihood method. We investigated the limiting distributions of autocorrelation and partial autocorrelation functions under different forms of residuals. Based on them we devised some individual portmanteau tests and two mixed portmanteau tests. We started by exploring the asymptotic normalities of the residual autocorrelation functions, the squared residual autocorrelation functions and absolute residual autocorrelation functions from the fitted time series model. This leads to three individual portmanteau tests. Then we generalized them to their counterparts of partial autocorrelation functions, and this results in another three individual portmanteau tests. We carried out simulations studies to compare the six individual portmanteau tests and find that some tests are sensitive to mis-specification in the conditional mean while other tests are effective to detect mis-specification in the conditional variance. However, for the case that the mis-specifications happen in both conditional mean and variance, none of these individual portmanteau tests present remarkable power. Based on this, we continued to investigate the joint limiting distributions of the residual autocorrelation functions and absolute residual autocorrelation functions of the fitted model since the former one is powerful to identify mis-specification in the conditional mean and the latter one works well when the conditional variance is mis-specified. This leads to two mixed portmanteau tests for diagnostic checking of the fitted model. Simulation studies are carried out to check the asymptotic theory and to assess the performance of the mixed portmanteau tests. It shows that the mixed portmanteau tests have the power to detect mis-specification in the conditional mean and conditional variance respectively while it is feasible to detect both of them.

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Li, G, Li, WK.

Subjects/Keywords: Time-series analysis.

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

APA (6^th Edition):

李源; Li, Y. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Masters Thesis). University of Hong Kong. Retrieved from Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876

Chicago Manual of Style (16^th Edition):

李源; Li, Yuan. “On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.” 2012. Masters Thesis, University of Hong Kong. Accessed July 20, 2018. Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876.

MLA Handbook (7^th Edition):

李源; Li, Yuan. “On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.” 2012. Web. 20 Jul 2018.

Vancouver:

李源; Li Y. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2018 Jul 20]. Available from: Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876.

Council of Science Editors:

李源; Li Y. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. [Masters Thesis]. University of Hong Kong; 2012. Available from: Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876

University of Leicester

10. Boonyasana, Kwanruetai. World electricity co-operation.

Degree: PhD, 2013, University of Leicester

URL: http://hdl.handle.net/2381/27793

► This thesis evaluates the effect of electricity co-operation regarding import and export on electricity prices for OECD countries and on CO2 emissions for the world.… (more)

Subjects/Keywords: 333.793; panel data; time series

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APA (6^th Edition):

Boonyasana, K. (2013). World electricity co-operation. (Doctoral Dissertation). University of Leicester. Retrieved from http://hdl.handle.net/2381/27793

Chicago Manual of Style (16^th Edition):

Boonyasana, Kwanruetai. “World electricity co-operation.” 2013. Doctoral Dissertation, University of Leicester. Accessed July 20, 2018. http://hdl.handle.net/2381/27793.

MLA Handbook (7^th Edition):

Boonyasana, Kwanruetai. “World electricity co-operation.” 2013. Web. 20 Jul 2018.

Vancouver:

Boonyasana K. World electricity co-operation. [Internet] [Doctoral dissertation]. University of Leicester; 2013. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2381/27793.

Council of Science Editors:

Boonyasana K. World electricity co-operation. [Doctoral Dissertation]. University of Leicester; 2013. Available from: http://hdl.handle.net/2381/27793

University of Georgia

11. Vaughan, Amy. Statistical inferences and visualization based on a scale-space approach.

Degree: PhD, Statistics, 2009, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd

► SiZer (SIgnificant ZERo crossing of the derivatives) is a scale-space visualization tool for statistical inferences. In this paper we introduce a graphical device, which is… (more)

Subjects/Keywords: Comparison of multiple time series

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APA (6^th Edition):

Vaughan, A. (2009). Statistical inferences and visualization based on a scale-space approach. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd

Chicago Manual of Style (16^th Edition):

Vaughan, Amy. “Statistical inferences and visualization based on a scale-space approach.” 2009. Doctoral Dissertation, University of Georgia. Accessed July 20, 2018. http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd.

MLA Handbook (7^th Edition):

Vaughan, Amy. “Statistical inferences and visualization based on a scale-space approach.” 2009. Web. 20 Jul 2018.

Vancouver:

Vaughan A. Statistical inferences and visualization based on a scale-space approach. [Internet] [Doctoral dissertation]. University of Georgia; 2009. [cited 2018 Jul 20]. Available from: http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd.

