Time Series Modeling with Shape Constraints
This thesis focuses on the development of semiparametric estimation methods for a class of time series models using shape constraints. Many of the existing time series models assume the noise follows some known parametric distributions. Typical examples are the Gaussian and t distributions. Then the...
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| Language: | English |
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2017
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| Online Access: | https://doi.org/10.7916/D84X5M55 |