Statistical self-similarity in time series from financial data & chaotic dynamical systems
Electronic Theses and Dissertations
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Item Details
- title
- Statistical self-similarity in time series from financial data & chaotic dynamical systems
- author
- Zhang, Panpan
- 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
- 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
- type
- Thesis