Council of Science Editors:

Vaughan A. Statistical inferences and visualization based on a scale-space approach. [Doctoral Dissertation]. University of Georgia; 2009. Available from: http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd

University of Georgia

12. Qu, Junfeng. Time series data mining of structure changes using dynamic systems.

Degree: PhD, Computer Science, 2006, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd

► This research emphasizes discovery of important changes in structure of time series data. These structural changes imply the loss of customary patterns and the appearance… (more)

Subjects/Keywords: time series

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APA (6^th Edition):

Qu, J. (2006). Time series data mining of structure changes using dynamic systems. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd

Chicago Manual of Style (16^th Edition):

Qu, Junfeng. “Time series data mining of structure changes using dynamic systems.” 2006. Doctoral Dissertation, University of Georgia. Accessed July 20, 2018. http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd.

MLA Handbook (7^th Edition):

Qu, Junfeng. “Time series data mining of structure changes using dynamic systems.” 2006. Web. 20 Jul 2018.

Vancouver:

Qu J. Time series data mining of structure changes using dynamic systems. [Internet] [Doctoral dissertation]. University of Georgia; 2006. [cited 2018 Jul 20]. Available from: http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd.

Council of Science Editors:

Qu J. Time series data mining of structure changes using dynamic systems. [Doctoral Dissertation]. University of Georgia; 2006. Available from: http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd

University of Georgia

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

Degree: PhD, Statistics, 2007, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd

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

Subjects/Keywords: Time series central subspace

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APA (6^th Edition):

Park, J. (2007). Dimension reduction in time series. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd

Chicago Manual of Style (16^th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2007. Doctoral Dissertation, University of Georgia. Accessed July 20, 2018. http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd.

MLA Handbook (7^th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2007. Web. 20 Jul 2018.

Vancouver:

Park J. Dimension reduction in time series. [Internet] [Doctoral dissertation]. University of Georgia; 2007. [cited 2018 Jul 20]. Available from: http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd.

Council of Science Editors:

Park J. Dimension reduction in time series. [Doctoral Dissertation]. University of Georgia; 2007. Available from: http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd

University of Alberta

14. Mueller, David A. Time Series Discords.

Degree: MS, Department of Computing Science, 2013, University of Alberta

URL: https://era.library.ualberta.ca/files/g445cd805

► Time series discords, as introduced in by Keogh et al. [5] is described as the subsequence in the time series which is maximally different from… (more)

Subjects/Keywords: Anomaly Detection; Discord; Time Series

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APA (6^th Edition):

Mueller, D. A. (2013). Time Series Discords. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/g445cd805

Chicago Manual of Style (16^th Edition):

Mueller, David A. “Time Series Discords.” 2013. Masters Thesis, University of Alberta. Accessed July 20, 2018. https://era.library.ualberta.ca/files/g445cd805.

MLA Handbook (7^th Edition):

Mueller, David A. “Time Series Discords.” 2013. Web. 20 Jul 2018.

Vancouver:

Mueller DA. Time Series Discords. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2018 Jul 20]. Available from: https://era.library.ualberta.ca/files/g445cd805.

Council of Science Editors:

Mueller DA. Time Series Discords. [Masters Thesis]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/g445cd805

Addis Ababa University

15. Tewodros, Gebru. The Determinants of Economic Growth in Ethiopia: A Time Series Analysis .

Degree: 2015, Addis Ababa University

URL: http://etd.aau.edu.et/dspace/handle/123456789/6821

► The main objective of this study is to investigate the determinants of economic growth in Ethiopia during the period 1974-2013. The Autoregressive Distributed Lag (ARDL)… (more)

Subjects/Keywords: Economic Growth; Time Series

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APA (6^th Edition):

Tewodros, G. (2015). The Determinants of Economic Growth in Ethiopia: A Time Series Analysis . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/6821

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):

Tewodros, Gebru. “The Determinants of Economic Growth in Ethiopia: A Time Series Analysis .” 2015. Thesis, Addis Ababa University. Accessed July 20, 2018. http://etd.aau.edu.et/dspace/handle/123456789/6821.

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

MLA Handbook (7^th Edition):

Tewodros, Gebru. “The Determinants of Economic Growth in Ethiopia: A Time Series Analysis .” 2015. Web. 20 Jul 2018.

Vancouver:

Tewodros G. The Determinants of Economic Growth in Ethiopia: A Time Series Analysis . [Internet] [Thesis]. Addis Ababa University; 2015. [cited 2018 Jul 20]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6821.

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

Council of Science Editors:

Tewodros G. The Determinants of Economic Growth in Ethiopia: A Time Series Analysis . [Thesis]. Addis Ababa University; 2015. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6821

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

University of Johannesburg

16. Human, Johannes Urbanus. Some aspects of harmonic time series analysis .

Degree: 2012, University of Johannesburg

URL: http://hdl.handle.net/10210/4275

► Harmonic time series are often used to describe the periodic nature of a time series, for example the periodic nature of a variable star’s observed… (more)

Subjects/Keywords: Harmonic analysis; Time-series analysis

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APA (6^th Edition):

Human, J. U. (2012). Some aspects of harmonic time series analysis . (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/4275

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):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis .” 2012. Thesis, University of Johannesburg. Accessed July 20, 2018. http://hdl.handle.net/10210/4275.

