Log in

Relevant bibliographies by topics / Stationarity Test / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Stationarity Test.

Dissertations / Theses on the topic 'Stationarity Test'

Author: Grafiati

Published: 10 September 2021

Last updated: 29 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 49 dissertations / theses for your research on the topic 'Stationarity Test.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Dahlman, Rikard, and Ebba Johansson. "A comparative study regarding weakly stationarity assumptions and time dependency : Signal processing of vibrational loading and its influence on fatigue life." Thesis, Linnéuniversitetet, Institutionen för maskinteknik (MT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77740.

Full text

Abstract:

Simplifications regarding calculations of fatigue life due to vibrational loading is based on weakly stationarity assumptions which is a time independent method. The hypothesis was based on the uncertainty of these assumptions. The aim of this study was to examine whether the analysed data fulfilled the assumptions of weakly stationarity. It was determined that the assumption was not valid for most signals and a comparison of time dependent methods should be performed to evaluate the difference compared with the time independent method. Two time dependent methods were constructed and implement

APA, Harvard, Vancouver, ISO, and other styles

2

Rodríguez, Gabriel, and Dionisio Ramírez. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116900.

Full text

Abstract:

This note analyzes the empirical size of the augmented Dickey and Fuller (ADF) statistic proposedby Perron and Rodríguez (2003) when the errors are fractional. This ADF is based on a searching procedure for additive outliers based on first-differences of the data named td. Simulations show that empirical size of the ADF is not affected by fractional errors confirming the claim of Perron and Rodríguez (2003) that the procedure td is robust to departures of the unit root framework. In particular the results show low sensitivity of the size of the ADF statistic respect to the fractional parameter

APA, Harvard, Vancouver, ISO, and other styles

3

Melo, Ana Filipa Lopes de Almeida e. "Análise Empírica da Relação entre o Índice do Mercado Accionista Português e a Inflação." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3778.

Full text

Abstract:

Mestrado em Finanças<br>Este estudo tem como finalidade investigar as relações dinâmicas entre o mercado accionista português e a taxa de inflação, através de diversas técnicas econométricas. Pretende-se analisar se o mercado accionista português é um hedge contra a inflação. A amostra é constituída por valores mensais do Portuguese Stock Index-20 e do Índice de Preços no Consumidor, durante o período compreendido entre Janeiro de 2000 a Dezembro de 2010. Primeiramente, na metodologia fez-se o estudo individual por variável e efectuou-se um modelo de regressão simples onde o índice PSI-20 é ut

APA, Harvard, Vancouver, ISO, and other styles

4

Ferreira, Marcos Souza. "Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16704.

Full text

Abstract:

Submitted by Marcos Souza Ferreira (mferreira@poli.ufrj.br) on 2016-07-27T13:57:40Z No. of bitstreams: 1 FERREIRA M - BUBBLE DETECTION IN BRAZILS STOCK MARKET.pdf: 405486 bytes, checksum: 54cd37d39ac7269f0a808b0e73addedb (MD5)<br>Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Marcos, boa tarde Por gentileza, verificar a numeração das páginas. Está correto, elas aparecerem a partir da Introdução, porém, não deve se iniciar pela página 1. Por exemplo, se a Introdução é na página 11, incluir a partir da página 11. Em seguida submeter novamente o arquivo. Att on 20

APA, Harvard, Vancouver, ISO, and other styles

5

Proïa, Frédéric. "Autocorrélation et stationnarité dans le processus autorégressif." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00903542.

Full text

Abstract:

Cette thèse est dévolue à l'étude de certaines propriétés asymptotiques du processus autorégressif d'ordre p. Ce dernier qualifie communément une suite aléatoire $(Y_{n})$ définie sur $\dN$ ou $\dZ$ et entièrement décrite par une combinaison linéaire de ses $p$ valeurs passées, perturbée par un bruit blanc $(\veps_{n})$. Tout au long de ce mémoire, nous traitons deux problématiques majeures de l'étude de tels processus : l'\textit{autocorrélation résiduelle} et la \textit{stationnarité}. Nous proposons en guise d'introduction un survol nécessaire des propriétés usuelles du processus autorégres

APA, Harvard, Vancouver, ISO, and other styles

6

Rao, Yao. "Essays in panel stationarity and cointegration tests." Thesis, University of Liverpool, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437525.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Plašil, Miroslav. "Empirické ověření nové Keynesiánské Philipsovy křivky v ČR." Doctoral thesis, Vysoká škola ekonomická v Praze, 2003. http://www.nusl.cz/ntk/nusl-77088.

