Sökning: "Yushu Li"

Hittade 2 avhandlingar innehållade orden Yushu Li.

  1. 1. Essays on statistical testing using Wavelet methodologies

    Författare :Yushu Li; Ghazi Shukur; Håkan Locking; Golam B. M. Kibria; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of five essays on the application of wavelet methodology to different tests in time series analysis. Essay I proposes a nonlinear Dickey-Fuller F test for unit roots against the first order Logistic Smooth Transition Autoregressive LSTAR (1) model. LÄS MER

  3. 2. Testing for Unit Root against LISTAR Model : Wavelet Improvement under GARCH Distortion

    Författare :Yushu Li; Ghazi Shukur; Växjö universitet; []
    Nyckelord :;

    Sammanfattning : In this paper we propose a Nonlinear Dickey-Fuller F test for unit root against first order Logistic Smooth Transition Autoregressive LISTAR (1) model with time as the transition variable. The Nonlinear Dickey-Fuller F test statistics is established under the null hypothesis of random walk without drift and the alternative model is a nonlinear LSTAR (1) model. LÄS MER