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You searched for subject:(Time series). Showing records 1 – 30 of 2978 total matches.

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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

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

APA (6th 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 (16th 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 February 26, 2020. http://purl.galileo.usg.edu/uga_etd/copley_andrew_201512_ms.

MLA Handbook (7th Edition):

Copley, Andrew. “Price dynamics of the woody feedstocks used for wood pellet production in the US South.” 2015. Web. 26 Feb 2020.

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 2020 Feb 26]. 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


Rutgers University

2. Yan, Xi, 1985-. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.

Degree: PhD, Statistics and Biostatistics, 2019, Rutgers University

This dissertation focuses on developing new statistical methods for analyzing and modeling financial time series. The first part of this dissertation discusses modeling of functional… (more)

Subjects/Keywords: Functional time series; Time-series analysis

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APA (6th Edition):

Yan, Xi, 1. (2019). Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/62066/

Chicago Manual of Style (16th Edition):

Yan, Xi, 1985-. “Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.” 2019. Doctoral Dissertation, Rutgers University. Accessed February 26, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/62066/.

MLA Handbook (7th Edition):

Yan, Xi, 1985-. “Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.” 2019. Web. 26 Feb 2020.

Vancouver:

Yan, Xi 1. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. [Internet] [Doctoral dissertation]. Rutgers University; 2019. [cited 2020 Feb 26]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/62066/.

Council of Science Editors:

Yan, Xi 1. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. [Doctoral Dissertation]. Rutgers University; 2019. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/62066/


Texas A&M University

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

Degree: 2009, Texas A&M University

 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 (6th 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 (16th Edition):

Jeong, Jae Sik. “Some applications of wavelets to time series data.” 2009. Thesis, Texas A&M University. Accessed February 26, 2020. 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 (7th Edition):

Jeong, Jae Sik. “Some applications of wavelets to time series data.” 2009. Web. 26 Feb 2020.

Vancouver:

Jeong JS. Some applications of wavelets to time series data. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2020 Feb 26]. 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

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

Degree: PhD, 2017, University of Hong Kong

 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)

Subjects/Keywords: Time-series analysis

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APA (6th 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 (16th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed February 26, 2020. http://hdl.handle.net/10722/249880.

MLA Handbook (7th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Web. 26 Feb 2020.

Vancouver:

朱倩倩; Zhu Q. On quantile inference for conditional heteroscedastic models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Feb 26]. 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

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

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

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 (6th 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 (16th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Masters Thesis, University of Hong Kong. Accessed February 26, 2020. 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 (7th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Web. 26 Feb 2020.

Vancouver:

Lo P. On a buffered conditional volatility process. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2020 Feb 26]. 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

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

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

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 (6th 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 (16th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Masters Thesis, University of Hong Kong. Accessed February 26, 2020. 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 (7th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Web. 26 Feb 2020.

Vancouver:

劉釗; Liu Z. On mixture double autoregressive time series models. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2020 Feb 26]. 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

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

Degree: PhD, 2013, University of Hong Kong

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)

Subjects/Keywords: Time series analysis.

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APA (6th 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 (16th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed February 26, 2020. 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 (7th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Web. 26 Feb 2020.

Vancouver:

Guan B. On some new threshold-type time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Feb 26]. 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

8. 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

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)

Subjects/Keywords: Time-series analysis.

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APA (6th 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 (16th 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 February 26, 2020. 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 (7th 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. 26 Feb 2020.

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 2020 Feb 26]. 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

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

Degree: PhD, Biostatistics, 2012, Brown University

 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 (6th 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 (16th Edition):

Gorrostieta, Cristina. “Dependence in Complex Multivariate Time Series.” 2012. Doctoral Dissertation, Brown University. Accessed February 26, 2020. https://repository.library.brown.edu/studio/item/bdr:297536/.

MLA Handbook (7th Edition):

Gorrostieta, Cristina. “Dependence in Complex Multivariate Time Series.” 2012. Web. 26 Feb 2020.

Vancouver:

Gorrostieta C. Dependence in Complex Multivariate Time Series. [Internet] [Doctoral dissertation]. Brown University; 2012. [cited 2020 Feb 26]. 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/


Addis Ababa University

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

Degree: 2015, Addis Ababa University

 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 (6th 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 (16th Edition):

Tesfaye, Alemayehu. “Determinant of tax revenue in Ethiopia .” 2015. Thesis, Addis Ababa University. Accessed February 26, 2020. 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 (7th Edition):

Tesfaye, Alemayehu. “Determinant of tax revenue in Ethiopia .” 2015. Web. 26 Feb 2020.

