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
Description
101 Pages

Availability

Available Online

Copies in the Library

Location Call Number Status Location Service Notes
Mudd Manuscript Library - StacksAC102 20860 Browse related items On-site accessReading Room Request

    Details

    Advisor(s)
    Daubechies, Ingrid C. [Browse]
    Department
    Princeton University. Department of Mathematics [Browse]
    Class year
    2007
    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.
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    Supplementary Information