Search for dissertations about: "time-series analysis"

Showing result 1 - 5 of 171 swedish dissertations containing the words time-series analysis.

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

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Daniel Preve; Uppsala universitet.; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap 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

  2. 2. Wavelet Analysis of Economic Time Series

    University dissertation from Department of Economics, Lund Universtiy

    Author : Fredrik N G Andersson; Lunds universitet.; Lund University.; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Abstract : Popular Abstract in Swedish Ekonomisk teori delar ofta in ekonomin i olika tidshorisonter, som till exempel kortsikt, medelfristigsikt och långsikt. Det är ofta enklare att empiriskt studera modeller med många tidshorisonter i frekvensdomänen än i tidsdomänen eftersom varje horisont representeras av en specifik frekvens eller ett band av frekvenser. READ MORE

  3. 3. Searching for causal effects of road traffic safety interventions applications of the interrupted time series design

    University dissertation from Karlstad : Karlstad University Press

    Author : Carl Bonander; Karlstads universitet.; Karlstads universitet.; [2015]
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Causal inference; Repeated measures; Methodology; Econometrics; Injury Epidemiology; Vulnerable Road Users; Time series analysis; Risk and Environmental Studies; Risk- och Miljöstudier;

    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

  4. 4. Some aspects of wavelet analysis in time series

    University dissertation from Karlstad : Karlstad University Press

    Author : Abdullah Almasri; Karlstads universitet.; [2000]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; Statistics;

    Abstract : .... READ MORE

  5. 5. Goodness-of-fit in Multivariate Time Series

    University dissertation from Getafe : Departamento de Estadıstica Universidad Carlos III de Madrid

    Author : Huong Nguyen Thu; [2014]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : Goodness-of-fit is an important task in time series analysis. In this thesis, wepropose a new family of statistics and a new goodness-of-fit process for the wellknownmultivariate autoregressive moving average VARMA(p,q) model.Some preliminary results are studied first for an initial goodness-of-fit method. READ MORE