Vancouver:

Tesfaye A. Determinant of tax revenue in Ethiopia . [Internet] [Thesis]. Addis Ababa University; 2015. [cited 2020 Feb 26]. 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


The Ohio State University

11. Michel, Jonathan R. Essays in Nonlinear Time Series Analysis.

Degree: PhD, Economics, 2019, The Ohio State University

 This dissertation consists of six papers. Each of these papers are on a different aspect of statistical analysis of nonlinear time series. In the first… (more)

Subjects/Keywords: Economics; Time Series Analysis, Nonstationary time series, Mixing, Nonlinear Time Series

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APA (6th Edition):

Michel, J. R. (2019). Essays in Nonlinear Time Series Analysis. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158

Chicago Manual of Style (16th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Doctoral Dissertation, The Ohio State University. Accessed February 26, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

MLA Handbook (7th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Web. 26 Feb 2020.

Vancouver:

Michel JR. Essays in Nonlinear Time Series Analysis. [Internet] [Doctoral dissertation]. The Ohio State University; 2019. [cited 2020 Feb 26]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

Council of Science Editors:

Michel JR. Essays in Nonlinear Time Series Analysis. [Doctoral Dissertation]. The Ohio State University; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158


University of Leicester

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

Degree: PhD, 2013, University of Leicester

 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 (6th 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 (16th Edition):

Boonyasana, Kwanruetai. “World electricity co-operation.” 2013. Doctoral Dissertation, University of Leicester. Accessed February 26, 2020. http://hdl.handle.net/2381/27793.

MLA Handbook (7th Edition):

Boonyasana, Kwanruetai. “World electricity co-operation.” 2013. Web. 26 Feb 2020.

Vancouver:

Boonyasana K. World electricity co-operation. [Internet] [Doctoral dissertation]. University of Leicester; 2013. [cited 2020 Feb 26]. 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

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

Degree: PhD, Statistics, 2009, University of Georgia

 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 (6th 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 (16th Edition):

Vaughan, Amy. “Statistical inferences and visualization based on a scale-space approach.” 2009. Doctoral Dissertation, University of Georgia. Accessed February 26, 2020. http://purl.galileo.usg.edu/uga_etd/vaughan_amy_g_200912_phd.

MLA Handbook (7th Edition):

Vaughan, Amy. “Statistical inferences and visualization based on a scale-space approach.” 2009. Web. 26 Feb 2020.

Vancouver:

Vaughan A. Statistical inferences and visualization based on a scale-space approach. [Internet] [Doctoral dissertation]. University of Georgia; 2009. [cited 2020 Feb 26]. 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

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

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

 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 (6th 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 (16th Edition):

Qu, Junfeng. “Time series data mining of structure changes using dynamic systems.” 2006. Doctoral Dissertation, University of Georgia. Accessed February 26, 2020. http://purl.galileo.usg.edu/uga_etd/qu_junfeng_200605_phd.

MLA Handbook (7th Edition):

Qu, Junfeng. “Time series data mining of structure changes using dynamic systems.” 2006. Web. 26 Feb 2020.

Vancouver:

Qu J. Time series data mining of structure changes using dynamic systems. [Internet] [Doctoral dissertation]. University of Georgia; 2006. [cited 2020 Feb 26]. 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

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

Degree: PhD, Statistics, 2007, University of Georgia

 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 (6th 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 (16th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2007. Doctoral Dissertation, University of Georgia. Accessed February 26, 2020. http://purl.galileo.usg.edu/uga_etd/park_jin-hong_200708_phd.

MLA Handbook (7th Edition):

Park, Jin-Hong. “Dimension reduction in time series.” 2007. Web. 26 Feb 2020.

Vancouver:

Park J. Dimension reduction in time series. [Internet] [Doctoral dissertation]. University of Georgia; 2007. [cited 2020 Feb 26]. 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

16. Mueller, David A. Time Series Discords.

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

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 (6th 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 (16th Edition):

Mueller, David A. “Time Series Discords.” 2013. Masters Thesis, University of Alberta. Accessed February 26, 2020. https://era.library.ualberta.ca/files/g445cd805.

MLA Handbook (7th Edition):

Mueller, David A. “Time Series Discords.” 2013. Web. 26 Feb 2020.

Vancouver:

Mueller DA. Time Series Discords. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2020 Feb 26]. 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


Texas A&M University

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

Degree: 2017, Texas A&M University

 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)

Subjects/Keywords: Time series; Chinese financial markets

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APA (6th 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 (16th Edition):

Fang, Lu. “Three Essays on Time Series Analysis of Chinese Financial Markets.” 2017. Thesis, Texas A&M University. Accessed February 26, 2020. 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 (7th Edition):

Fang, Lu. “Three Essays on Time Series Analysis of Chinese Financial Markets.” 2017. Web. 26 Feb 2020.