Full text

Abstract:

New keynesian Phillips curve (NKPC) has become a central model to study the relation between inflation and real economic activity, notably in the framework of optimal monetary policy design. However, some recent evidence suggests that empirical data are usually at odds with the underlying theory. The model due to its inherent structure represents a statistical challenge in its own right. Since Galí and Gertler (1999) published their seminal paper introducing estimation via GMM techniques, they have triggered a heated debate on its empirical relevance. Their approach has been heavily criticised

APA, Harvard, Vancouver, ISO, and other styles

8

Kane, S. A. "Significance tests of probability non-stationarity of security price returns /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Lindgren, Carrigan Marcus, and Michael Sannestedt. "The Behaviour of Test Particles in the Vicinity of a Stationary Black Hole." Thesis, KTH, Teoretisk fysik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-103465.

Full text

Abstract:

Studying general relativity, with spacetime as a curved four-dimensional pseudo-Riemannian space, much of ones physical intuition is lost. Furthermore, there no longer exists any canonical way to visualise this space, in which all other physics take place. In this paper, different representations of the Schwarzschild solution are studied, in an attempt to build up an intuitive understanding of the behaviour of test particles in the vicinity of a spherically symmetric and stationary source of gravity, such as a black hole. Three representations of the Schwarzschild solution will be studied; the

APA, Harvard, Vancouver, ISO, and other styles

10

Sohkanen, Jouni S. "Properties of tests for mis-specification in non-stationary autoregressions." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:bc4abf3a-993c-4c69-9361-8debe538b696.

Full text

Abstract:

We are interested in the stochastic properties, individual and joint, of mis- specification testing when the data are generated by an autoregressive process. Good mis-specification tests are invariant to the dynamic properties of the pro- cess summarized by its characteristic roots, and to irrelevant misspecifications. Invariance in parameter space obviates inference prior to mis-specification test- ing. This is important as the latter is used to validate the former. Mutual independence of the tests allows calibration of the overall significance level. Es- tablishing such results requires work

APA, Harvard, Vancouver, ISO, and other styles

11

Rivoire, Manon. "Risk measures in finance, Backtesting, Sensitivity and Robustness." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAX042.

Full text

Abstract:

Dans le Chapitre 1, nous étudions deux transformations temporelles : la translation et le changement d'échelle de temps ainsi que les propriétés associées, la stationnarité et l'auto-similarité. Nous prouvons d'abord les propriétés de stationnarité et d'auto-similarité des processus dans le cadre très général des espaces de Hilbert puis dans le cadre plus spécifique de l'espace de Hilbert Gaussien où les propriétés sont prouvées en distribution (au sens faible) et en un sens trajectoriel (au sens strict). Des exemples de tels processus comme le mouvement Brownien et mouvement Brownien fraction

APA, Harvard, Vancouver, ISO, and other styles

12

Nayak, Gurudutt A. "Development of a test method to measure "in-use" emissions from stationary and portable diesel sources." Morgantown, W. Va. : [West Virginia University Libraries], 2004. https://etd.wvu.edu/etd/controller.jsp?moduleName=documentdata&jsp%5FetdId=3652.

Full text

Abstract:

Thesis (M.S.)--West Virginia University, 2004.<br>Title from document title page. Document formatted into pages; contains xiii, 123 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 105-107).

APA, Harvard, Vancouver, ISO, and other styles

13

Barwary, Sara, and Tina Abazari. "Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254301.

Full text

Abstract:

In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. To do this an extensive study of previous research was conducted and two different tests of hypothesis where obtained to confirm output. A result was concluded where a value or interval for α was chosen for each transformation. Moreover, the first difference transformation is proven to have a

APA, Harvard, Vancouver, ISO, and other styles

14

Ockerman, Daniel H. "Initialization bias tests for stationary stochastic processes based upon standardized time series techniques." Diss., Georgia Institute of Technology, 1995. http://hdl.handle.net/1853/24575.

