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Start Over Graduate Program Statistics Committee Member Runze Li Committee Member Jingzhi Huang Keyword Time-varying exogenous AR model Keyword Long-run Variance

1. Three Essays on Non-stationary Time Series

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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

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