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Modeling Time Series via Copula and Extreme Value Theory
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| 자료유형 | E-Book |
|---|---|
| 개인저자 | Zhao, Zifeng. |
| 단체저자명 | The University of Wisconsin - Madison. Statistics. |
| 서명/저자사항 | Modeling Time Series via Copula and Extreme Value Theory. |
| 발행사항 | [S.l.] : The University of Wisconsin - Madison., 2018 |
| 발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
| 형태사항 | 144 p. |
| 소장본 주기 | School code: 0262. |
| ISBN | 9780438080195 |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-11(E), Section: B.
Adviser: Zhengjun Zhang. |
| 요약 | Throughout my Ph.D. life, I mainly work on research topics about time series. This thesis consists of three representative works I have done for statistical modeling of time series. Modeling time series is a fundamental task in statistics, with |
| 요약 | For univariate time series, there is temporal dependence, where the past influences the future (autocorrelation). The modeling of univariate time series is a relatively well-studied research area, especially in financial applications. However, f |
| 요약 | For multivariate time series, there are both temporal dependence of each component univariate time series and cross-sectional dependence across all the component univariate time series. To accurately capture the behavior of multivariate time ser |
| 일반주제명 | Statistics. |
| 언어 | 영어 |
| 기본자료 저록 | Dissertation Abstracts International79-11B(E). Dissertation Abstract International |
| 대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T14999362 |
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| No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
|---|---|---|---|---|---|---|---|---|
| 1 | WE00028030 | 310 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출가능 |
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