語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
The Change Point Problem for Two Cla...
~
Ball, Cory.
FindBook
Google Book
Amazon
博客來
The Change Point Problem for Two Classes of Stochastic Processes.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
The Change Point Problem for Two Classes of Stochastic Processes./
作者:
Ball, Cory.
出版者:
Ann Arbor : ProQuest Dissertations & Theses, : 2020,
面頁冊數:
120 p.
附註:
Source: Dissertations Abstracts International, Volume: 81-12, Section: B.
Contained By:
Dissertations Abstracts International81-12B.
標題:
Mathematics. -
電子資源:
https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=27958764
ISBN:
9798645498306
The Change Point Problem for Two Classes of Stochastic Processes.
Ball, Cory.
The Change Point Problem for Two Classes of Stochastic Processes.
- Ann Arbor : ProQuest Dissertations & Theses, 2020 - 120 p.
Source: Dissertations Abstracts International, Volume: 81-12, Section: B.
Thesis (Ph.D.)--Florida Atlantic University, 2020.
This item must not be sold to any third party vendors.
The change point problem is a problem where a process changes regimes because a parameter changes at a point in time called the change point. The objective of this problem is to estimate the change point and each of the parameters of the stochastic process. In this thesis, we examine the change point problem for two classes of stochastic processes. First, we consider the volatility change point problem for stochastic diffusion processes driven by Brownian motions. Then, we consider the drift change point problem for Ornstein-Uhlenbeck processes driven by α-stable Levy motions. In each problem, we establish the consistency of the estimators, determine asymptotic behavior for the changing parameters, and finally, we perform simulation studies to computationally assess the convergence of parameters.
ISBN: 9798645498306Subjects--Topical Terms:
515831
Mathematics.
Subjects--Index Terms:
Change point
The Change Point Problem for Two Classes of Stochastic Processes.
LDR
:01919nmm a2200361 4500
001
2275236
005
20201202130441.5
008
220723s2020 ||||||||||||||||| ||eng d
020
$a
9798645498306
035
$a
(MiAaPQ)AAI27958764
035
$a
AAI27958764
040
$a
MiAaPQ
$c
MiAaPQ
100
1
$a
Ball, Cory.
$3
3553477
245
1 4
$a
The Change Point Problem for Two Classes of Stochastic Processes.
260
1
$a
Ann Arbor :
$b
ProQuest Dissertations & Theses,
$c
2020
300
$a
120 p.
500
$a
Source: Dissertations Abstracts International, Volume: 81-12, Section: B.
500
$a
Advisor: Long, Hongwei.
502
$a
Thesis (Ph.D.)--Florida Atlantic University, 2020.
506
$a
This item must not be sold to any third party vendors.
520
$a
The change point problem is a problem where a process changes regimes because a parameter changes at a point in time called the change point. The objective of this problem is to estimate the change point and each of the parameters of the stochastic process. In this thesis, we examine the change point problem for two classes of stochastic processes. First, we consider the volatility change point problem for stochastic diffusion processes driven by Brownian motions. Then, we consider the drift change point problem for Ornstein-Uhlenbeck processes driven by α-stable Levy motions. In each problem, we establish the consistency of the estimators, determine asymptotic behavior for the changing parameters, and finally, we perform simulation studies to computationally assess the convergence of parameters.
590
$a
School code: 0119.
650
4
$a
Mathematics.
$3
515831
650
4
$a
Statistics.
$3
517247
650
4
$a
Applied mathematics.
$3
2122814
653
$a
Change point
653
$a
Levy motions
653
$a
Stochastic
653
$a
Stochastic process
690
$a
0405
690
$a
0463
690
$a
0364
710
2
$a
Florida Atlantic University.
$b
Mathematics.
$3
3429480
773
0
$t
Dissertations Abstracts International
$g
81-12B.
790
$a
0119
791
$a
Ph.D.
792
$a
2020
793
$a
English
856
4 0
$u
https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=27958764
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9426969
電子資源
11.線上閱覽_V
電子書
EB
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入