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Actions for Three essays on non-stationary time series [electronic resource]
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Three essays on non-stationary time series [electronic resource] / by Xiaoye Li.
Author
Li, Xiaoye
Additional Titles
Three essays on non stationary time series and 3 essays on non-stationary time series
Published
[University Park, Pa.] : Pennsylvania State University, 2013.
Physical Description
1 electronic document (123 pages)
Additional Creators
Zhao, Zhibiao
Access Online
etda.libraries.psu.edu
Full Text available online
Availability
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Graduate Program
Statistics
Other Subject(s)
Modulated Stationary
Self Normalization
Change-point Test
Long-run Variance
Autocovariance
Time-varying exogenous AR model
Sieve-wild Bootstrap
Dissertation Note
Ph.D. Pennsylvania State University 2013.
Note
Mode of access: World Wide Web.
Thesis advisor: Zhibiao Zhao.
Reproduction Note
Microfilm (positive). 1 reel ; 35 mm. (University Microfilms 10-005920)
Technical Details
The full text of the dissertation is available as a Adobe Acrobat .pdf file ; Adobe Acrobat Reader required to view the file.
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| catkey: 11939249