STATISTICAL MODELING FOR HIGH-DIMENSIONAL AND NON-STATIONARY TIME SERIES
Ph.D
Saved in:
Main Author: | XU XIAOFEI |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2020
|
Subjects: | |
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 |
Similar Items
-
A model for integer-valued time series with conditional overdispersion
by: Xu, H.-Y., et al.
Published: (2014) -
A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting
by: Chen, Y., et al.
Published: (2014) -
HIGH-DIMENSIONAL NONSTATIONARY TIME SERIES MODELING WITH FUNCTIONAL DATA ANALYSIS AND DEEP LEARNING
by: XU XIUQIN
Published: (2022) -
Non-stationary non-parametric volatility model
by: Han, H., et al.
Published: (2014) -
Could regression of stationary series be spurious?
by: Wong, Wing-Keung, et al.
Published: (2024)