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Queensland University of Technology

1.
Wang, Danling.
* Multifractal* characterisation and analysis of complex

Degree: 2011, Queensland University of Technology

URL: https://eprints.qut.edu.au/48176/

► Complex *networks* have been studied extensively due to their relevance to many real-world systems such as the world-wide web, the internet, biological and social systems.…
(more)

Subjects/Keywords: complex networks, weighted networks, protein-protein interactions, fractal dimension, self-similarity, iterative scoring method, multifractal analysis, the generalized fractal dimension, scale-free networks, small-world networks, randomnetworks; gene networks, correlation coefficient, time series, fractional Brownian motion, Hurst index, binomial multifractal measure, measure representation of DNA sequence, degree distribution, resilience

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Wang, D. (2011). Multifractal characterisation and analysis of complex networks. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/48176/

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):

Wang, Danling. “Multifractal characterisation and analysis of complex networks.” 2011. Thesis, Queensland University of Technology. Accessed December 02, 2020. https://eprints.qut.edu.au/48176/.

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wang, Danling. “Multifractal characterisation and analysis of complex networks.” 2011. Web. 02 Dec 2020.

Vancouver:

Wang D. Multifractal characterisation and analysis of complex networks. [Internet] [Thesis]. Queensland University of Technology; 2011. [cited 2020 Dec 02]. Available from: https://eprints.qut.edu.au/48176/.

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

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang D. Multifractal characterisation and analysis of complex networks. [Thesis]. Queensland University of Technology; 2011. Available from: https://eprints.qut.edu.au/48176/

Not specified: Masters Thesis or Doctoral Dissertation

Vilnius Gediminas Technical University

2. Melichov, Dmitrij. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.

Degree: PhD, Mathematics, 2011, Vilnius Gediminas Technical University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;

►

Pagrindinė šios disertacijos tema - stochastinių diferencialinių lygčių (SDL), valdomų trupmeninio Brauno judesio (tBj), sprendinių Hursto indekso H vertinimas. Pirmiausia disertacijoje išnagrinėta SDL, valdomų tBj,… (more)

Subjects/Keywords: Hursto indeksas; Trupmeninis Brauno judesys; Stochastinė diferencialinė lygtis; Įvertinių modeliavimas; Hurst index; Fractional Brownian motion; Stochastic differential equation; Modelling of estimators

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Melichov, D. (2011). Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. (Doctoral Dissertation). Vilnius Gediminas Technical University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;

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

Melichov, Dmitrij. “Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.” 2011. Doctoral Dissertation, Vilnius Gediminas Technical University. Accessed December 02, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;.

MLA Handbook (7^{th} Edition):

Melichov, Dmitrij. “Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.” 2011. Web. 02 Dec 2020.

Vancouver:

Melichov D. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. [Internet] [Doctoral dissertation]. Vilnius Gediminas Technical University; 2011. [cited 2020 Dec 02]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;.

Council of Science Editors:

Melichov D. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. [Doctoral Dissertation]. Vilnius Gediminas Technical University; 2011. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;

Vilnius Gediminas Technical University

3.
Melichov, Dmitrij.
On estimation of the *Hurst* *index* of solutions of
stochastic differential equations.

Degree: Dissertation, Mathematics, 2011, Vilnius Gediminas Technical University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;

►

The main topic of this dissertation is the estimation of the *Hurst* *index* H of the solutions of stochastic differential equations (SDEs) driven by the…
(more)

Subjects/Keywords: Hurst index; Fractional Brownian motion; Stochastic differential equation; Modelling of estimators; Hursto indeksas; Trupmeninis Brauno judesys; Stochastinė diferencialinė lygtis; Įvertinių modeliavimas

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Melichov, D. (2011). On estimation of the Hurst index of solutions of stochastic differential equations. (Doctoral Dissertation). Vilnius Gediminas Technical University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;

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

Melichov, Dmitrij. “On estimation of the Hurst index of solutions of stochastic differential equations.” 2011. Doctoral Dissertation, Vilnius Gediminas Technical University. Accessed December 02, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;.

MLA Handbook (7^{th} Edition):

Melichov, Dmitrij. “On estimation of the Hurst index of solutions of stochastic differential equations.” 2011. Web. 02 Dec 2020.

Vancouver:

Melichov D. On estimation of the Hurst index of solutions of stochastic differential equations. [Internet] [Doctoral dissertation]. Vilnius Gediminas Technical University; 2011. [cited 2020 Dec 02]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;.

Council of Science Editors:

Melichov D. On estimation of the Hurst index of solutions of stochastic differential equations. [Doctoral Dissertation]. Vilnius Gediminas Technical University; 2011. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;

Lehigh University

4.
Garmirian, Patricia Mehron.
The Central Limit Theorem and the Estimation of the Concentration of * Measure* for

Degree: PhD, Mathematics, 2013, Lehigh University

URL: https://preserve.lehigh.edu/etd/1491

► The principal result of Chapter 1 is a new, direct and elementary proof of the general Central Limit Theorem (CLT). Two important stepping-stones are, first,…
(more)

Subjects/Keywords: Concentration of Measure; Fractional Brownian Motion; Haar; Largest Eigenvalue; Multinomial; The Central Limit Theorem; Mathematics; Physical Sciences and Mathematics

Record Details Similar Records

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

APA (6^{th} Edition):

Garmirian, P. M. (2013). The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1491

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

Garmirian, Patricia Mehron. “The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion.” 2013. Doctoral Dissertation, Lehigh University. Accessed December 02, 2020. https://preserve.lehigh.edu/etd/1491.

MLA Handbook (7^{th} Edition):

Garmirian, Patricia Mehron. “The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion.” 2013. Web. 02 Dec 2020.

Vancouver:

Garmirian PM. The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. [Internet] [Doctoral dissertation]. Lehigh University; 2013. [cited 2020 Dec 02]. Available from: https://preserve.lehigh.edu/etd/1491.

