Search for dissertations about: "time-series analysis"

Showing result 6 - 10 of 273 swedish dissertations containing the words time-series analysis.

  2. 6. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs

    Author : Oskar Gustafsson; Pär Stockhammar; Domenico Giannone; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Time series; heteroscedasticity; variance stabilizing filters; Bayesian vector autoregressions; Bayesian optimization; variational inference; Statistics; statistik;

    Abstract : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. READ MORE

  4. 7. Bootstrap inference in time series econometrics

    Author : Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. READ MORE

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

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

    Abstract : .... READ MORE

  6. 9. Some aspects of wavelet analysis in time series

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

    Abstract : .... READ MORE

  7. 10. Data Abstraction and Pattern Identification in Time-series Data

    Author : Prithiviraj Muthumanickam; Matthew Cooper; Katerina Vrotsou; Aida Nordman; Jimmy Johansson; Anders Ynnerman; Silvia Miksch; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Data sources such as simulations, sensor networks across many application domains generate large volumes of time-series data which exhibit characteristics that evolve over time. Visual data analysis methods can help us in exploring and understanding the underlying patterns present in time-series data but, due to their ever-increasing size, the visual data analysis process can become complex. READ MORE