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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2019
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| 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 |