Council of Science Editors:

Garmirian PM. The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. [Doctoral Dissertation]. Lehigh University; 2013. Available from: https://preserve.lehigh.edu/etd/1491

Linnaeus University

5.
Feng, Zijie.
Stock-Price Modeling by the Geometric Fractional *Brownian* *Motion*: A View towards the Chinese Financial Market.

Degree: Mathematics, 2018, Linnaeus University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375

► As an extension of the geometric *Brownian* *motion*, a geometric *fractional* *Brownian* *motion* (GFBM) is considered as a stock-price model. The modeled GFBM is…
(more)

Subjects/Keywords: geometric fractional Brownian motion; fractional Brownian motion; fractional Gaussian noise; Hurst exponent; Mathematics; Matematik

Record Details Similar Records

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

APA (6^{th} Edition):

Feng, Z. (2018). Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375

Not specified: Masters Thesis or Doctoral Dissertation

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

Feng, Zijie. “Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market.” 2018. Thesis, Linnaeus University. Accessed December 02, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Feng, Zijie. “Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market.” 2018. Web. 02 Dec 2020.

Vancouver:

Feng Z. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. [Internet] [Thesis]. Linnaeus University; 2018. [cited 2020 Dec 02]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feng Z. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. [Thesis]. Linnaeus University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375

Not specified: Masters Thesis or Doctoral Dissertation

University of Pretoria

6.
[No author].
The *Hurst* parameter and option pricing with *fractional*
*Brownian* * motion*
.

Degree: 2013, University of Pretoria

URL: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

► In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric *Brownian* *motion*, but…
(more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

Record Details Similar Records

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

APA (6^{th} Edition):

author], [. (2013). The Hurst parameter and option pricing with fractional Brownian motion . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

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

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Masters Thesis, University of Pretoria. Accessed December 02, 2020. http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

MLA Handbook (7^{th} Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Web. 02 Dec 2020.

Vancouver:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Dec 02]. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

Council of Science Editors:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

University of Pretoria

7.
Ostaszewicz, Anna
Julia.
The *Hurst*
parameter and option pricing with *fractional* *Brownian*
* motion*.

Degree: Mathematics and Applied Mathematics, 2012, University of Pretoria

URL: http://hdl.handle.net/2263/26521

► In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric *Brownian* *motion*, but…
(more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Ostaszewicz, A. (2012). The Hurst parameter and option pricing with fractional Brownian motion. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26521

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

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Masters Thesis, University of Pretoria. Accessed December 02, 2020. http://hdl.handle.net/2263/26521.

MLA Handbook (7^{th} Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Web. 02 Dec 2020.

Vancouver:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/2263/26521.

Council of Science Editors:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26521

University of the Western Cape

8.
Karangwa, Innocent.
Comparing South African financial markets behaviour to the geometric *Brownian* *Motion* Process
.

Degree: 2008, University of the Western Cape

URL: http://hdl.handle.net/11394/3055

► This study examines the behaviour of the South African financial markets with regards to the Geometric *Brownian* *motion* process. It uses the daily, weekly, and…
(more)

Subjects/Keywords: Return; Geometric Brownian motion; Fractional Brownian Motion; Hurst exponent; South African financial markets; Stationary time series; Normality of data; Autocorrelation; Volatility; Kolmogorov-Simirinov statistic; Box-Ljung statistic; Dickey-Fuller test

Record Details Similar Records

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

APA (6^{th} Edition):

Karangwa, I. (2008). Comparing South African financial markets behaviour to the geometric Brownian Motion Process . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3055

Not specified: Masters Thesis or Doctoral Dissertation

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

Karangwa, Innocent. “Comparing South African financial markets behaviour to the geometric Brownian Motion Process .” 2008. Thesis, University of the Western Cape. Accessed December 02, 2020. http://hdl.handle.net/11394/3055.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Karangwa, Innocent. “Comparing South African financial markets behaviour to the geometric Brownian Motion Process .” 2008. Web. 02 Dec 2020.

Vancouver:

Karangwa I. Comparing South African financial markets behaviour to the geometric Brownian Motion Process . [Internet] [Thesis]. University of the Western Cape; 2008. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/11394/3055.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karangwa I. Comparing South African financial markets behaviour to the geometric Brownian Motion Process . [Thesis]. University of the Western Cape; 2008. Available from: http://hdl.handle.net/11394/3055

Not specified: Masters Thesis or Doctoral Dissertation

Cornell University

9.
Wongsasutthikul, Paitoon.
* Hurst* Trading With An Excursion Into Fractal Space Of Returns.

Degree: PhD, Agricultural Economics, 2012, Cornell University

URL: http://hdl.handle.net/1813/29455

► This dissertation tackles the problem of non-normality in the *distribution* of returns and attempts to formulate a proprietary trading strategy to arbitrage the markets using…
(more)

Subjects/Keywords: Hurst Trading; Itxc3xb4s excursion theory; fractional Brownian motion; unit root; autoregressive process; momentum trading

Record Details Similar Records

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

APA (6^{th} Edition):

Wongsasutthikul, P. (2012). Hurst Trading With An Excursion Into Fractal Space Of Returns. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/29455

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

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns.” 2012. Doctoral Dissertation, Cornell University. Accessed December 02, 2020. http://hdl.handle.net/1813/29455.

MLA Handbook (7^{th} Edition):

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns.” 2012. Web. 02 Dec 2020.

Vancouver:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns. [Internet] [Doctoral dissertation]. Cornell University; 2012. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/1813/29455.

