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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| 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 |