Search for dissertations about: "time-series bootstrap"
Showing result 1 - 5 of 19 swedish dissertations containing the words time-series bootstrap.
-
1. Event Prediction and Bootstrap in Time Series
Abstract : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. READ MORE
-
2. Bootstrap inference in time series econometrics
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
-
3. Probabilistic Sequence Models with Speech and Language Applications
Abstract : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. READ MORE
-
4. Modelling macroeconomic time series with smooth transition autoregressions
Abstract : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. READ MORE
-
5. Time-Series Econometrics Applied to Macroeconomic Issues
Abstract : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. READ MORE