Council of Science Editors:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns. [Doctoral Dissertation]. Cornell University; 2012. Available from: http://hdl.handle.net/1813/29455

10. Shen, Jinqi. Local Structure of Random Fields - Properties and Inference.

Degree: PhD, Statistics, 2019, University of Michigan

URL: http://hdl.handle.net/2027.42/151592

► Advances in data collection and computation tools popularize localized modeling on temporal or spatial data. Similar to the connection between derivatives and smooth functions, one…
(more)

Subjects/Keywords: Tangent Field; Spatial Statistics; Multifractional Brownian motion; Spectral measure; Functional data analysis; Hurst Index; Statistics and Numeric Data; Science

…*Hurst* function *of* a multifractional *Brownian* *motion* when the process is observed on a regular… …*fractional* *Brownian* *motion* (fBm). It was first introduced
by Kolmogorov (1940)… …*Brownian* *motion* is a special case *of* fBm with H = 0.5. It can be
proved that BH is the only self… …pattern *of* the process. Due to the flexibility provided by the *Hurst* *index*,
fBm has been widely… …fields with tangent fields is the multifractional *Brownian* *motion* which has been studied…

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Shen, J. (2019). Local Structure of Random Fields - Properties and Inference. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/151592

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

Shen, Jinqi. “Local Structure of Random Fields - Properties and Inference.” 2019. Doctoral Dissertation, University of Michigan. Accessed December 02, 2020. http://hdl.handle.net/2027.42/151592.

MLA Handbook (7^{th} Edition):

Shen, Jinqi. “Local Structure of Random Fields - Properties and Inference.” 2019. Web. 02 Dec 2020.

Vancouver:

Shen J. Local Structure of Random Fields - Properties and Inference. [Internet] [Doctoral dissertation]. University of Michigan; 2019. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/2027.42/151592.

Council of Science Editors:

Shen J. Local Structure of Random Fields - Properties and Inference. [Doctoral Dissertation]. University of Michigan; 2019. Available from: http://hdl.handle.net/2027.42/151592

University of Bath

11.
Roberts, Matthew.
Spine changes of * measure* and branching diffusions.

Degree: PhD, 2010, University of Bath

URL: https://researchportal.bath.ac.uk/en/studentthesis/spine-changes-of-measure-and-branching-diffusions(ba9393b9-1b55-4597-b110-8ca86331b818).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538554

► The main object of study in this thesis is branching *Brownian* *motion*, in which each particle moves like a *Brownian* *motion* and gives birth to…
(more)

Subjects/Keywords: 519; spine; change of measure; branching; brownian motion

Record Details Similar Records

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

APA (6^{th} Edition):

Roberts, M. (2010). Spine changes of measure and branching diffusions. (Doctoral Dissertation). University of Bath. Retrieved from https://researchportal.bath.ac.uk/en/studentthesis/spine-changes-of-measure-and-branching-diffusions(ba9393b9-1b55-4597-b110-8ca86331b818).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538554

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

Roberts, Matthew. “Spine changes of measure and branching diffusions.” 2010. Doctoral Dissertation, University of Bath. Accessed December 02, 2020. https://researchportal.bath.ac.uk/en/studentthesis/spine-changes-of-measure-and-branching-diffusions(ba9393b9-1b55-4597-b110-8ca86331b818).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538554.

MLA Handbook (7^{th} Edition):

Roberts, Matthew. “Spine changes of measure and branching diffusions.” 2010. Web. 02 Dec 2020.

Vancouver:

Roberts M. Spine changes of measure and branching diffusions. [Internet] [Doctoral dissertation]. University of Bath; 2010. [cited 2020 Dec 02]. Available from: https://researchportal.bath.ac.uk/en/studentthesis/spine-changes-of-measure-and-branching-diffusions(ba9393b9-1b55-4597-b110-8ca86331b818).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538554.

Council of Science Editors:

Roberts M. Spine changes of measure and branching diffusions. [Doctoral Dissertation]. University of Bath; 2010. Available from: https://researchportal.bath.ac.uk/en/studentthesis/spine-changes-of-measure-and-branching-diffusions(ba9393b9-1b55-4597-b110-8ca86331b818).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538554

University of Georgia

12.
Kiogou, Sebastien Dalli.
Investigating some estimators of the *fractional* *degree* of differencing, in long memory *time* * series*.

Degree: 2014, University of Georgia

URL: http://hdl.handle.net/10724/27190

► We investigated three estimators of the *fractional* parameter d, in long memory *time* *series*. Discussed in [4], the rst estimator is based on a regression…
(more)

Subjects/Keywords: Fractional degree of differencing; Fractional parameter d; Long memory time series models; Spectral density; lag-window; Fast and accurate MLE

Record Details Similar Records

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

APA (6^{th} Edition):

Kiogou, S. D. (2014). Investigating some estimators of the fractional degree of differencing, in long memory time series. (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/27190

Not specified: Masters Thesis or Doctoral Dissertation

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

Kiogou, Sebastien Dalli. “Investigating some estimators of the fractional degree of differencing, in long memory time series.” 2014. Thesis, University of Georgia. Accessed December 02, 2020. http://hdl.handle.net/10724/27190.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kiogou, Sebastien Dalli. “Investigating some estimators of the fractional degree of differencing, in long memory time series.” 2014. Web. 02 Dec 2020.

Vancouver:

Kiogou SD. Investigating some estimators of the fractional degree of differencing, in long memory time series. [Internet] [Thesis]. University of Georgia; 2014. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10724/27190.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kiogou SD. Investigating some estimators of the fractional degree of differencing, in long memory time series. [Thesis]. University of Georgia; 2014. Available from: http://hdl.handle.net/10724/27190

Not specified: Masters Thesis or Doctoral Dissertation

13.
Mushti, Sirisha.
Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence *Correlation* Structures.

Degree: PhD, Mathematics and Statistics, 2013, Old Dominion University

URL: 9781303166204 ; https://digitalcommons.odu.edu/mathstat_etds/33

► Longitudinal or repeated *measure* data are common in biomedical and clinical trials. These data are often collected on individuals at scheduled times resulting in…
(more)

Subjects/Keywords: ARMA(1; 1); Antedependence correlation; Longitudinal data; Repeated measure; Applied Statistics; Longitudinal Data Analysis and Time Series

Record Details Similar Records

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

APA (6^{th} Edition):

Mushti, S. (2013). Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures. (Doctoral Dissertation). Old Dominion University. Retrieved from 9781303166204 ; https://digitalcommons.odu.edu/mathstat_etds/33

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

Mushti, Sirisha. “Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures.” 2013. Doctoral Dissertation, Old Dominion University. Accessed December 02, 2020. 9781303166204 ; https://digitalcommons.odu.edu/mathstat_etds/33.