Vancouver:

Fang L. Three Essays on Time Series Analysis of Chinese Financial Markets. [Internet] [Thesis]. Texas A&M University; 2017. [cited 2020 Feb 26]. 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

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

Degree: 2009, Texas A&M University

 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 (6th 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 (16th Edition):

Geng, Jun. “Time series study of urban rainfall suppression during clean-up periods.” 2009. Thesis, Texas A&M University. Accessed February 26, 2020. 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 (7th Edition):

Geng, Jun. “Time series study of urban rainfall suppression during clean-up periods.” 2009. Web. 26 Feb 2020.

Vancouver:

Geng J. Time series study of urban rainfall suppression during clean-up periods. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2020 Feb 26]. 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


University of Hong Kong

19. 鄭遙; Zheng, Yao. Robust methods and quantile inference for econometric models.

Degree: PhD, 2017, University of Hong Kong

 This thesis studies the robust diagnostic checking, quantile inference, and the least absolute deviations (LAD) estimation for some time series models. Some new inference tools… (more)

Subjects/Keywords: GARCH model; Time-series analysis

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APA (6th Edition):

鄭遙; Zheng, Y. (2017). Robust methods and quantile inference for econometric models. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249918

Chicago Manual of Style (16th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed February 26, 2020. http://hdl.handle.net/10722/249918.

MLA Handbook (7th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Web. 26 Feb 2020.

Vancouver:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Feb 26]. Available from: http://hdl.handle.net/10722/249918.

Council of Science Editors:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249918


University of Hong Kong

20. 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 February 26, 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. 26 Feb 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 Feb 26]. 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


University of Hong Kong

21. Li, Yang. Statistical inference for some econometric time series models.

Degree: PhD, 2014, University of Hong Kong

 With the increasingly economic activities, people have more and more interest in econometric models. There are two mainstream econometric models which are very popular in… (more)

Subjects/Keywords: Econometrics; Time-series analysis

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APA (6th Edition):

Li, Y. (2014). Statistical inference for some econometric time series models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984

Chicago Manual of Style (16th Edition):

Li, Yang. “Statistical inference for some econometric time series models.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed February 26, 2020. Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984.

MLA Handbook (7th Edition):

Li, Yang. “Statistical inference for some econometric time series models.” 2014. Web. 26 Feb 2020.

Vancouver:

Li Y. Statistical inference for some econometric time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Feb 26]. Available from: Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984.

Council of Science Editors:

Li Y. Statistical inference for some econometric time series models. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984


University of Johannesburg

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

Degree: PhD, 2012, University of Johannesburg

 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 (6th Edition):

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

Chicago Manual of Style (16th Edition):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis.” 2012. Doctoral Dissertation, University of Johannesburg. Accessed February 26, 2020. http://hdl.handle.net/10210/4275.

MLA Handbook (7th Edition):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis.” 2012. Web. 26 Feb 2020.

Vancouver:

Human JU. Some aspects of harmonic time series analysis. [Internet] [Doctoral dissertation]. University of Johannesburg; 2012. [cited 2020 Feb 26]. Available from: http://hdl.handle.net/10210/4275.

Council of Science Editors:

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


Addis Ababa University

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

Degree: 2015, Addis Ababa University

 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 (6th 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 (16th Edition):

Tewodros, Gebru. “The Determinants of Economic Growth in Ethiopia: A Time Series Analysis .” 2015. Thesis, Addis Ababa University. Accessed February 26, 2020. 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 (7th Edition):

Tewodros, Gebru. “The Determinants of Economic Growth in Ethiopia: A Time Series Analysis .” 2015. Web. 26 Feb 2020.

Vancouver:

Tewodros G. The Determinants of Economic Growth in Ethiopia: A Time Series Analysis . [Internet] [Thesis]. Addis Ababa University; 2015. [cited 2020 Feb 26]. 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


Nelson Mandela Metropolitan University

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

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

 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 (6th 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 (16th Edition):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Thesis, Nelson Mandela Metropolitan University. Accessed February 26, 2020. 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 (7th Edition):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Web. 26 Feb 2020.

Vancouver:

Mlambo FF. Good's casualty for time series: a regime-switching framework. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2014. [cited 2020 Feb 26]. 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


McMaster University

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

Degree: MSc, 2016, McMaster University

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 (6th 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 (16th Edition):

Barrows, Dexter. “A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series.” 2016. Masters Thesis, McMaster University. Accessed February 26, 2020. http://hdl.handle.net/11375/19103.

MLA Handbook (7th Edition):

Barrows, Dexter. “A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series.” 2016. Web. 26 Feb 2020.