Full text

APA, Harvard, Vancouver, ISO, and other styles

15

Hirschl, Rhonda Sue. "Synthesis and characterization of HPLC stationary phases using 4-tert-butylcalix[n]arenes /." Connect to online version at Digital.Maag, 1998. http://hdl.handle.net/1989/4787.

Full text

APA, Harvard, Vancouver, ISO, and other styles

16

Xiao, Jun. "Contributions to nonstationary spectrum estimation and stationary tests in the time-frequency plane." Lyon, École normale supérieure (sciences), 2008. http://www.theses.fr/2008ENSL0460.

Full text

APA, Harvard, Vancouver, ISO, and other styles

17

Ganguly, Shreyan. "Modeling Nonstationarity Using Locally Stationary Basis Processes." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1563408374215259.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Ltaifa, Marwa. "Tests optimaux pour détecter les signaux faibles dans les séries chronologiques." Electronic Thesis or Diss., Université de Lorraine, 2021. http://www.theses.fr/2021LORR0189.

Full text

Abstract:

Cette thèse s'intéresse à la construction de tests localement asymptotiquement optimaux pour détecter les ruptures dans la moyenne des modèles Conditional Heteroskedastic AutoRegressiveNonlinear (CHARN) décrits par l'équation stochastique suivante : begin{equation} X_t=T(Z_{t-1})+gamma^{top}omega(t)+V(Z_{t-1})varepsilon_t,quad tinzz, end{equation} où «gamma=(gamma_1,ldots,gamma_k,gamma_{k+1})^{top} inrr^{k+1}» et pour «t_1,ldots,t_k,» «1< t_10,forall xinrr^p» et «n» le nombre des observations. Le modèle (1) contient une large classe de modèles de séries chronologiques comme les modèles AR,

APA, Harvard, Vancouver, ISO, and other styles

19

Dorn, Manuela [Verfasser], and Melanie [Akademischer Betreuer] Birke. "Tests auf Exogenität im funktionalen linearen Regressionsmodell unter schwacher Stationarität / Manuela Dorn ; Betreuer: Melanie Birke." Bayreuth : Universität Bayreuth, 2021. http://d-nb.info/1235068838/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Wallmark, Cecilia. "Design and evaluation of stationary polymer electrolyte fuel cell systems." Doctoral thesis, KTH, Chemical Engineering and Technology, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3747.

Full text

Abstract:

<p>The objectives of this doctoral thesis are to give a basisincluding methods for the development of stationary polymerelectrolyte fuel cell (PEFC) systems for combined heat andpower production. Moreover, the objectives include identifyingprerequisites, requirements and possibilities for PEFC systemsproducing heat and power for buildings in Sweden. The PEFCsystem is still in a pre-commercial state, but low emissionlevels, fast dynamics and high efficiencies are promisingcharacteristics.</p><p>A thermodynamic model to simulate stationary PEFC systemshas been constructed and pinch technology an

APA, Harvard, Vancouver, ISO, and other styles

21

Wei, Jianxin. "On Bootstrap Evaluation of Tests for Unit Root and Cointegration." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-233885.

Full text

Abstract:

This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series. The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. The small sample correction proposed by Johansen (2004) and bootstrap are two effective methods to improve the performance of the test. In this paper we compare these two methods as well as analyse the effect of bias-adjusting through a simulation study. We consider AR(1) and AR(2) models and both size and power properties are invest

APA, Harvard, Vancouver, ISO, and other styles

22

Choi, Chi-Young. "Panel unit root tests under the null hypothesis of stationarity and confirmatory analysis with applications to PPP and the convergence hypothesis." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1271712565.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Roberts, Geoff. "Classification of non-stationary signals using time-frequency representations and multiple hypotheses tests : an application to humpback whale songs." Thesis, Queensland University of Technology, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

24

Martins, Luís Gustavo Nogueira. "Não-estacionariedade de séries temporais turbulentas e a grande variabilidade dos fluxos nas baixas freqüências." Universidade Federal de Santa Maria, 2011. http://repositorio.ufsm.br/handle/1/9220.