MLA Handbook (7^{th} Edition):

Mushti, Sirisha. “Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures.” 2013. Web. 02 Dec 2020.

Vancouver:

Mushti S. Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures. [Internet] [Doctoral dissertation]. Old Dominion University; 2013. [cited 2020 Dec 02]. Available from: 9781303166204 ; https://digitalcommons.odu.edu/mathstat_etds/33.

Council of Science Editors:

Mushti S. Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures. [Doctoral Dissertation]. Old Dominion University; 2013. Available from: 9781303166204 ; https://digitalcommons.odu.edu/mathstat_etds/33

Université Catholique de Louvain

14. Warchol, Michal. Nonparametric modeling of extremal dependence.

Degree: 2016, Université Catholique de Louvain

URL: http://hdl.handle.net/2078.1/176771

►

There is an increasing interest to understand the interplay of extreme values over *time* and across coordinates. Extreme-value theory provides techniques for modeling temporal and…
(more)

Subjects/Keywords: Statistics of extremes; Spectral measure; Regular variation; Stationary time series; Heavy-tailed Markov chains; Heavy-tailed time series

Record Details Similar Records

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

APA (6^{th} Edition):

Warchol, M. (2016). Nonparametric modeling of extremal dependence. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/176771

Not specified: Masters Thesis or Doctoral Dissertation

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

Warchol, Michal. “Nonparametric modeling of extremal dependence.” 2016. Thesis, Université Catholique de Louvain. Accessed December 02, 2020. http://hdl.handle.net/2078.1/176771.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Warchol, Michal. “Nonparametric modeling of extremal dependence.” 2016. Web. 02 Dec 2020.

Vancouver:

Warchol M. Nonparametric modeling of extremal dependence. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/2078.1/176771.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Warchol M. Nonparametric modeling of extremal dependence. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/176771

Not specified: Masters Thesis or Doctoral Dissertation

Univerzitet u Beogradu

15. Sarvan, Darko, 1984-, 36836199. Statističko-mehanička analiza evolucije nacionalnih tržišta.

Degree: 2020, Univerzitet u Beogradu

URL: https://fedorabg.bg.ac.rs/fedora/get/o:21835/bdef:Content/get

►

Fizika - Statistička fizika / Physics - Statistical physics

U samom srcu ove disertacije je jedna od modernih oblasti fizike - Ekonofizika. U njoj se… (more)

Subjects/Keywords: complex systems; stock market indices; multi-fractal analysis; Hurst exponents; cycles in time series of stock market indices; development index

Record Details Similar Records

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

APA (6^{th} Edition):

Sarvan, Darko, 1984-, 3. (2020). Statističko-mehanička analiza evolucije nacionalnih tržišta. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:21835/bdef:Content/get

Not specified: Masters Thesis or Doctoral Dissertation

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

Sarvan, Darko, 1984-, 36836199. “Statističko-mehanička analiza evolucije nacionalnih tržišta.” 2020. Thesis, Univerzitet u Beogradu. Accessed December 02, 2020. https://fedorabg.bg.ac.rs/fedora/get/o:21835/bdef:Content/get.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sarvan, Darko, 1984-, 36836199. “Statističko-mehanička analiza evolucije nacionalnih tržišta.” 2020. Web. 02 Dec 2020.

Vancouver:

Sarvan, Darko, 1984- 3. Statističko-mehanička analiza evolucije nacionalnih tržišta. [Internet] [Thesis]. Univerzitet u Beogradu; 2020. [cited 2020 Dec 02]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:21835/bdef:Content/get.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sarvan, Darko, 1984- 3. Statističko-mehanička analiza evolucije nacionalnih tržišta. [Thesis]. Univerzitet u Beogradu; 2020. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:21835/bdef:Content/get

Not specified: Masters Thesis or Doctoral Dissertation

University of Florida

16. Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.

Degree: PhD, Electrical and Computer Engineering, 2011, University of Florida

URL: https://ufdc.ufl.edu/UFE0043252

► ?Does greenhouse gas emission cause global warming??, ?Does gas price depend on supply and demand??, ?Does stress cause depression??, ?Does productivity depend on competition?? –…
(more)

Subjects/Keywords: Causality; Consistent estimators; Correlation coefficients; Cumulative distribution functions; Distance functions; Estimators; Machine learning; Random variables; Statistics; Time series; association – causal – conditional – dependence – granger – hypothesis – ica – independence – inference – measure – metric – nonparametric – point – process – selection – space – spike – testing – train – variable

Record Details Similar Records

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

APA (6^{th} Edition):

Seth,Sohan. (2011). On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. (Doctoral Dissertation). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0043252

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

Author name may be incomplete

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

Seth,Sohan. “On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.” 2011. Doctoral Dissertation, University of Florida. Accessed December 02, 2020. https://ufdc.ufl.edu/UFE0043252.

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

Author name may be incomplete

MLA Handbook (7^{th} Edition):

Seth,Sohan. “On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.” 2011. Web. 02 Dec 2020.

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

Author name may be incomplete

Vancouver:

Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. [Internet] [Doctoral dissertation]. University of Florida; 2011. [cited 2020 Dec 02]. Available from: https://ufdc.ufl.edu/UFE0043252.

Author name may be incomplete

Council of Science Editors:

Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. [Doctoral Dissertation]. University of Florida; 2011. Available from: https://ufdc.ufl.edu/UFE0043252

Author name may be incomplete

17.
Venet, Nil.
Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of *fractional* *brownian* fields indexed by manifolds.

