Search for dissertations about: "Nonlinear time series analysis"

Showing result 1 - 5 of 31 swedish dissertations containing the words Nonlinear time series analysis.

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

    Author : Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; 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

  4. 2. Common features in vector nonlinear time series models

    Author : Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

    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

  5. 3. Essays on nonlinear time series analysis and health economics

    Author : Anna Ovanfors; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  6. 4. Model Reduction for Linear Time-Varying Systems

    Author : Henrik Sandberg; Anders Rantzer; Sanjay Lall; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Automation; robotics; control engineering; Performance limitations; Convergence analysis; Frequency-domain analysis; Error bounds; Time-varying systems; Model reduction; Linear systems; Automatiska system; robotteknik; reglerteknik; Model reduction;

    Abstract : The thesis treats model reduction for linear time-varying systems. Time-varying models appear in many fields, including power systems, chemical engineering, aeronautics, and computational science. They can also be used for approximation of time-invariant nonlinear models. Model reduction is a topic that deals with simplification of complex models. READ MORE

  7. 5. High Order Finite Difference Methods in Space and Time

    Author : Wendy Kress; Bertil Gustafsson; Gerald Warnecke; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Abstract : In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. READ MORE