Essays in commodities and freight markets

Chapter 1: Structural Changes in Functional Curves: Estimation and Testing Abstract: This paper considers the estimation and testing of structural changes in functional curves that occurs at an unknown date. The functional principal component analysis is applied to the random functional curves, deco...

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Bibliographic Details
Main Author: YAP, Nelson
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Online Access:https://ink.library.smu.edu.sg/etd_coll/167
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1167&context=etd_coll
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Institution: Singapore Management University
Language: English