Search for dissertations about: "time-series analysis"
Showing result 1 - 5 of 273 swedish dissertations containing the words time-series analysis.
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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. Common features in vector nonlinear time series models
Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. READ MORE
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3. Wavelet Analysis of Economic Time Series
Abstract : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. READ MORE
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4. Searching for causal effects of road traffic safety interventions : applications of the interrupted time series design
Abstract : Traffic-related injuries represent a global public health problem, and contribute largely to mortality and years lived with disability worldwide. Over the course of the last decades, improvements to road traffic safety and injury surveillance systems have resulted in a shift in focus from the prevention of motor vehicle accidents to the control of injury events involving vulnerable road users (VRUs), such as cyclists and moped riders. READ MORE
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5. Scalable Streaming Graph and Time Series Analysis Using Partitioning and Machine Learning
Abstract : Recent years have witnessed a massive increase in the amount of data generated by the Internet of Things (IoT) and social media. Processing huge amounts of this data poses non-trivial challenges in terms of the hardware and performance requirements of modern-day applications. READ MORE