STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES

STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES

Ph.D

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Bibliographic Details
Main Author: XU XIAOFEI
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2020
Subjects:
Functional time series, serial dependence, high-dimensionality, non-stationarity, integer-valued GARCH model, inhomogeneous volatility
Online Access:https://scholarbank.nus.edu.sg/handle/10635/166288
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Institution: National University of Singapore
Language: English
Description
Summary:Ph.D

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