Degree Type

Creative Component

Semester of Graduation

Summer 2021

Department

Statistics

First Major Professor

Kris De Brabanter

Degree(s)

Master of Science (MS)

Major(s)

Statistics

Abstract

The sample size and memory parameter affect the bandwidth and rate of convergence, with long, semi-long, and short memory processes. Provide simulation results, and explanations for our conjectures:1 The convergence of TLP with SRD does not depend on parameters.2 The order of the optimized bandwidth with LRD has a relationship with memory parameters.3 The order of the bandwidth with SLRD keep close to -1/5 is seemingly independent of parameters.

Copyright Owner

Zirou Zhou

File Format

pdf

Embargo Period (admin only)

6-30-2021

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