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

MLA Handbook (7^th Edition):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis .” 2012. Web. 20 Jul 2018.

Vancouver:

Human JU. Some aspects of harmonic time series analysis . [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10210/4275.

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

Council of Science Editors:

Human JU. Some aspects of harmonic time series analysis . [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/4275

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

University of Toronto

17. Karapanagiotidis, Paul. Essays in Financial and Macro Econometrics.

Degree: PhD, 2014, University of Toronto

URL: http://hdl.handle.net/1807/68202

► Theory suggests that physical commodity prices may exhibit nonlinear features such as bubbles and various types of asymmetries. Chapter one investigates these claims empirically by… (more)

▼ Theory suggests that physical commodity prices may exhibit nonlinear features such as bubbles and various types of asymmetries. Chapter one investigates these claims empirically by introducing a new time series model apt to capture such features. The data set is composed of 25 individual, continuous contract, commodity futures price series, representative of a number of industry sectors including softs, precious metals, energy, and livestock. It is shown that the linear causal ARMA model with Gaussian innovations is unable to adequately account for the features of the data. In the purely descriptive time series literature, often a threshold autoregression (TAR) is employed to model cycles or asymmetries. Rather than take this approach, we suggest a novel process which is able to accommodate both bubbles and asymmetries in a flexible way. This process is composed of both causal and noncausal components and is formalized as the mixed causal/noncausal autoregressive model of order (r; s). Estimating the mixed causal/noncausal model with leptokurtic errors, by an approximated maximum likelihood method, results in dramatically improved model fit according to the Akaike information criterion. Comparisons of the estimated unconditional distributions of both the purely causal and mixed models also suggest that the mixed causal/noncausal model is more representative of the data according to the Kullback-Leibler measure. Moreover, these estimation results demonstrate that allowing for such leptokurtic errors permits identification of various types of asymmetries. Finally, a strategy for computing the multiple steps ahead forecast of the conditional distribution is discussed.Chapter two considers a vector autoregressive model (VAR) model with stochastic volatility which appeals to the Inverse Wishart distribution. Dramatic changes in macroeconomic time series volatility pose a challenge to contemporary VAR forecasting models. Traditionally, the conditional volatility of such models had been assumed constant over time or allowed for breaks across long time periods. More recent work, however, has improved forecasts by allowing the conditional volatility to be completely time variant by specifying the VAR innovation variance as a distinct discrete time process. For example, Clark (2011) specifies the elements of the covariance matrix process of the VAR innovations as linear functions of independent nonstationary processes. Unfortunately, there is no empirical reason to believe that the VAR innovation volatility processes of macroeconomic growth series are nonstationary, nor that the volatility dynamics of each series are structured in this way. This suggests that a more robust specification on the volatility process – one that both easily captures volatility spill-over across time series and exhibits stationary behaviour – should improve density forecasts, especially over the long-run forecasting horizon. In this respect, we employ a latent Inverse Wishart autoregressive stochastic volatility specification on the conditional… Advisors/Committee Members: Christian, Gourieroux, Economics.

Subjects/Keywords: Econometrics; Time series; 0501

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APA (6^th Edition):

Karapanagiotidis, P. (2014). Essays in Financial and Macro Econometrics. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/68202

Chicago Manual of Style (16^th Edition):

Karapanagiotidis, Paul. “Essays in Financial and Macro Econometrics.” 2014. Doctoral Dissertation, University of Toronto. Accessed July 20, 2018. http://hdl.handle.net/1807/68202.

MLA Handbook (7^th Edition):

Karapanagiotidis, Paul. “Essays in Financial and Macro Econometrics.” 2014. Web. 20 Jul 2018.

Vancouver:

Karapanagiotidis P. Essays in Financial and Macro Econometrics. [Internet] [Doctoral dissertation]. University of Toronto; 2014. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1807/68202.

Council of Science Editors:

Karapanagiotidis P. Essays in Financial and Macro Econometrics. [Doctoral Dissertation]. University of Toronto; 2014. Available from: http://hdl.handle.net/1807/68202

Nelson Mandela Metropolitan University

18. Mlambo, Farai Fredric. Good's casualty for time series: a regime-switching framework.

Degree: Faculty of Science, 2014, Nelson Mandela Metropolitan University

URL: http://hdl.handle.net/10948/6018

► Causal analysis is a significant role-playing field in the applied sciences such as statistics, econometrics, and technometrics. Particularly, probability-raising models have warranted significant research interest.… (more)

Subjects/Keywords: Time-series analysis; Econometrics

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APA (6^th Edition):

Mlambo, F. F. (2014). Good's casualty for time series: a regime-switching framework. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/6018

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):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Thesis, Nelson Mandela Metropolitan University. Accessed July 20, 2018. http://hdl.handle.net/10948/6018.

