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Results for: Committee Member Runze Li Degree PHD Keyword Time-varying exogenous AR model Keyword Autocovariance Keyword Modulated Stationary Keyword Sieve-wild Bootstrap

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1. 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 Stationary
Self Normalization
Change-point Test
Long-run Variance
Autocovariance
Time-varying exogenous AR model
Sieve-wild Bootstrap

File:

Open phdsample2_copy.pdf

Committee Members:

Zhibiao Zhao, Dissertation Advisor
Runze Li, Committee Chair
Fuqing Zhang, Committee Member
Jingzhi Huang, Special Member

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1. Three Essays on Non-stationary Time Series