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Showing result 1 - 5 of 849 swedish dissertations matching the above criteria.

  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. Impact Analysis : Organisational Views and Support Techniques

    Author : Per Jönsson; []
    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

  5. 3. Wavelet Analysis of Economic Time Series

    Author : Fredrik N G Andersson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    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

  6. 4. Z-Series : Mining and learning from complex sequential data

    Author : Zed Lee; Panagiotis Papapetrou; Tony Lindgren; Toon Calders; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; data- och systemvetenskap; Computer and Systems Sciences;

    Abstract : The amount and complexity of sequential data collected across various domains have grown rapidly, posing significant challenges for extracting useful knowledge from such data sources. The complexity arises from diverse sequence representations with varying granularities, such as multivariate time series, histogram snapshots, and heterogeneous health records, which often describe a single data instance with multiple sequences. READ MORE

  7. 5. Strategic time awareness : implications of strategic thinking

    Author : Henrik Friman; Peter Stevrin; Stockholms universitet; []
    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