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Description:: This thesis is a mathematical and statistical study of conditional modeling and conditional inference. Two applications are covered: (1) Stock Prices and the Statistics of …
Year:: 2010
Contributor:: Chang, Lo-Bin (creator); Geman, Stuart (Director); Bienenstock, Elie (Reader); Gidas, Basilis (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: return; excursion; stochastic volatility; hierarchical model; conditional constraint; template learning; sequential test; Multilevel models (Statistics)
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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