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

MLA Handbook (7^th Edition):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Web. 20 Jul 2018.

Vancouver:

Mlambo FF. Good's casualty for time series: a regime-switching framework. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2014. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10948/6018.

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

Council of Science Editors:

Mlambo FF. Good's casualty for time series: a regime-switching framework. [Thesis]. Nelson Mandela Metropolitan University; 2014. Available from: http://hdl.handle.net/10948/6018

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

Queens University

19. Rahim, Karim. Applications of Multitaper Spectral Analysis to Nonstationary Data .

Degree: Mathematics & Statistics, 2014, Queens University

URL: http://hdl.handle.net/1974/12584

► This thesis is concerned with changes in the spectrum over time observed in Holocene climate data as recorded in the Burgundy grape harvest date series.… (more)

▼ This thesis is concerned with changes in the spectrum over time observed in Holocene climate data as recorded in the Burgundy grape harvest date series. These changes represent nonstationarities, and while spectral estimation techniques are relatively robust in the presence of nonstationarity – that is, they are able to detect significant contributions to power at a given frequency in cases where the contribution to power at that given frequency is not constant over time – estimation and prediction can be improved by considering nonstationarity. We propose improving spectral estimation by considering such changes. Specifically, we propose estimating the level of change in frequency over time, detecting change-point(s) and sectioning the time series into stationary segments. We focus on locating a change in frequency domain in time, and propose a graphical technique to detect spectral changes over time. We test the estimation technique in simulation, and then apply it to the Burgundy grape harvest date series. The Burgundy grape harvest date series was selected to demonstrate the introduced estimator and methodology because the time series is equally spaced, has few missing values, and a multitaper spectral analysis, which the methodology proposed in this thesis is based on, of the grape harvest date series was recently published. In addition, we propose a method using a test for goodness-of-fit of autoregressive estimators to aid in assessment of change in spectral properties over time. This thesis has four components: (1) introduction and study of a level-of-change estimator for use in the frequency domain change-point detection, (2) spectral analysis of the Burgundy grape harvest date series, (3) goodness-of-fit estimates for autoregressive processes, and (4) introduction of a statistical software package for multitaper spectral analysis. We present four results. (1) We introduce and demonstrate the feasibility of a level-of-change estimator. (2) We present a spectral analysis and coherence study of the Burgundy grape harvest date series that includes locating a change-point. (3) We present a study showing an advantage using multitaper spectral estimates when calculating autocorrelation coefficients. And (4) we introduce an R software package, available on the CRAN, to perform multitaper spectral estimation.

Subjects/Keywords: Spectral Analysis; Time Series

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APA (6^th Edition):

Rahim, K. (2014). Applications of Multitaper Spectral Analysis to Nonstationary Data . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/12584

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):

Rahim, Karim. “Applications of Multitaper Spectral Analysis to Nonstationary Data .” 2014. Thesis, Queens University. Accessed July 20, 2018. http://hdl.handle.net/1974/12584.

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

MLA Handbook (7^th Edition):

Rahim, Karim. “Applications of Multitaper Spectral Analysis to Nonstationary Data .” 2014. Web. 20 Jul 2018.

Vancouver:

Rahim K. Applications of Multitaper Spectral Analysis to Nonstationary Data . [Internet] [Thesis]. Queens University; 2014. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1974/12584.

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

Council of Science Editors:

Rahim K. Applications of Multitaper Spectral Analysis to Nonstationary Data . [Thesis]. Queens University; 2014. Available from: http://hdl.handle.net/1974/12584

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

Queens University

20. Pohlkamp-Hartt, Joshua. Computationally Intensive Methods for Spectrum Estimation .

Degree: Mathematics & Statistics, 2016, Queens University

URL: http://hdl.handle.net/1974/14291

► Spectrum estimation is an essential technique for analyzing time series data. A leading method in the field of spectrum estimation is the multitaper method. The… (more)

Subjects/Keywords: Time Series; Spectrum Estimation

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APA (6^th Edition):

Pohlkamp-Hartt, J. (2016). Computationally Intensive Methods for Spectrum Estimation . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/14291

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):

Pohlkamp-Hartt, Joshua. “Computationally Intensive Methods for Spectrum Estimation .” 2016. Thesis, Queens University. Accessed July 20, 2018. http://hdl.handle.net/1974/14291.

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

MLA Handbook (7^th Edition):

Pohlkamp-Hartt, Joshua. “Computationally Intensive Methods for Spectrum Estimation .” 2016. Web. 20 Jul 2018.

