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Linearization Methods in Time Series Analysis
(University of Waterloo, 2011-09-30)
In this dissertation, we propose a set of computationally efficient methods based on approximating/representing nonlinear processes by linear ones, so-called linearization. Firstly, a linearization method is introduced for ...
Application of Block Sieve Bootstrap to Change-Point detection in time series
(University of Waterloo, 2010-08-31)
Since the introduction of CUSUM statistic by E.S. Page (1951), detection of change or a structural break in time series has gained significant interest as its applications span across various disciplines including economics, ...