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Statistical self-similarity in time series from financial data & chaotic dynamical systems

Electronic Theses and Dissertations

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abstract
In this paper, I am going to introduce statistical self-similarity for discrete time series. My thesis is divided into three parts:
subject
discrete wavelet transform
fractional Brownian motion
Multiresolution analysis
self-similarity
stationary increments
wavelet coefficients
contributor
Zhang, Panpan (author)
Jiang, Miaohua (committee chair)
Norris, James (committee member)
Erway, Jennifer (committee member)
date
2012-06-12T08:35:41Z (accessioned)
2012-06-12T08:35:41Z (available)
2012 (issued)
degree
Mathematics (discipline)
identifier
http://hdl.handle.net/10339/37248 (uri)
language
en (iso)
publisher
Wake Forest University
title
Statistical self-similarity in time series from financial data & chaotic dynamical systems
type
Thesis

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