Vancouver:

Pohlkamp-Hartt J. Computationally Intensive Methods for Spectrum Estimation . [Internet] [Thesis]. Queens University; 2016. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1974/14291.

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

Council of Science Editors:

Pohlkamp-Hartt J. Computationally Intensive Methods for Spectrum Estimation . [Thesis]. Queens University; 2016. Available from: http://hdl.handle.net/1974/14291

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

McMaster University

21. Barrows, Dexter. A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series.

Degree: MSc, 2016, McMaster University

URL: http://hdl.handle.net/11375/19103

►

Forecasting tools play an important role in public response to epidemics. Despite this, limited work has been done in comparing best-in-class techniques across the broad… (more)

Subjects/Keywords: Forecasting; Time series; Estimation; Fitting

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APA (6^th Edition):

Barrows, D. (2016). A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/19103

Chicago Manual of Style (16^th Edition):

Barrows, Dexter. “A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series.” 2016. Masters Thesis, McMaster University. Accessed July 20, 2018. http://hdl.handle.net/11375/19103.

MLA Handbook (7^th Edition):

Barrows, Dexter. “A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series.” 2016. Web. 20 Jul 2018.

Vancouver:

Barrows D. A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series. [Internet] [Masters thesis]. McMaster University; 2016. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/11375/19103.

Council of Science Editors:

Barrows D. A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series. [Masters Thesis]. McMaster University; 2016. Available from: http://hdl.handle.net/11375/19103

University of Waterloo

22. Seglenieks, Frank. Creation of a gridded time series of hydrological variables for Canada.

Degree: 2009, University of Waterloo

URL: http://hdl.handle.net/10012/4513

► There is a lack of measured, long-term, reliable, and well-distributed hydrological variables in Canada. These hydrological variables include, but are not limited to: temperature, precipitation,… (more)

▼ There is a lack of measured, long-term, reliable, and well-distributed hydrological variables in Canada. These hydrological variables include, but are not limited to: temperature, precipitation, ground runoff, evapotranspiration, soil moisture, and snow water equivalent. The objective of this thesis was to establish the best possible distributed estimates of these hydrological variables for Canada over the period of 1961-2000. The first step was to interpolate measured temperature and precipitation across the country. These interpolated values were then used to calculate the other hydrological variables using the Waterloo Flood Forecasting Model (WATFLOOD). The Waterloo Mapping technique (WATMAP) was developed to use topographic and land cover databases to automatically and systematically derive the information needed to create the drainage database. WATFLOOD was calibrated with the Dynamically Dimensioned Search (DDS) algorithm using the difference between the measured and simulated streamflow as the objective function. After a final calibration of 100 separate DDS runs, distributed time series for the hydrological variables were created. A simple assessment was made for the predictive uncertainty in the simulated streamflow results based on the results of the final calibration. As well, the implications of various climate change scenarios were examined in the context of how they would change the hydrological variables. The major recommendations for future study included: finding other gridded datasets that could be used to verify the ones that were created in this study and examining further the magnitudes of the different kinds of predictive uncertainty (data, model, and parameter). The results of this thesis fit in well with the goals of the study on Predictions in Ungauged Basins. This thesis was organized along the principle of “design the process, not the product”. As such, although a set of final products are presented at the end, the most important part of the thesis was the process that achieved these products. Thus it is not assumed that every technique designed in this thesis will be applicable to every other researcher, but it hoped that most researchers in the field will be able to use at least some parts of the techniques developed here.

Subjects/Keywords: hydrological modelling; gridded time series

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APA (6^th Edition):

Seglenieks, F. (2009). Creation of a gridded time series of hydrological variables for Canada. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4513

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):

Seglenieks, Frank. “Creation of a gridded time series of hydrological variables for Canada.” 2009. Thesis, University of Waterloo. Accessed July 20, 2018. http://hdl.handle.net/10012/4513.

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

MLA Handbook (7^th Edition):

Seglenieks, Frank. “Creation of a gridded time series of hydrological variables for Canada.” 2009. Web. 20 Jul 2018.

Vancouver:

Seglenieks F. Creation of a gridded time series of hydrological variables for Canada. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10012/4513.

