Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks
This thesis covers four topics: i) Measuring dependence in time series through distance covariance; ii) Testing goodness-of-fit of time series models; iii) Threshold selection for multivariate heavy-tailed data; and iv) Inference for linear preferential attachment networks. Topic i) studies a...
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| Language: | English |
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2018
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| Online Access: | https://doi.org/10.7916/D8Q25GQB |