Application of statistical physics in time series analysis
This dissertation covers the four major parts of my PhD research: i) Modeling instantaneous correlation ii) Quantifying time-lag correlation iii) Modeling time-lag correlation iv) Modeling and application of heteroskedasticity. For modeling instantaneous correlation, we study the limitations of ran...
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| Language: | en_US |
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2016
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| Online Access: | https://hdl.handle.net/2144/15998 |