Degree: Docteur es, Mathématiques appliquées, 2016, Université Toulouse III – Paul Sabatier

URL: http://www.theses.fr/2016TOU30377

►

Cette thèse porte sur l'existence de champs browniens fractionnaires indexés par des variétés riemanniennes. Ces objets héritent des propriétés qui font le succès du mouvement… (more)

Subjects/Keywords: Champ aléatoire; Mouvement brownien; Fractionnaire; Exposant de Hurst; Auto-similarité; Variété riemannienne; Random field; Brownian motion; Fractional; Hurst exponent; Autosimilarity; Riemannian manifold

Record Details Similar Records

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

APA (6^{th} Edition):

Venet, N. (2016). Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. (Doctoral Dissertation). Université Toulouse III – Paul Sabatier. Retrieved from http://www.theses.fr/2016TOU30377

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

Venet, Nil. “Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds.” 2016. Doctoral Dissertation, Université Toulouse III – Paul Sabatier. Accessed December 02, 2020. http://www.theses.fr/2016TOU30377.

MLA Handbook (7^{th} Edition):

Venet, Nil. “Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds.” 2016. Web. 02 Dec 2020.

Vancouver:

Venet N. Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. [Internet] [Doctoral dissertation]. Université Toulouse III – Paul Sabatier; 2016. [cited 2020 Dec 02]. Available from: http://www.theses.fr/2016TOU30377.

Council of Science Editors:

Venet N. Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. [Doctoral Dissertation]. Université Toulouse III – Paul Sabatier; 2016. Available from: http://www.theses.fr/2016TOU30377

University of Alberta

18. Kang, Jiayin. Financial Model Estimation And Portfolio Rebalancing.

Degree: MS, Department of Mathematical and Statistical Sciences, 2015, University of Alberta

URL: https://era.library.ualberta.ca/files/gm80hz041

► In this thesis we organize the contents in three parts. The first part is about portfolio rebalancing with changing benchmarks and the second part is…
(more)

Subjects/Keywords: Portfolio Rebalancing, Fractional Brownian Motion

Record Details Similar Records

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

APA (6^{th} Edition):

Kang, J. (2015). Financial Model Estimation And Portfolio Rebalancing. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/gm80hz041

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

Kang, Jiayin. “Financial Model Estimation And Portfolio Rebalancing.” 2015. Masters Thesis, University of Alberta. Accessed December 02, 2020. https://era.library.ualberta.ca/files/gm80hz041.

MLA Handbook (7^{th} Edition):

Kang, Jiayin. “Financial Model Estimation And Portfolio Rebalancing.” 2015. Web. 02 Dec 2020.

Vancouver:

Kang J. Financial Model Estimation And Portfolio Rebalancing. [Internet] [Masters thesis]. University of Alberta; 2015. [cited 2020 Dec 02]. Available from: https://era.library.ualberta.ca/files/gm80hz041.

Council of Science Editors:

Kang J. Financial Model Estimation And Portfolio Rebalancing. [Masters Thesis]. University of Alberta; 2015. Available from: https://era.library.ualberta.ca/files/gm80hz041

University of South Africa

19. Sebatjane, Phuti. Understanding patterns of aggregation in count data.

Degree: 2016, University of South Africa

URL: http://hdl.handle.net/10500/22067

► The term aggregation refers to overdispersion and both are used interchangeably in this thesis. In addressing the problem of prevalence of infectious parasite species faced…
(more)

Subjects/Keywords: Aggregations; Autoregressive models; Akaike information criterion; Correlation; Count data; Exponential family; Generalised linear models; Goats; Internal parasites; Hosts; Negative binomial distribution; Overdispersion; Poisson distribution; Sheep; Time series; Zero inflation

Record Details Similar Records

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

APA (6^{th} Edition):

Sebatjane, P. (2016). Understanding patterns of aggregation in count data. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/22067

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

Sebatjane, Phuti. “Understanding patterns of aggregation in count data.” 2016. Masters Thesis, University of South Africa. Accessed December 02, 2020. http://hdl.handle.net/10500/22067.

MLA Handbook (7^{th} Edition):

Sebatjane, Phuti. “Understanding patterns of aggregation in count data.” 2016. Web. 02 Dec 2020.

Vancouver:

Sebatjane P. Understanding patterns of aggregation in count data. [Internet] [Masters thesis]. University of South Africa; 2016. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10500/22067.

Council of Science Editors:

Sebatjane P. Understanding patterns of aggregation in count data. [Masters Thesis]. University of South Africa; 2016. Available from: http://hdl.handle.net/10500/22067

Penn State University

20.
Zheng, Xiaofei.
STUDIES ON THE LOCAL TIMES OF DISCRETE-*TIME* STOCHASTIC PROCESSES.

Degree: 2017, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/13723xxz145

► This dissertation investigates the limit behaviors of the local times of the partial sum of stationary processes. Under the conditional local limit theorem assumption, we…
(more)

Subjects/Keywords: local time; discrete stochastic processes; discrete fractional Brownian motion; Mittag-Leffler distribution; Infinite ergodic theory; almost sure central limit theorem; pointwise dual ergodicity

Record Details Similar Records

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

APA (6^{th} Edition):

Zheng, X. (2017). STUDIES ON THE LOCAL TIMES OF DISCRETE-TIME STOCHASTIC PROCESSES. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/13723xxz145

Not specified: Masters Thesis or Doctoral Dissertation

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

Zheng, Xiaofei. “STUDIES ON THE LOCAL TIMES OF DISCRETE-TIME STOCHASTIC PROCESSES.” 2017. Thesis, Penn State University. Accessed December 02, 2020. https://submit-etda.libraries.psu.edu/catalog/13723xxz145.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Zheng, Xiaofei. “STUDIES ON THE LOCAL TIMES OF DISCRETE-TIME STOCHASTIC PROCESSES.” 2017. Web. 02 Dec 2020.