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

Council of Science Editors:

Seglenieks F. Creation of a gridded time series of hydrological variables for Canada. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4513

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

23. Sanaboyina, Tulasi Priyanka. Performance Evaluation of Time series Databases based on Energy Consumption.

Degree: 2016, , Department of Communication Systems

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-13593

► The vision of the future Internet of Things is posing new challenges due to gigabytes of data being generated everyday by millions of sensors,… (more)

▼ The vision of the future Internet of Things is posing new challenges due to gigabytes of data being generated everyday by millions of sensors, actuators, RFID tags, and other devices. As the volume of data is growing dramatically, so is the demand for performance enhancement. When it comes to this big data problem, much attention has been given to cloud computing and virtualization for their almost unlimited resource capacity, ﬂexible resource allocation and management, and distributed processing ability that promise high scalability and availability. On the other hand, the variety of types and nature of data is continuously increasing. Almost without exception, data centers supporting cloud based services are monitored for performance and security and the resulting monitoring data needs to be stored somewhere. Similarly, billions of sensors that are scattered throughout the world are pumping out huge amount of data, which is handled by a database. Typically, the monitoring data consists time series, that is numbers indexed by time. To handle this type of time series data a distributed time series database is needed. Nowadays, many database systems are available but it is difficult to use them for storing and managing large volumes of time series data. Monitoring large amounts of periodic data would be better done using a database optimized for storing time series data. The traditional and dominant relational database systems have been questioned whether they can still be the best choice for current systems with all the new requirements. Choosing an appropriate database for storing huge amounts of time series data is not trivial as one must take into account diﬀerent aspects such as manageability, scalability and extensibility. During the last years NoSQL databases have been developed to address the needs of tremendous performance, reliability and horizontal scalability. NoSQL time series databases (TSDBs) have risen to combine valuable NoSQL properties with characteristics of time series data from a variety of use-cases. In the same way that performance has been central to systems evaluation, energy-efﬁciency is quickly growing in importance for minimizing IT costs. In this thesis, we compared the performance of two NoSQL distributed time series databases, OpenTSDB and InﬂuxDB, based on the energy consumed by them in different scenarios, using the same set of machines and the same data. We evaluated the amount of energy consumed by each database on single host and multiple hosts, as the databases compared are distributed time series databases. Individual analysis and comparative analysis is done between the databases. In this report we present the results of this study and the performance of these databases based on energy consumption.

Subjects/Keywords: Time series databases; Energy Consumption

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APA (6^th Edition):

Sanaboyina, T. P. (2016). Performance Evaluation of Time series Databases based on Energy Consumption. (Thesis). , Department of Communication Systems. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:bth-13593

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):

Sanaboyina, Tulasi Priyanka. “Performance Evaluation of Time series Databases based on Energy Consumption.” 2016. Thesis, , Department of Communication Systems. Accessed July 20, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-13593.

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

MLA Handbook (7^th Edition):

Sanaboyina, Tulasi Priyanka. “Performance Evaluation of Time series Databases based on Energy Consumption.” 2016. Web. 20 Jul 2018.

Vancouver:

Sanaboyina TP. Performance Evaluation of Time series Databases based on Energy Consumption. [Internet] [Thesis]. , Department of Communication Systems; 2016. [cited 2018 Jul 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-13593.

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

Council of Science Editors:

Sanaboyina TP. Performance Evaluation of Time series Databases based on Energy Consumption. [Thesis]. , Department of Communication Systems; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-13593

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

Texas A&M University

24. Fang, Lu. Three Essays on Time Series Analysis of Chinese Financial Markets.

Degree: 2017, Texas A&M University

URL: http://hdl.handle.net/1969.1/161318

► This dissertation studies three important issues in Chinese financial markets. The interdependence structure and information transmission among Chinese cross-listed stocks in Shanghai, Hong Kong and… (more)

▼ This dissertation studies three important issues in Chinese financial markets. The interdependence structure and information transmission among Chinese cross-listed stocks in Shanghai, Hong Kong and New York is examined. Results indicate that the home bias hypothesis, which suggests the dominant role of home market in pricing information transmission, is strongly supported in contemporaneous time, modestly supported at the short horizon and not supported at the long horizon. The Shanghai market as the home market is highly exogenous at all horizons. Moreover, the Hong Kong market leads the New York market in contemporaneous time. Whether interest rates help to forecast stock returns in China is studied using the prequential approach. With respect to calibration (reliability), it is found that including interest rates in the model improves the model?s ability to issue realistic probability forecasts of stock returns ? a model of stock returns that does not include interest rates as an explanatory variable is not as well calibrated as a model that does include interest rates in the stock returns equation. With regard to sorting (resolution), results suggest that the model that includes interest rates performs better in distinguishing stock returns that actually occur and stock returns that do not occur when compared to a model that does not include interest rates in the stock returns equation. Overall, the interest rates help in forecasting stock returns in China in terms of both calibration and sorting. Two factor analysis methods are investigated through forecasting Chinese interest rate based on a factor-augmented vector autoregression (FAVAR). Factors are estimated from 288 Chinese security series to reflect the common forces that drive the movements and dynamics in the Chinese equity market. As a result, the factor estimation method by Lam and Yao outperforms the traditional principal components analysis (PCA) in terms of forecasting accuracy, especially at the short horizons. Advisors/Committee Members: Bessler, David (advisor), Wu, Ximing (committee member), Bryant, Henry (committee member), Leatham, David (committee member).

