Three essays on nonstationary time-series analysis and network dynamics

Three essays on nonstationary time-series analysis and network dynamics

My dissertation consists of three essays which contribute new theoretical results to nonstationary time-series analysis and network dynamics. Chapter 2 examines the limit properties of information criteria (such as AIC, BIC, HQIC) for distinguishing between the unit root model and the various kinds...

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Bibliographic Details
Main Author: TAO, Yubo
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
Nonstationary Time-series
Networks
Random Coefficient Autoregression
Model Selection
Classification
Economics
Economic Theory
Online Access:https://ink.library.smu.edu.sg/etd_coll/223
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1223&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/223
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1223&context=etd_coll

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