Browse Dissertations and Theses - Statistics by Contributor "Monrad, Ditlev"

  • Choi, Seokwoo (2014-09-16)
    Quantile autoregression (QAR) provides an alternative way to study asymmetric dynamics and local persistence in time series. It is particularly attractive for censored data, where the classical autoregressive models are ...

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  • Tsukahara, Hideatsu (1996)
    We first consider convergence in law of measurable processes with a general parameter set and a state space. To this end, we need to investigate topological properties of the space of measurable functions which is the paths ...

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