Search for dissertations about: "arma models"

Showing result 1 - 5 of 11 swedish dissertations containing the words arma models.

  2. 1. Spectral Estimation by Geometric, Topological and Optimization Methods

    Author : Per Enqvist; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Spectral Estimation; ARMA models; Covariance analysis; Cepstral analysis; Markov parameters; Global analysis; Convex Optimization; Continuation methods; Entropy maximization; Optimization; systems theory; Optimeringslära; systemteori;

    Abstract : .... READ MORE

  4. 2. Essays on random effects models and GARCH

    Author : Jimmy Skoglund; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of four essays, three in the field of random effects models and one in the field of GARCH. The first essay in this thesis, ''Maximum likelihood based inference in the two-way random effects model with serially correlated time effects'', considers maximum likelihood estimation and inference in the two-way random effects model with serial correlation. READ MORE

  5. 3. Essays on univariate long memory models

    Author : Johan Lyhagen; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; Statistik; Statistics; statistik;

    Abstract : This thesis consists of five papers dealing with univariate long memory modelsin time series analysis.The first paper examines the performance of information criteria when usedto determine the lag order of a long memory process. The results indicate thatinformation criteria cannot be used successfully for small sample sizes. READ MORE

  6. 4. Identification of dynamic errors-in-variables models

    Author : Kaushik Mahata; Torsten Söderström; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal Processing; Signalbehandling;

    Abstract : The problem of identifying dynamic errors-in-variables models is of fundamental interest in many areas like process control, array signal processing, astronomical data reduction. In recent years, this field has received increased attention of the research community. READ MORE

  7. 5. On the Application of Short-term Causal Models

    Author : Anders Baudin; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Causal (econometric) models are often employed as instruments for for-casting in short-term planning within organizations. The aim of this work is to contribute to an understanding of the short-term aspects of causal model building. READ MORE