Search for dissertations about: "time series analysis"

Showing result 1 - 5 of 613 swedish dissertations containing the words time series analysis.

  1. 1. Essays on Time Series Analysis With Applications to Financial Econometrics

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Daniel Preve; Uppsala universitet.; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik;

    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

  2. 2. Impact Analysis Organisational Views and Support Techniques

    University dissertation from Karlskrona : Blekinge Institute of Technology

    Author : Per Jönsson; Blekinge Tekniska Högskola.; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; impact analysis; roles; organisational levels; requirements engineering; imputation;

    Abstract : Change is unavoidable in software development. During the entire lifecycle of a product, from concept to retirement, the environment changes; the needs of customers or the market change and grow, and with them the requirements on the system being developed. READ MORE

  3. 3. Wavelet Analysis of Economic Time Series

    University dissertation from Department of Economics, Lund Universtiy

    Author : Fredrik N G Andersson; Lunds universitet.; Lund University.; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Abstract : Popular Abstract in Swedish Ekonomisk teori delar ofta in ekonomin i olika tidshorisonter, som till exempel kortsikt, medelfristigsikt och långsikt. Det är ofta enklare att empiriskt studera modeller med många tidshorisonter i frekvensdomänen än i tidsdomänen eftersom varje horisont representeras av en specifik frekvens eller ett band av frekvenser. READ MORE

  4. 4. Strategic time awareness : implications of strategic thinking

    University dissertation from Stockholm : School of Business, Stockholm University

    Author : Henrik Friman; Stockholms universitet.; [2001]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Strategic time; strategic time awareness; strategic thinking and strategic management; Business Administration; företagsekonomi;

    Abstract : Strategic time awareness (STA) is a research project that strives to gain new insights about the strategic thinking process and better understand time in the context of strategic management. The purpose of this study is to understand what managers think is important with regard to time in the process of strategic thinking. READ MORE

  5. 5. Computer methods for voice analysis

    University dissertation from Stockholm : KTH

    Author : Svante Granqvist; KTH.; [2003]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; voice analysis; perceptual analysis; fundamental frequency; correlogram; aperiodicity; Fourier analysis; high-speed imaging; laryngoscopy; vocal fold vibration; voice accumulation.; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : This thesis consists of five articles and a summary. Thethesis deals with methods for measuring properties of thevoice. The methods are all computer-based, but utilisedifferent approaches for measuring different aspects of thevoice.Paper I introduces the Visual Sort and Rate (VSR) method forperceptual rating of voice quality. READ MORE