Vancouver:

Barrows D. A Comparative Study of Techniques for Estimation and Inference of Nonlinear Stochastic Time Series. [Internet] [Masters thesis]. McMaster University; 2016. [cited 2020 Feb 26]. 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 Illinois – Chicago

26. Amornbunchornvej, Chainarong. Inference of Leadership of Coordinated Activity in Time Series.

Degree: 2018, University of Illinois – Chicago

 When a group of people decides to move somewhere together, who is the initiator who starts moving and everyone follows? Do the group members follow… (more)

Subjects/Keywords: Leadership; Coordination; Time series; Inference

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APA (6th Edition):

Amornbunchornvej, C. (2018). Inference of Leadership of Coordinated Activity in Time Series. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/23252

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):

Amornbunchornvej, Chainarong. “Inference of Leadership of Coordinated Activity in Time Series.” 2018. Thesis, University of Illinois – Chicago. Accessed February 26, 2020. http://hdl.handle.net/10027/23252.

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

MLA Handbook (7th Edition):

Amornbunchornvej, Chainarong. “Inference of Leadership of Coordinated Activity in Time Series.” 2018. Web. 26 Feb 2020.

Vancouver:

Amornbunchornvej C. Inference of Leadership of Coordinated Activity in Time Series. [Internet] [Thesis]. University of Illinois – Chicago; 2018. [cited 2020 Feb 26]. Available from: http://hdl.handle.net/10027/23252.

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

Council of Science Editors:

Amornbunchornvej C. Inference of Leadership of Coordinated Activity in Time Series. [Thesis]. University of Illinois – Chicago; 2018. Available from: http://hdl.handle.net/10027/23252

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


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

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 (6th 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 (16th Edition):

Wang, Jingjing. “Different steimations of time series models and application for foreign exchange in emerging markets.” 2016. Masters Thesis, Mississippi State University. Accessed February 26, 2020. http://sun.library.msstate.edu/ETD-db/theses/available/etd-06292016-121204/ ;.

MLA Handbook (7th Edition):

Wang, Jingjing. “Different steimations of time series models and application for foreign exchange in emerging markets.” 2016. Web. 26 Feb 2020.

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 2020 Feb 26]. 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

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)

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

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APA (6th 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 (16th Edition):

Ma, Mei. “Multi-resolution indexing method for time series.” 2010. Masters Thesis, University of Melbourne. Accessed February 26, 2020. http://hdl.handle.net/11343/35340.

MLA Handbook (7th Edition):

Ma, Mei. “Multi-resolution indexing method for time series.” 2010. Web. 26 Feb 2020.

Vancouver:

Ma M. Multi-resolution indexing method for time series. [Internet] [Masters thesis]. University of Melbourne; 2010. [cited 2020 Feb 26]. 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


NSYSU

29. Kau, Wei-Hao. Time series prediction using LSTM Network Models.

Degree: Master, Applied Mathematics, 2018, NSYSU

 As recent computing hardware technology has undergone rapid and significant advances, complex methods that require a lot of computing power have been realized, which has… (more)

Subjects/Keywords: prediction; LSTM; time series model

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APA (6th Edition):

Kau, W. (2018). Time series prediction using LSTM Network Models. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612118-160809

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):

Kau, Wei-Hao. “Time series prediction using LSTM Network Models.” 2018. Thesis, NSYSU. Accessed February 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612118-160809.

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

MLA Handbook (7th Edition):

Kau, Wei-Hao. “Time series prediction using LSTM Network Models.” 2018. Web. 26 Feb 2020.

Vancouver:

Kau W. Time series prediction using LSTM Network Models. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 Feb 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612118-160809.

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

Council of Science Editors:

Kau W. Time series prediction using LSTM Network Models. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612118-160809

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


UCLA

30. Meade, Christopher. Improving Automated Time Series Forecasting with the use of Model Ensembles.

Degree: Statistics, 2019, UCLA

 There currently exist several “black box” software libraries for the automatic forecasting of time series. Popular among these are the 'forecast' and 'bsts' packages for… (more)

Subjects/Keywords: Statistics; ensembles; forecasting; time series

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

APA (6th Edition):

Meade, C. (2019). Improving Automated Time Series Forecasting with the use of Model Ensembles. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/91q598s7

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):

Meade, Christopher. “Improving Automated Time Series Forecasting with the use of Model Ensembles.” 2019. Thesis, UCLA. Accessed February 26, 2020. http://www.escholarship.org/uc/item/91q598s7.

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

MLA Handbook (7th Edition):

Meade, Christopher. “Improving Automated Time Series Forecasting with the use of Model Ensembles.” 2019. Web. 26 Feb 2020.

Vancouver:

Meade C. Improving Automated Time Series Forecasting with the use of Model Ensembles. [Internet] [Thesis]. UCLA; 2019. [cited 2020 Feb 26]. Available from: http://www.escholarship.org/uc/item/91q598s7.

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

Council of Science Editors:

Meade C. Improving Automated Time Series Forecasting with the use of Model Ensembles. [Thesis]. UCLA; 2019. Available from: http://www.escholarship.org/uc/item/91q598s7

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

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