Vancouver:

Zheng X. STUDIES ON THE LOCAL TIMES OF DISCRETE-TIME STOCHASTIC PROCESSES. [Internet] [Thesis]. Penn State University; 2017. [cited 2020 Dec 02]. Available from: https://submit-etda.libraries.psu.edu/catalog/13723xxz145.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng X. STUDIES ON THE LOCAL TIMES OF DISCRETE-TIME STOCHASTIC PROCESSES. [Thesis]. Penn State University; 2017. Available from: https://submit-etda.libraries.psu.edu/catalog/13723xxz145

Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Rio Grande do Sul

21. Horta, Eduardo de Oliveira. Essays in nonparametric econometrics and infinite dimensional mathematical statistics.

Degree: 2015, Universidade do Rio Grande do Sul

URL: http://hdl.handle.net/10183/133007

► The present Thesis is composed of 4 research papers in two distinct areas. In Horta, Guerre, and Fernandes (2015), which constitutes Chapter 2 of this…
(more)

Subjects/Keywords: Economia; Quantile regression; Random measure; Functional time series; Covariance operator

Record Details Similar Records

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

APA (6^{th} Edition):

Horta, E. d. O. (2015). Essays in nonparametric econometrics and infinite dimensional mathematical statistics. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/133007

Not specified: Masters Thesis or Doctoral Dissertation

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

Horta, Eduardo de Oliveira. “Essays in nonparametric econometrics and infinite dimensional mathematical statistics.” 2015. Thesis, Universidade do Rio Grande do Sul. Accessed December 02, 2020. http://hdl.handle.net/10183/133007.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Horta, Eduardo de Oliveira. “Essays in nonparametric econometrics and infinite dimensional mathematical statistics.” 2015. Web. 02 Dec 2020.

Vancouver:

Horta EdO. Essays in nonparametric econometrics and infinite dimensional mathematical statistics. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2015. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10183/133007.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Horta EdO. Essays in nonparametric econometrics and infinite dimensional mathematical statistics. [Thesis]. Universidade do Rio Grande do Sul; 2015. Available from: http://hdl.handle.net/10183/133007

Not specified: Masters Thesis or Doctoral Dissertation

University of Manchester

22.
Tapinos, Avraam.
*Time**series* data mining in systems biology.

Degree: PhD, 2013, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/time-series-data-mining-in-systems-biology(5b538723-503b-4b82-959b-d4567e8d4658).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568664

► Analysis of *time* *series* data constitutes an important activity in many scientific disciplines. Over the last years there has been an increase in the collection…
(more)

Subjects/Keywords: 006.3; Data Mining; Multivariate Time Series; Systems Biology; Similarity Measure

Record Details Similar Records

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

APA (6^{th} Edition):

Tapinos, A. (2013). Time series data mining in systems biology. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/time-series-data-mining-in-systems-biology(5b538723-503b-4b82-959b-d4567e8d4658).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568664

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

Tapinos, Avraam. “Time series data mining in systems biology.” 2013. Doctoral Dissertation, University of Manchester. Accessed December 02, 2020. https://www.research.manchester.ac.uk/portal/en/theses/time-series-data-mining-in-systems-biology(5b538723-503b-4b82-959b-d4567e8d4658).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568664.

MLA Handbook (7^{th} Edition):

Tapinos, Avraam. “Time series data mining in systems biology.” 2013. Web. 02 Dec 2020.

Vancouver:

Tapinos A. Time series data mining in systems biology. [Internet] [Doctoral dissertation]. University of Manchester; 2013. [cited 2020 Dec 02]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/time-series-data-mining-in-systems-biology(5b538723-503b-4b82-959b-d4567e8d4658).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568664.

Council of Science Editors:

Tapinos A. Time series data mining in systems biology. [Doctoral Dissertation]. University of Manchester; 2013. Available from: https://www.research.manchester.ac.uk/portal/en/theses/time-series-data-mining-in-systems-biology(5b538723-503b-4b82-959b-d4567e8d4658).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568664

University of Waterloo

23. El-Khatib, Mayar. Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement.

Degree: 2011, University of Waterloo

URL: http://hdl.handle.net/10012/5741

► While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right…
(more)

Subjects/Keywords: highway development; decision making under uncertainty; real options; jump processes; infinitely divisible distributions; Lévy processes; measure theory; characteristic function; characteristic exponent; Lévy jump measure; probability measure; cádlág stochastic process; Wiener process; Poisson process; compound Poisson process; finite activity models; jump diffusion models; Merton model; Gaussian jump process; Kou model; double exponential jump process; leptokurtic; volatility smile; infinite activity models; pure jumps process; generalized hyperbolic model; modified Bessel function; negative inverse Gaussian model; geometric Brownian motion model; log-normal distribution model; normality assumption; heavy-tailed distribution; asymmetric distribution; quantile-quantile plot; Rydberg algorithm; parameter calibration; moments; cummulants; sum of squares; Monte Carlo simulation; least-squares regression; backward dynamic programming; discrete-time Markov chain; land price; traffic demand; highway service quality index; data collection; traffic volume; Annual Average Daily Traffic; Ontario Ministry of Transportation; Land Registry Office; Province of Ontario Land Registration and Information System; Freedom of Information Act; seasonality; value of transportation; types of transportation systems; importance of highway systems; transportation system development constraints; cost of wrong decisions; monetary cost; private sector cost; human cost; land expropriation; environmental cost; irreversibility cost factor; time cost factor; political cost factor; opportunity cost; opportunity cost of wrong decisions; economic cost of wrong decisions; economic cost of mis-estimation; economic profit of wrong decisions; cost of inaction; price of making right decisions; scope of decisions; rehabilitation decision; land acquisition decision; expansion decision; uncertainty modeling; land acquisition cost; expropriation cost; construction cost; material cost; Montréal-Mirabel International Airport; Pickering Airport; 407 Express Toll Route; Highway 407

Record Details Similar Records

❌

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

APA (6^{th} Edition):

El-Khatib, M. (2011). Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5741

Not specified: Masters Thesis or Doctoral Dissertation

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

El-Khatib, Mayar. “Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement.” 2011. Thesis, University of Waterloo. Accessed December 02, 2020. http://hdl.handle.net/10012/5741.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

El-Khatib, Mayar. “Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement.” 2011. Web. 02 Dec 2020.

