eTD Explore

Start Over Committee Member Runze Li Keyword Change-point Test Keyword Modulated Stationary

Open Access

Author:: Li, Xiaoye
Title:: Three Essays on Non-stationary Time Series
Graduate Program:: Statistics
Keywords:: Modulated Stationary
Self Normalization
Change-point Test
Long-run Variance
Autocovariance
Time-varying exogenous AR model
Sieve-wild Bootstrap
File:: Download phdsample2_copy.pdf
Committee Members:: Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Fuqing Zhang, Committee Member
Jingzhi Huang, Special Member

Search