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You searched for subject:(gene networks correlation coefficient time series fractional Brownian motion Hurst index binomial multifractal measure measure representation of DNA sequence degree distribution resilience). Showing records 1 – 30 of 358216 total matches.

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Queensland University of Technology

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

Degree: 2011, Queensland University of Technology

 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

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APA (6th 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 (16th 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 (7th 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/

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

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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 Fractional Brownian Motion.

Degree: PhD, Mathematics, 2013, Lehigh University

 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

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APA (6th 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 (16th 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 (7th 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

  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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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APA (6th 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 (16th 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 (7th 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

 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… 

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

  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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th Edition):

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

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):

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

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 ?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

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

APA (6th 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 (16th 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 (7th 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.

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

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

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

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APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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

APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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… 

Page 1 Page 2 Page 3 Page 4 Page 5

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APA (6th 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 (16th 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 (7th 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

The most used measure of risk, by the companies, is the beta coefficient. However, its calculation is difficult of being carried through for closed companies,… (more)

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

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

APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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

APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th Edition):

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

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):

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

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

MLA Handbook (7th 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.

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

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

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