Vancouver:

El-Khatib M. Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement. [Internet] [Thesis]. University of Waterloo; 2011. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10012/5741.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

El-Khatib M. Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement. [Thesis]. University of Waterloo; 2011. Available from: http://hdl.handle.net/10012/5741

Not specified: Masters Thesis or Doctoral Dissertation

24.
Πεντελή, Ξανθή-Ξανθίπη.
Modelling multivariate *time* *series* for count data.

Degree: 2011, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών

URL: http://hdl.handle.net/10442/hedi/25175

►

The study of *time* *series* models for count data has become a topic of special interest during the last years. However, while research on univariate…
(more)

Subjects/Keywords: Διακριτές χρονολογικές σειρές; Αυτοσυσχέτιση; Σειριακή συσχέτιση; Κατανομή Poisson; Αρνητική δυωνυμική κατανομή; BINAR; MINAR; Count time series; Autocorrelations; Cross-correlation; Poisson; Negative binomial distribution

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Πεντελή, . . (2011). Modelling multivariate time series for count data. (Thesis). Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Retrieved from http://hdl.handle.net/10442/hedi/25175

Not specified: Masters Thesis or Doctoral Dissertation

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

Πεντελή, Ξανθή-Ξανθίπη. “Modelling multivariate time series for count data.” 2011. Thesis, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Accessed December 02, 2020. http://hdl.handle.net/10442/hedi/25175.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Πεντελή, Ξανθή-Ξανθίπη. “Modelling multivariate time series for count data.” 2011. Web. 02 Dec 2020.

Vancouver:

Πεντελή . Modelling multivariate time series for count data. [Internet] [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2011. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10442/hedi/25175.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Πεντελή . Modelling multivariate time series for count data. [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2011. Available from: http://hdl.handle.net/10442/hedi/25175

Not specified: Masters Thesis or Doctoral Dissertation

RMIT University

25.
Maki, H.
Reliability assessment of water *distribution* *networks* under uncertain nodal demand and pipe roughness.

Degree: 2014, RMIT University

URL: http://researchbank.rmit.edu.au/view/rmit:161313

► The reliability of a water *distribution* network (WDN) is defined as the probability that WDN is able to provide sufficient flow and pressure at all…
(more)

Subjects/Keywords: Fields of Research; Water Distribution network; Reliability assessment; Resilience index; Uncertainty; Nodal demand; Pipe roughness coefficient

Record Details Similar Records

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

APA (6^{th} Edition):

Maki, H. (2014). Reliability assessment of water distribution networks under uncertain nodal demand and pipe roughness. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161313

Not specified: Masters Thesis or Doctoral Dissertation

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

Maki, H. “Reliability assessment of water distribution networks under uncertain nodal demand and pipe roughness.” 2014. Thesis, RMIT University. Accessed December 02, 2020. http://researchbank.rmit.edu.au/view/rmit:161313.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Maki, H. “Reliability assessment of water distribution networks under uncertain nodal demand and pipe roughness.” 2014. Web. 02 Dec 2020.

Vancouver:

Maki H. Reliability assessment of water distribution networks under uncertain nodal demand and pipe roughness. [Internet] [Thesis]. RMIT University; 2014. [cited 2020 Dec 02]. Available from: http://researchbank.rmit.edu.au/view/rmit:161313.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Maki H. Reliability assessment of water distribution networks under uncertain nodal demand and pipe roughness. [Thesis]. RMIT University; 2014. Available from: http://researchbank.rmit.edu.au/view/rmit:161313

Not specified: Masters Thesis or Doctoral Dissertation

26. Lee, Kichun. Functional data mining with multiscale statistical procedures.

Degree: PhD, Industrial and Systems Engineering, 2010, Georgia Tech

URL: http://hdl.handle.net/1853/34716

► *Hurst* exponent and variance are two quantities that often characterize real-life, highfrequency observations. We develop the method for simultaneous estimation of a timechanging *Hurst* exponent…
(more)

Subjects/Keywords: Multifractality; Wavelets; Hurst exponent; Fractional Brownian motion; Multifractional Brownian motion; Semi-supervised learning; Data mining; Correlation (Statistics); Wavelets (Mathematics); Supervised learning (Machine learning); Machine learning

…Simulated paths *of* *fractional* *Brownian* *motion*, (a) H = 1/4, (b) H =
1/2, and… …process BH (t) is called *fractional* *Brownian*
*motion* with *Hurst* exponent H, if
EX(… …x28;1.1.14)
An alternative definition *of* *fractional* *Brownian* *motion* can be given via… …Simulated paths *of* *fractional* *Brownian* *motion*, (a) H = 1/4, (b) H = 1/2,
and… …Sample paths *of* *fractional* *Brownian* *motion* are behaving similarly to those *of*
standard *Brownian*…

Record Details Similar Records

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

APA (6^{th} Edition):

Lee, K. (2010). Functional data mining with multiscale statistical procedures. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/34716

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

Lee, Kichun. “Functional data mining with multiscale statistical procedures.” 2010. Doctoral Dissertation, Georgia Tech. Accessed December 02, 2020. http://hdl.handle.net/1853/34716.

MLA Handbook (7^{th} Edition):

Lee, Kichun. “Functional data mining with multiscale statistical procedures.” 2010. Web. 02 Dec 2020.

Vancouver:

Lee K. Functional data mining with multiscale statistical procedures. [Internet] [Doctoral dissertation]. Georgia Tech; 2010. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/1853/34716.

