Princeton University Library Catalog

A Wavelet-Based Estimator of a Parameter of Long-Range Dependence with Applications to Financial Time Series

Author/​Artist:
Zipkin, Joseph [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Daubechies, Ingrid C. [Browse]
Department:
Princeton University. Department of Mathematics [Browse]
Class year:
2007
Description:
101 Pages
Restrictions note:
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.