Full text

Abstract:

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>Turbulent flow high complexity makes it difficult to describe complex phenomena, such as the transport of vector and scalar quantities at the lower atmosphere, making the analysis of experimental data, such as time series, largely employed. The method mostly used by the micrometeorological community to quantify such turbulent transport is associated with the determination of the statistical covariance between two variables. It is known that the determination of statistical quantities for very long temporal windows leads to a large

APA, Harvard, Vancouver, ISO, and other styles

25

Kamanu, Timothy Kevin Kuria. "Location-based estimation of the autoregressive coefficient in ARX(1) models." Thesis, University of the Western Cape, 2006. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_9551_1186751947.

Full text

Abstract:

<p>In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. They have been termed as &lsquo<br>mean-unbiased&rsquo<br>and &lsquo<br>medianunbiased&rsquo<br>estimators. Relative to other similar procedures in the literature, the two locationbased estimators have the advantage that they offer an exact and uniform methodology for LS estimation of the LDV coefficient in a first order autoregressive model with or without exogenous regr

APA, Harvard, Vancouver, ISO, and other styles

26

Grunwald, G., S. Kliem, T. Höhne, et al. "Versuchsanlage ROCOM zur Untersuchung der Kühlmittelvermischung in Druckwasserreaktoren - Ergebnisse quasistationärer Vermischungsexperimente." Forschungszentrum Dresden, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:d120-qucosa-29348.

Full text

Abstract:

The test facility ROCOM (Rossendorf Coolant Mixing Model) has been built for the investigation of coolant mixing processes in the reactor pressure vessel of pressurised water reactors (PWR). ROCOM is a 1:5 model of the German PWR KONVOI and has been designed for a wide range of different mixing scenarios. ROCOM disposes of four loops with fully controllable coolant pumps. The test facility is operated with demineralised water. For the investigation of mixing, tracer solution (water labelled with salt) is injected into the facility. The transient distribution of the electrical conductivity is i

APA, Harvard, Vancouver, ISO, and other styles

27

Grunwald, G., S. Kliem, T. Höhne, et al. "Versuchsanlage ROCOM zur Untersuchung der Kühlmittelvermischung in Druckwasserreaktoren - Ergebnisse quasistationärer Vermischungsexperimente." Forschungszentrum Rossendorf, 2002. https://hzdr.qucosa.de/id/qucosa%3A21761.

Full text

Abstract:

The test facility ROCOM (Rossendorf Coolant Mixing Model) has been built for the investigation of coolant mixing processes in the reactor pressure vessel of pressurised water reactors (PWR). ROCOM is a 1:5 model of the German PWR KONVOI and has been designed for a wide range of different mixing scenarios. ROCOM disposes of four loops with fully controllable coolant pumps. The test facility is operated with demineralised water. For the investigation of mixing, tracer solution (water labelled with salt) is injected into the facility. The transient distribution of the electrical conductivity is i

APA, Harvard, Vancouver, ISO, and other styles

28

Salman, Youssef. "Testing a class of time-varying coefficients CHARN models with application to change-point study." Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0170.

Full text

Abstract:

Dans cette thèse, nous étudions un test du rapport de vraisemblance pour détecter les ruptures faibles dans la moyenne conditionnelle d'une classe de modèles CHARN à coefficients dépendants du temps. Nous établissons la structure de normalité asymptotique locale (LAN) de la famille de vraisemblances étudiées. Nous montrons l'optimalité asymptotique du test et donnons une expression explicite de sa puissance locale en fonction des potentiels points de rupture et des amplitudes des ruptures. Nous décrivons des stratégies de détection des ruptures et d'estimation de leurs localisations. Les estim

APA, Harvard, Vancouver, ISO, and other styles

29

Adriano, Denilson de Oliveira. "EquilÃbrio financeiro dos regimes prÃprios de previdÃncia social no Brasil." Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14669.

Full text

Abstract:

nÃo hÃ<br>Ao se investigar o equilÃbrio financeiro dos Regimes PrÃprios de PrevidÃncia Social (RPPS) dos servidores pÃblicos, espera-se que os resultados deste estudo contribuam com a literatura empÃrica ainda escassa no Brasil. Seguindo uma modelagem economÃtrica de dados em painel, considerando-se os 22 estados brasileiros no perÃodo 2005â2011, busca-se analisar a solvÃncia dos RPPS atravÃs da metodologia tradicional em sustentabilidade fiscal com restriÃÃo orÃamentÃria intertemporal, ao se testar a estacionaridade da sÃrie representativa do dÃficit previdenciÃrio e da despesa sobre o saldo

APA, Harvard, Vancouver, ISO, and other styles

30

Karangwa, Innocent. "Comparing South African financial markets behaviour to the geometric Brownian Motion Process." Thesis, University of the Western Cape, 2008. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_4787_1363778247.

