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Wake Forest University
Statistical self-similarity in time series from financial data & chaotic dynamical systems
Abstract
dc:description.abstractIn this paper, I am going to introduce statistical self-similarity for discrete time series. My thesis is divided into three parts:
Degree
thesis:*- Grantor dc:publisher
- Wake Forest University
- Year dc:date.issued
- 2012
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Zhang, Panpan
Subjects
dc:subject × 1Rights
- Language dc:language.iso
- en
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/10339/37248
- OAI identifier oai:identifier
- oai:wakespace.lib.wfu.edu:10339/37248