Subjects/Keywords: Time series; Chinese financial markets

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APA (6^th Edition):

Fang, L. (2017). Three Essays on Time Series Analysis of Chinese Financial Markets. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/161318

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):

Fang, Lu. “Three Essays on Time Series Analysis of Chinese Financial Markets.” 2017. Thesis, Texas A&M University. Accessed July 20, 2018. http://hdl.handle.net/1969.1/161318.

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

MLA Handbook (7^th Edition):

Fang, Lu. “Three Essays on Time Series Analysis of Chinese Financial Markets.” 2017. Web. 20 Jul 2018.

Vancouver:

Fang L. Three Essays on Time Series Analysis of Chinese Financial Markets. [Internet] [Thesis]. Texas A&M University; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1969.1/161318.

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

Council of Science Editors:

Fang L. Three Essays on Time Series Analysis of Chinese Financial Markets. [Thesis]. Texas A&M University; 2017. Available from: http://hdl.handle.net/1969.1/161318

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

Texas A&M University

25. Geng, Jun. Time series study of urban rainfall suppression during clean-up periods.

Degree: 2009, Texas A&M University

URL: http://hdl.handle.net/1969.1/ETD-TAMU-2079

► The effect on urban rainfall of pollution aerosols is studied both by data analysis and computational simulation. Our study examines data for urban areas undergoing… (more)

Subjects/Keywords: rainfall supprssion; time series study

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APA (6^th Edition):

Geng, J. (2009). Time series study of urban rainfall suppression during clean-up periods. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2079

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):

Geng, Jun. “Time series study of urban rainfall suppression during clean-up periods.” 2009. Thesis, Texas A&M University. Accessed July 20, 2018. http://hdl.handle.net/1969.1/ETD-TAMU-2079.

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

MLA Handbook (7^th Edition):

Geng, Jun. “Time series study of urban rainfall suppression during clean-up periods.” 2009. Web. 20 Jul 2018.

Vancouver:

Geng J. Time series study of urban rainfall suppression during clean-up periods. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2079.

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

Council of Science Editors:

Geng J. Time series study of urban rainfall suppression during clean-up periods. [Thesis]. Texas A&M University; 2009. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2079

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

Colorado State University

26. Saldarriaga, Jaime. Investigation of wet and dry years by runs.

Degree: PhD, Civil Engineering, 2017, Colorado State University

URL: http://hdl.handle.net/10217/183822

► A technique is advanced for testing the structure of time series, with the basic statistical parameter being the mean run-length. This technique is shown to… (more)

Subjects/Keywords: Time-series analysis; Hydrology; Runoff

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APA (6^th Edition):

Saldarriaga, J. (2017). Investigation of wet and dry years by runs. (Doctoral Dissertation). Colorado State University. Retrieved from http://hdl.handle.net/10217/183822

Chicago Manual of Style (16^th Edition):

Saldarriaga, Jaime. “Investigation of wet and dry years by runs.” 2017. Doctoral Dissertation, Colorado State University. Accessed July 20, 2018. http://hdl.handle.net/10217/183822.

MLA Handbook (7^th Edition):

Saldarriaga, Jaime. “Investigation of wet and dry years by runs.” 2017. Web. 20 Jul 2018.

Vancouver:

Saldarriaga J. Investigation of wet and dry years by runs. [Internet] [Doctoral dissertation]. Colorado State University; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10217/183822.

Council of Science Editors:

Saldarriaga J. Investigation of wet and dry years by runs. [Doctoral Dissertation]. Colorado State University; 2017. Available from: http://hdl.handle.net/10217/183822

Mississippi State University

27. Wang, Jingjing. Different steimations of time series models and application for foreign exchange in emerging markets.

Degree: MS, Mathematics and Statistics, 2016, Mississippi State University

URL: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;

► Time series models have been widely used in simulating financial data sets. Finding a nice way to estimate the parameters is really important. One… (more)

Subjects/Keywords: emerging markets; time series

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

APA (6^th Edition):

Wang, J. (2016). Different steimations of time series models and application for foreign exchange in emerging markets. (Masters Thesis). Mississippi State University. Retrieved from http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;

Chicago Manual of Style (16^th Edition):

Wang, Jingjing. “Different steimations of time series models and application for foreign exchange in emerging markets.” 2016. Masters Thesis, Mississippi State University. Accessed July 20, 2018. http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;.

MLA Handbook (7^th Edition):

Wang, Jingjing. “Different steimations of time series models and application for foreign exchange in emerging markets.” 2016. Web. 20 Jul 2018.

Vancouver:

Wang J. Different steimations of time series models and application for foreign exchange in emerging markets. [Internet] [Masters thesis]. Mississippi State University; 2016. [cited 2018 Jul 20]. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;.