Full text

Abstract:

<p>This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the&nbsp<br>Geometric Brownian motion in finance, namely the stationa

APA, Harvard, Vancouver, ISO, and other styles

31

Lu, Zhiping. "Analyse des processus longue mémoire stationnaires et non-stationnaires : estimations, applications et prévisions." Phd thesis, Cachan, Ecole normale supérieure, 2009. https://theses.hal.science/tel-00422376/fr/.

Full text

Abstract:

Dans cette thèse, on considère deux types de processus longues mémoires : les processus stationnaires et non-stationnaires. Nous nous consacrons à l’étude de leurs propriétés statistiques, les méthodes d’estimation, les méthodes de prévision et les tests statistiques. Les processus longue mémoire stationaires ont été largement étudiés au cours des dernières décennies. Il a été démontré que des processus longue mémoire ont des propriétés d’autosimilarité, qui sont importants pour l’estimation des paramètres. Nous passons en revue les propriétés d’auto-similairité des processus longue mémoire en

APA, Harvard, Vancouver, ISO, and other styles

32

Lu, Zhiping. "Analyse des processus longue mémoire stationnaires et non-stationnaires : estimations, applications et prévisions." Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2009. http://tel.archives-ouvertes.fr/tel-00422376.

Full text

Abstract:

Dans cette thèse, on considère deux types de processus longues mémoires : les processus stationnaires et non-stationnaires. Nous nous consacrons à l'étude de leurs propriétés statistiques, les méthodes d'estimation, les méthodes de prévision et les tests statistiques. Les processus longue mémoire stationaires ont été largement étudiés au cours des dernières décennies. Il a été démontré que des processus longue mémoire ont des propriétés d'autosimilarité, qui sont importants pour l'estimation des paramètres. Nous passons en revue les propriétés d'auto-similairité des processus longue mémoire en

APA, Harvard, Vancouver, ISO, and other styles

33

Lundström, Jonathan, and Emil Hörnberg. "Rotator assembly at Indexator." Thesis, Luleå tekniska universitet, Institutionen för teknikvetenskap och matematik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-64058.

Full text

Abstract:

The thesis is concerning rotator assembly at Indexator. A need to increase production has been seen and it can be done by implementing an optimized assembly process. In addition to the assembly process a new design on workstations and new test equipment is needed.The study resulted into three assembly process proposals. The processes were balanced, layouts were produced and Plant simulation was utilized to produce simulation models. Each proposal were analyzed based on cost, performance, ease of implementation, ﬂexibility and worker condition. This resulted in a stationary assembly process bei

APA, Harvard, Vancouver, ISO, and other styles

34

Platzerová, Veronika. "Nájemní objekt Campus Bohunice – stavebně technologický projekt." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2018. http://www.nusl.cz/ntk/nusl-372221.

Full text

Abstract:

The subject of this diploma thesis is the construction and technological solution of the construction of the campus building Bohunice - object C. This building is a new building located on several unfinished parcels. The diploma thesis contains technical reports, technological regulations of the selected works, control and test plans for these works, design of the machine group, the transport relations in the narrower and wider surroundings of the construction, the budget budget, the timetable, the design and realization of the tower cranes.

APA, Harvard, Vancouver, ISO, and other styles

35

Caron, Emmanuel. "Comportement des estimateurs des moindres carrés du modèle linéaire dans un contexte dépendant : Étude asymptotique, implémentation, exemples." Thesis, Ecole centrale de Nantes, 2019. http://www.theses.fr/2019ECDN0036.

Full text

Abstract:

Dans cette thèse, nous nous intéressons au modèle de régression linéaire usuel dans le cas où les erreurs sont supposées strictement stationnaires. Nous utilisons un résultat de Hannan (1973) qui a prouvé un Théorème Limite Central pour l’estimateur des moindres carrés sous des conditions très générales sur le design et le processus des erreurs. Pour un design et un processus d’erreurs vérifiant les conditions d’Hannan, nous définissons un estimateur de la matrice de covariance asymptotique de l’estimateur des moindres carrés et nous prouvons sa consistance sous des conditions très générales.

