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You searched for subject:(stationary bootstrap). Showing records 1 – 4 of 4 total matches.

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University of Illinois – Urbana-Champaign

1. Rho, Yeonwoo. Inference of time series regression models with weakly dependent errors.

Degree: PhD, 0329, 2014, University of Illinois – Urbana-Champaign

 In this thesis we develop inferential methods for time series models with weakly dependent errors in the following three aspects. The first aspect concerns the… (more)

Subjects/Keywords: Heteroscedasticity; Locally stationary; Prewhitening; Robust procedure; Self-normalization; Time series regression; Unit root testing; Wild bootstrap

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APA (6th Edition):

Rho, Y. (2014). Inference of time series regression models with weakly dependent errors. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/50448

Chicago Manual of Style (16th Edition):

Rho, Yeonwoo. “Inference of time series regression models with weakly dependent errors.” 2014. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed February 21, 2020. http://hdl.handle.net/2142/50448.

MLA Handbook (7th Edition):

Rho, Yeonwoo. “Inference of time series regression models with weakly dependent errors.” 2014. Web. 21 Feb 2020.

Vancouver:

Rho Y. Inference of time series regression models with weakly dependent errors. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/2142/50448.

Council of Science Editors:

Rho Y. Inference of time series regression models with weakly dependent errors. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2014. Available from: http://hdl.handle.net/2142/50448


Penn State University

2. Li, Xiaoye. Three Essays on Non-stationary Time Series.

Degree: PhD, Statistics, 2013, Penn State University

 We study statistical inference for a class of non-stationary time series with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing… (more)

Subjects/Keywords: Modulated Stationary; Self Normalization; Change-point Test; Long-run Variance; Autocovariance; Time-varying exogenous AR model; Sieve-wild Bootstrap

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APA (6th Edition):

Li, X. (2013). Three Essays on Non-stationary Time Series. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/19602

Chicago Manual of Style (16th Edition):

Li, Xiaoye. “Three Essays on Non-stationary Time Series.” 2013. Doctoral Dissertation, Penn State University. Accessed February 21, 2020. https://etda.libraries.psu.edu/catalog/19602.

MLA Handbook (7th Edition):

Li, Xiaoye. “Three Essays on Non-stationary Time Series.” 2013. Web. 21 Feb 2020.

Vancouver:

Li X. Three Essays on Non-stationary Time Series. [Internet] [Doctoral dissertation]. Penn State University; 2013. [cited 2020 Feb 21]. Available from: https://etda.libraries.psu.edu/catalog/19602.

Council of Science Editors:

Li X. Three Essays on Non-stationary Time Series. [Doctoral Dissertation]. Penn State University; 2013. Available from: https://etda.libraries.psu.edu/catalog/19602

3. Miquelluti, David José. Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano.

Degree: PhD, Estatística e Experimentação Agronômica, 2008, University of São Paulo

Experimentos nos quais uma ou mais variáveis respostas são influênciadas por diversos fatores quantitativos são bastante comuns nas áreas agrícola, química, biológica, dentre outras. Nesse… (more)

Subjects/Keywords: Amendoim - Estatísticas e dados numéricos; Bayesian bootstrap; Confidence regions; Distribuições amostrais; Inferência bayesiana; Metodologia e técnicas de computação; Non parametric density.; Respose surface; stationary point; Superfícies de resposta.

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APA (6th Edition):

Miquelluti, D. J. (2008). Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/11/11134/tde-17072008-144245/ ;

Chicago Manual of Style (16th Edition):

Miquelluti, David José. “Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano.” 2008. Doctoral Dissertation, University of São Paulo. Accessed February 21, 2020. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-17072008-144245/ ;.

MLA Handbook (7th Edition):

Miquelluti, David José. “Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano.” 2008. Web. 21 Feb 2020.

Vancouver:

Miquelluti DJ. Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano. [Internet] [Doctoral dissertation]. University of São Paulo; 2008. [cited 2020 Feb 21]. Available from: http://www.teses.usp.br/teses/disponiveis/11/11134/tde-17072008-144245/ ;.

Council of Science Editors:

Miquelluti DJ. Regiões de confiança para a localização do ponto estacionário em superfícies de resposta, usando o método "bootstrap" Bayesiano. [Doctoral Dissertation]. University of São Paulo; 2008. Available from: http://www.teses.usp.br/teses/disponiveis/11/11134/tde-17072008-144245/ ;


Universidade do Rio Grande do Sul

4. Silva, Fernando Augusto Boeira Sabino da. Ensaios em cópulas e finanças empíricas.

Degree: 2017, Universidade do Rio Grande do Sul

Nesta tese discutimos abordagens que utilizam cópulas para descrever dependências entre instrumentos nanceiros e avaliamos a performance destes métodos. Muitas crises nanceiras aconteceram desde o… (more)

Subjects/Keywords: Asset Allocation; Finanças; Volatilidade; Copula; Crise financeira; WCVaR; Gerenciamento de riscos; Statistical Arbitrage; Stationary Bootstrap; S&P500; Risk Management; Realized; Measures; Portfolio Selection; High-Frequency; Distance

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

APA (6th Edition):

Silva, F. A. B. S. d. (2017). Ensaios em cópulas e finanças empíricas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/172478

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):

Silva, Fernando Augusto Boeira Sabino da. “Ensaios em cópulas e finanças empíricas.” 2017. Thesis, Universidade do Rio Grande do Sul. Accessed February 21, 2020. http://hdl.handle.net/10183/172478.

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

MLA Handbook (7th Edition):

Silva, Fernando Augusto Boeira Sabino da. “Ensaios em cópulas e finanças empíricas.” 2017. Web. 21 Feb 2020.

Vancouver:

Silva FABSd. Ensaios em cópulas e finanças empíricas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2017. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10183/172478.

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

Council of Science Editors:

Silva FABSd. Ensaios em cópulas e finanças empíricas. [Thesis]. Universidade do Rio Grande do Sul; 2017. Available from: http://hdl.handle.net/10183/172478

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

.