Search for dissertations about: "nonnegative autoregression"
Found 1 swedish dissertation containing the words nonnegative autoregression.
University dissertation from Uppsala : Acta Universitatis Upsaliensis
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