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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