Council of Science Editors:

Wang J. Different steimations of time series models and application for foreign exchange in emerging markets. [Masters Thesis]. Mississippi State University; 2016. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;

University of Melbourne

28. Ma, Mei. Multi-resolution indexing method for time series.

Degree: 2010, University of Melbourne

URL: http://hdl.handle.net/11343/35340

► Time series datasets are useful in a wide range of diverse real world applications. Retrieving or querying from a collection of time series is a… (more)

▼ Time series datasets are useful in a wide range of diverse real world applications. Retrieving or querying from a collection of time series is a fundamental task, with a key example being the similarity query. A similarity query returns all time series from the collection that are similar to a given reference time series. This type of query is particularly useful in prediction and forecasting applications. A key challenge for similarity queries is efficiency and for large datasets, it is important to develop efficient indexing techniques. Existing approaches in this area are mainly based on the Generic Multimedia Indexing Method (GEMINI), which is a framework that uses spatial indexes such as the R-tree to index reduced time series. For processing a similarity query, the index is first used to prune candidate time series using a lower bounding distance. Then, all remaining time series are compared using the original similarity measure, to derive the query result. Performance within this framework depends on the tightness of the lower bounding distance with respect to the similarity measure. Indeed much work has been focused on representation and dimensionality reduction, in order to provide a tighter lower bounding distance. Existing work, however, has not used employed dimensionality reduction in a flexible way, requiring all time series to be reduced to have the same dimension. In contrast, in this thesis, we investigate the possibility of allowing a variable dimension reduction. To this end, we develop a new and more flexible tree based indexing structure called the Multi-Resolution Index (MR-Index), which allows dimensionality to vary across different levels of the tree. We provide efficient algorithms for querying, building and maintaining this structure. Through an experimental analysis, we show that the MR-Index can deliver improved query efficiency compared to the traditional R-tree index, using both the Euclidean and dynamic time warping similarity measures.

Subjects/Keywords: multi-resolution; indexing; time series

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APA (6^th Edition):

Ma, M. (2010). Multi-resolution indexing method for time series. (Masters Thesis). University of Melbourne. Retrieved from http://hdl.handle.net/11343/35340

Chicago Manual of Style (16^th Edition):

Ma, Mei. “Multi-resolution indexing method for time series.” 2010. Masters Thesis, University of Melbourne. Accessed July 20, 2018. http://hdl.handle.net/11343/35340.

MLA Handbook (7^th Edition):

Ma, Mei. “Multi-resolution indexing method for time series.” 2010. Web. 20 Jul 2018.

Vancouver:

Ma M. Multi-resolution indexing method for time series. [Internet] [Masters thesis]. University of Melbourne; 2010. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/11343/35340.

Council of Science Editors:

Ma M. Multi-resolution indexing method for time series. [Masters Thesis]. University of Melbourne; 2010. Available from: http://hdl.handle.net/11343/35340

Hong Kong University of Science and Technology

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

Degree: 2016, Hong Kong University of Science and Technology

URL: 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

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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 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 (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 July 20, 2018. 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 (7^th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Web. 20 Jul 2018.

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 2018 Jul 20]. Available from: 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: 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

Hong Kong University of Science and Technology

30. Sze, Mei Ki. Mixed portmanteau test for ARMA-GARCH models.

Degree: 2009, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1070093 ; http://repository.ust.hk/ir/bitstream/1783.1-6219/1/th_redirect.html

► The ARMA-GARCH model has been commonly used in economics and finance. The portmanteau test based on residual autocorrelations is one of the most frequently used… (more)

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

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APA (6^th Edition):

Sze, M. K. (2009). Mixed portmanteau test for ARMA-GARCH models. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1070093 ; http://repository.ust.hk/ir/bitstream/1783.1-6219/1/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):

Sze, Mei Ki. “Mixed portmanteau test for ARMA-GARCH models.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed July 20, 2018. https://doi.org/10.14711/thesis-b1070093 ; http://repository.ust.hk/ir/bitstream/1783.1-6219/1/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):

Sze, Mei Ki. “Mixed portmanteau test for ARMA-GARCH models.” 2009. Web. 20 Jul 2018.

Vancouver:

Sze MK. Mixed portmanteau test for ARMA-GARCH models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2018 Jul 20]. Available from: https://doi.org/10.14711/thesis-b1070093 ; http://repository.ust.hk/ir/bitstream/1783.1-6219/1/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:

Sze MK. Mixed portmanteau test for ARMA-GARCH models. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: https://doi.org/10.14711/thesis-b1070093 ; http://repository.ust.hk/ir/bitstream/1783.1-6219/1/th_redirect.html

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

Open Access Theses and Dissertations