APA, Harvard, Vancouver, ISO, and other styles

36

Malaník, Jan. "Stavebně technologický projekt bytového domu v Brně." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2015. http://www.nusl.cz/ntk/nusl-227544.

Full text

Abstract:

The thesis contains analysis earthworks, foundations, carcass substructure of residential house on the street Kopečná 9 in Brno. The work also includes gradual changes in site equipment, detailed schedule of work for selected works, rough schedule of the whole building, construction budget, site equipment budget and details of construction. Specialization in the work addresses the specific use of roads and traffic signs.

APA, Harvard, Vancouver, ISO, and other styles

37

Chen, Kuang-wei, and 陳冠維. "Stationarity of Inflation: Evidence from Bootstrap Sequential Quantile Test." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/30535631931518061191.

Full text

Abstract:

碩士<br>國立中山大學<br>經濟學研究所<br>101<br>O’Connell (1998) points out that traditional panel unit root tests designed for cross-sectionally independent panels can be highly distorted for cross-sectionally correlated panels. Therefore, new methods were proposed to study stationarity of variables in a cross-sectional dependence panel. Smeekes (2011) proposes bootstrap sequential quantile tests to investigate the stationarity of individual units in panel data based on testing user-defined increasing proportions of hypothesized stationary units sequentially. Valid critical values are obtained by a block bo

APA, Harvard, Vancouver, ISO, and other styles

38

ChuKe, Guan-chung, and 諸葛冠中. "Examing the Stationarity of Inflation Rate among OECD countries with Multiple Test." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/58896441500140232915.

Full text

Abstract:

碩士<br>國立中山大學<br>經濟學研究所<br>101<br>This paper employs a multiple testing technique to identify whether OECD countries’ inflation have a unit root. This multiple testing procedure controls the family-wise error rate at a desired level 0.05. Comparing to the Bonferroni’s multiple model and Holm’s multiple model, Romano and Wolf’s model is more powerful and it will reject more false hypotheses. This method also exploits the dependence structure between the countries with a bootstrap approach.

APA, Harvard, Vancouver, ISO, and other styles

39

YADAV, ASTHA. "ANALYSIS OF EXTREME RAINFALL EVENT IN THE METEOROLOGICAL SUBDIVISION OF UTTAR PRADESH USING THREE-PARAMETER EXTREME VALUE DISTRIBUTIONS." Thesis, 2020. http://dspace.dtu.ac.in:8080/jspui/handle/repository/18151.

Full text

Abstract:

Extreme rainfall is a global phenomenon occurring in almost every major country of the world that cause significant damage such as floods and erosion that can destroy infrastructure, human and animal life, disruptive economic activities, and related development. The forecasts of heavy rainfall help to implement strategies, and measures before they occur. In this study, we used statistics strategies to create models that could work to predict maximum rainfall in Uttar Pradesh. For this purpose, the annual maximum rainfall from 1979-2018 applies in the subdivision of Uttar Pradesh. Extreme

APA, Harvard, Vancouver, ISO, and other styles

40

Chen, I.-Po, and 陳易伯. "The Power of McCabe and Tremayne Test (1995) for Difference Stationarity When the Errors are Correlated." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/zccrve.

Full text

Abstract:

碩士<br>國立中山大學<br>經濟學研究所<br>107<br>In this thesis, I relax McCabe and Smith (1998)’s assumptions to reconsider the power properties of McCabe and Tremayne (1995, MT) test for the difference stationarity of a times series. Without the independence assumption between the random coefficient and error process as that of McCabe and Smith (1998) , I derive the asymptotic distribution of MT test under local heteroscedastic integration alternative. I find that the MT test statistics is O(T1/4) and therefore it is diverge. In a finite sample, the power increase as the correlation or the variance of error

APA, Harvard, Vancouver, ISO, and other styles

41

Messinis, George. "Habit Modification in Consumption: Theory and Evidence." Thesis, 1999. https://vuir.vu.edu.au/15250/.

