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Multichannel signal decomposition and separation in the time-frequency domain

Multichannel signal decomposition and separation in the time-frequency domain

Text (2009)

Part of Electronic Theses & Dissertations

KPSS and Leybourne-McCabe autocorrelation corrections in stationarity tests

KPSS and Leybourne-McCabe autocorrelation corrections in stationarity tests

Text (2002)

Part of Electronic Theses & Dissertations

Three essays on econometrics

Three essays on econometrics

Text (2013)

Part of Electronic Theses & Dissertations

Polynomial spline smoothing for nonlinear time series

Polynomial spline smoothing for nonlinear time series

Text (2007)

Part of Electronic Theses & Dissertations

Essays on time series econometrics

Essays on time series econometrics

Cho, Cheol-Keun

Text (2014)

Part of Electronic Theses & Dissertations

Asymtotic theory for long-memory time series

Asymtotic theory for long-memory time series

Text (1994)

Part of Electronic Theses & Dissertations

Leading indicators in structural econometric models with applications in multivariate time series analysis about the commerce department leading indicators and a proposed monetary leading indicator

Leading indicators in structural econometric models with applications in multivariate time series analysis about the commerce department leading indicators and a proposed monetary leading indicator

Text (1980)

Part of Electronic Theses & Dissertations

Tests of trend versus random walk in macroeconomic time series

Tests of trend versus random walk in macroeconomic time series

Kwiatkowski, Denis Eugene

Text (1990)

Part of Electronic Theses & Dissertations

Time series analysis of famine early warning systems in Mali

Time series analysis of famine early warning systems in Mali

Phillips, Cynthia A.

Text (2002)

Part of Electronic Theses & Dissertations

Three essays on econometrics

Three essays on econometrics

Text (2005)

Part of Electronic Theses & Dissertations

Non- and semiparametric modeling of financial and macro-economic time series

Non- and semiparametric modeling of financial and macro-economic time series

Liu, Rong, 1977-

Text (2009)

Part of Electronic Theses & Dissertations

A stochastic model for time changes in a binary dyadic relation, with application to group dynamics

A stochastic model for time changes in a binary dyadic relation, with application to group dynamics

Bhargava, Triloki Nath

Text (1962)

Part of Electronic Theses & Dissertations

Essays on economic time series : theory and application

Essays on economic time series : theory and application

Text (1999)

Part of Electronic Theses & Dissertations

Robust multi-task learning algorithms for predictive modeling of spatial and temporal data

Robust multi-task learning algorithms for predictive modeling of spatial and temporal data

Liu, Xi (Graduate of Michigan State University)

Text (2019)

Part of Electronic Theses & Dissertations

Time series modeling of indices of fish abundance from the northwest Atlantic Ocean

Time series modeling of indices of fish abundance from the northwest Atlantic Ocean

Becerra-Muñoz, Salvador

Text (1996)

Part of Electronic Theses & Dissertations

Space-time modeling and application to emerging infectious diseases

Space-time modeling and application to emerging infectious diseases

Text (2005)

Part of Electronic Theses & Dissertations

Strongly dependent economic time series : theory and applications

Strongly dependent economic time series : theory and applications

Tieslau, Margie A.

Text (1992)

Part of Electronic Theses & Dissertations

Minimum distance estimation for ARMA and GARCH processes

Minimum distance estimation for ARMA and GARCH processes

Text (1997)

Part of Electronic Theses & Dissertations

Regression models with (case 2) interval censoring

Regression models with (case 2) interval censoring

Katsikiotis, Vasilis

Text (1995)

Part of Electronic Theses & Dissertations

Model selection and prediction for long memory models in economic time series

Model selection and prediction for long memory models in economic time series

Kongcharoen, Chaleampong

Text (2011)

Part of Electronic Theses & Dissertations