Search for dissertations about: "non-Gaussian time series"
Found 4 swedish dissertations containing the words non-Gaussian time series.
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1. Essays on Time Series Analysis : With Applications to Financial Econometrics
Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE
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2. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time
Abstract : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. READ MORE
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3. Combinatorial Optimization : Three Applications
Abstract : Combinatorial optimization is a diverse area of mathematics. It concerns optimization on feasible regions defined by discrete sets, graphs, hypergraphs, matroids, etc. . . READ MORE
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4. Stochastic Models Involving Second Order Lévy Motions
Abstract : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. READ MORE