Full text

Abstract:

Since Brown (1952), habit formation models of consumption have assumed that utility is additively separable in durables and non-durables, and memory loss is a unidimensional process. This thesis dispenses with these assumptions to extend the theory of habit formation and introduce habit modification in consumption. Two alternative representative-agent models are proposed: the first allows for a complementarity between durables and non-durables, the second emphasises the role of credit. The thesis concentrates on the latter model where the contractual nature of household credit produces a b

APA, Harvard, Vancouver, ISO, and other styles

42

Chantachaimongkol, Sairung. "Higher-order spectral based tests of Gaussianity, linearity, and stationarity in stock returns." Thesis, 1992. http://hdl.handle.net/1911/13612.

Full text

Abstract:

This paper presents empirical examinations of three important aspects of stock returns: Gaussianity, linearity, and stationarity by applying time series tests based upon the higher-order spectra. If the stationary time series is Gaussian, the second order spectrum contains all the useful information present in the series. If the series is non-Gaussian, the second order spectrum will not adequately characterize the series. Therefore, it is necessary to consider higher order spectral analysis. The tests are applied using daily stock market returns from Taiwan and Korea, weekly stock returns of f

APA, Harvard, Vancouver, ISO, and other styles

43

YANG, CHIEH-YU, and 楊傑宇. "Purchasing Power Parity in 5 BRICS-Stationary Test with a Nonlinear Fourier Function." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/90785846044022470637.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

王安岐. "Nonparametric Tests for Independence Between Two Covariance Stationary Time Series." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/26939986602922692512.

Full text

APA, Harvard, Vancouver, ISO, and other styles

45

YAO, CHENG-HUNG, and 姚政宏. "Unemployment Hysteresis for 5 European Countries (PIIGS)- Stationary Test with a Nonlinear Fourier Function." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/35651360556254026446.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Chuan, Fang Hao, and 方浩銓. "Use Nonlinear Stationary Test to Examine PPP in Asian Countries - The analysis of STAR Model." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/59103977179350623873.

Full text

Abstract:

碩士<br>南台科技大學<br>行銷與流通管理系<br>93<br>Abstract Most of the empirical evidence relied mainly on using linear structure to explore PPP in the past. By using traditional ADF unit root test, the PPP is hard to be established. However, Dumas (1992) claims exchange rate demonstrates nonlinear adjustment status due to the existence of transaction cost. If using conventional unit root test or Engle and Granger’s cointegration test to examine PPP is not appropriate and will cause bias. Therefore, the analysis of real exchange rate should be conducted under the nonlinear structure (Michael et al. 1997). Lie

APA, Harvard, Vancouver, ISO, and other styles

47

Cheng, Ruei-mu, and 鄭瑞木. "The Purchasing Power Parity of Taiwan’s Main Trade Countries: Stationary Test with a Nonlinear Fourier Function." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/94411957181862345601.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Lee, Chia-Hao, and 李家豪. "New Evidence from a Panel Stationary test with Structural Breaks on Purchasing Power Parity of East Asia." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/59407821077010331642.

Full text

Abstract:

碩士<br>逢甲大學<br>經濟學所<br>94<br>In this paper, we use the newly-developed and refined panel stationary test with structural breaks, as advanced by Carrion-i-Silvestre(2005), to examine long-run purchasing power parity(PPP) for US dollar real exchange rates of East Asian 10 countries during 1987-2005 period. The empirical results from numerous earlier panel-based unit root tests which do not take structural breaks into account indicate that purchasing power parity for all the countries we study here are non-stationary. When we employ Carrion-i-Silvestre(2005) panel stationary test with structural b

APA, Harvard, Vancouver, ISO, and other styles

49

Fairley, Jillian Audrey. "The Effect of Treadmill Walking on the Stride Interval Dynamics of Children." Thesis, 2009. http://hdl.handle.net/1807/25701.

Full text

Abstract:

The stride interval of typical human gait is correlated over thousands of strides. This statistical persistence diminishes with age, disease, and pace-constrained walking. Considering the widespread use of treadmills in rehabilitation and research, it is important to understand the effect of this speed-constrained locomotor modality on stride interval dynamics. To this end, and given that the dynamics of children have been largely unexplored, this study investigated the impact of treadmill walking, both with and without handrail use, on paediatric stride interval dynamics. An initial stationar

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!