Council of Science Editors:

Lee K. Functional data mining with multiscale statistical procedures. [Doctoral Dissertation]. Georgia Tech; 2010. Available from: http://hdl.handle.net/1853/34716

Universidade de Brasília

27. Django Agrahyde Munhoz. A utilização do lucro contábil como proxy de risco no Brasil.

Degree: 2006, Universidade de Brasília

URL: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1939

►

The most used * measure* of risk, by the companies, is the beta

Subjects/Keywords: Administração de risco; Risco (Economia); ECONOMIA; Beta coefficient; Measure of risk; Countable measure; Lucros; Earnings; EaR; Empresas - Contabilidade

Record Details Similar Records

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

APA (6^{th} Edition):

Munhoz, D. A. (2006). A utilização do lucro contábil como proxy de risco no Brasil. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1939

Not specified: Masters Thesis or Doctoral Dissertation

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

Munhoz, Django Agrahyde. “A utilização do lucro contábil como proxy de risco no Brasil.” 2006. Thesis, Universidade de Brasília. Accessed December 02, 2020. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1939.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Munhoz, Django Agrahyde. “A utilização do lucro contábil como proxy de risco no Brasil.” 2006. Web. 02 Dec 2020.

Vancouver:

Munhoz DA. A utilização do lucro contábil como proxy de risco no Brasil. [Internet] [Thesis]. Universidade de Brasília; 2006. [cited 2020 Dec 02]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1939.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Munhoz DA. A utilização do lucro contábil como proxy de risco no Brasil. [Thesis]. Universidade de Brasília; 2006. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1939

Not specified: Masters Thesis or Doctoral Dissertation

28. Brito, Carlos Stein Naves de. Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.

Degree: Mestrado, Bioinformática, 2010, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;

►

Medidas de dependência entre séries temporais são estudadas com a perspectiva de evidenciar como diferentes regiões do cérebro interagem, por meio da aplicação a sinais… (more)

Subjects/Keywords: Computational neuroscience; Conectividade funcional; Electrophysiology; Eletrofisiologia; Functional connectivity; Inferencia estatistica; Measure of dependence; Medidas de dependencia; Neurociencia computacional; Series temporais; Statistical inference; Time series

Record Details Similar Records

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

APA (6^{th} Edition):

Brito, C. S. N. d. (2010). Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;

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

Brito, Carlos Stein Naves de. “Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.” 2010. Masters Thesis, University of São Paulo. Accessed December 02, 2020. http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;.

MLA Handbook (7^{th} Edition):

Brito, Carlos Stein Naves de. “Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.” 2010. Web. 02 Dec 2020.

Vancouver:

Brito CSNd. Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. [Internet] [Masters thesis]. University of São Paulo; 2010. [cited 2020 Dec 02]. Available from: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;.

Council of Science Editors:

Brito CSNd. Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. [Masters Thesis]. University of São Paulo; 2010. Available from: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;

University of St Andrews

29. Howroyd, Douglas Charles. On the regularity dimensions of measures.

Degree: PhD, 2020, University of St Andrews

URL: http://hdl.handle.net/10023/20218

► This body of work is based upon the following three papers that the author wrote during his PhD with Jonathan Fraser and Han Yu: [FH20,…
(more)

Subjects/Keywords: Fractal; Dimension theory; Assouad dimension; Upper regularity dimension; Lower regularity dimension; Brownian motion; Self-similar; Self-affine; QA611.3H7; Dimension theory (Topology); Measure theory; Fractals; Brownian motion processes

Record Details Similar Records

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

APA (6^{th} Edition):

Howroyd, D. C. (2020). On the regularity dimensions of measures. (Doctoral Dissertation). University of St Andrews. Retrieved from http://hdl.handle.net/10023/20218

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

Howroyd, Douglas Charles. “On the regularity dimensions of measures.” 2020. Doctoral Dissertation, University of St Andrews. Accessed December 02, 2020. http://hdl.handle.net/10023/20218.

MLA Handbook (7^{th} Edition):

Howroyd, Douglas Charles. “On the regularity dimensions of measures.” 2020. Web. 02 Dec 2020.

Vancouver:

Howroyd DC. On the regularity dimensions of measures. [Internet] [Doctoral dissertation]. University of St Andrews; 2020. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10023/20218.

Council of Science Editors:

Howroyd DC. On the regularity dimensions of measures. [Doctoral Dissertation]. University of St Andrews; 2020. Available from: http://hdl.handle.net/10023/20218

University of Waterloo

30. Kennedy, Ian. Distance Measures for Probabilistic Patterns.

Degree: 2020, University of Waterloo

URL: http://hdl.handle.net/10012/15419

► Numerical measures of pattern dissimilarity are at the heart of pattern recognition and classification. Applications of pattern recognition grow more sophisticated every year, and consequently…
(more)

Subjects/Keywords: pattern recognition; information matrix; distance measure; maximum likelihood; time series; hidden Markov model

Record Details Similar Records

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

APA (6^{th} Edition):

Kennedy, I. (2020). Distance Measures for Probabilistic Patterns. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/15419

Not specified: Masters Thesis or Doctoral Dissertation

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

Kennedy, Ian. “Distance Measures for Probabilistic Patterns.” 2020. Thesis, University of Waterloo. Accessed December 02, 2020. http://hdl.handle.net/10012/15419.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kennedy, Ian. “Distance Measures for Probabilistic Patterns.” 2020. Web. 02 Dec 2020.

Vancouver:

Kennedy I. Distance Measures for Probabilistic Patterns. [Internet] [Thesis]. University of Waterloo; 2020. [cited 2020 Dec 02]. Available from: http://hdl.handle.net/10012/15419.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kennedy I. Distance Measures for Probabilistic Patterns. [Thesis]. University of Waterloo; 2020. Available from: http://hdl.handle.net/10012/15419

Not specified: Masters Thesis or Doctoral Dissertation