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

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

Ph.D

Saved in:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-166288
record_format dspace
spelling sg-nus-scholar.10635-1662882020-04-01T13:21:45Z STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES XU XIAOFEI STATISTICS & APPLIED PROBABILITY Chen Ying Functional time series, serial dependence, high-dimensionality, non-stationarity, integer-valued GARCH model, inhomogeneous volatility Ph.D DOCTOR OF PHILOSOPHY (FOS) 2020-03-31T18:01:05Z 2020-03-31T18:01:05Z 2019-08-22 Thesis XU XIAOFEI (2019-08-22). STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/166288 0000-0002-8019-9245 en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Functional time series, serial dependence, high-dimensionality, non-stationarity, integer-valued GARCH model, inhomogeneous volatility
spellingShingle Functional time series, serial dependence, high-dimensionality, non-stationarity, integer-valued GARCH model, inhomogeneous volatility
XU XIAOFEI
STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
description Ph.D
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
XU XIAOFEI
format Theses and Dissertations
author XU XIAOFEI
author_sort XU XIAOFEI
title STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
title_short STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
title_full STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
title_fullStr STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
title_full_unstemmed STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
title_sort statistical modeling for high-dimensional and non-stationary time series
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/166288
_version_ 1681100754983583744

Similar Items