Login Essays in high-dimensional nonlinear time series analysis Habibnia, Ali Essays in high-dimensional nonlinear time series analysis. Preview Download 6MB Preview Abstract In this thesis, I study high-dimensional nonlinear time series analysis, and its applications in financial forecasting and identifying risk in highly interconnected financial networks. The first chapter is devoted to the testing for nonlinearity in financial time series.
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On the Stationarity of Multivariate Time Series for Correlation-Based Data Analysis Kiyoung Yang and Cyrus Shahabi Computer Science Department University of Southern California. nancial time series analysis may gain new insight with wavelet analysis by sepa- rating processes on different time scales and repeating the traditional analysis on these separate scales.
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