1. Local Modeling For Data With Autocorrelations Open Access Author: Li, Yan Title: Local Modeling For Data With Autocorrelations Graduate Program: Statistics Keywords: MultivariateAutoregressionsNonoparametric modelsVariable Selection File: Download Yan_Li_Thesis.pdf Committee Members: Runze Li, Committee Chair/Co-ChairNaomi S Altman, Committee MemberDavid Russell Hunter, Committee MemberJingzhi Huang, Committee Member
2. Three Essays on Non-stationary Time Series Open Access Author: Li, Xiaoye Title: Three Essays on Non-stationary Time Series Graduate Program: Statistics Keywords: Modulated StationarySelf NormalizationChange-point TestLong-run VarianceAutocovarianceTime-varying exogenous AR modelSieve-wild Bootstrap File: Download phdsample2_copy.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorRunze Li, Committee Chair/Co-ChairFuqing Zhang, Committee MemberJingzhi Huang, Special Member