Three Essays on Time Series Analysis PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Three Essays on Time Series Analysis PDF full book. Access full book title Three Essays on Time Series Analysis by Zhongyun Zhao. Download full books in PDF and EPUB format.
Author: Zhongyun Zhao
Publisher:
ISBN:
Category :
Languages : en
Pages : 228
Get Book Here
Book Description
Author: Zhongyun Zhao
Publisher:
ISBN:
Category :
Languages : en
Pages : 228
Get Book Here
Book Description
Author: Naci Hüseyin Mocan
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 210
Get Book Here
Book Description
Author: Gerhard Fechteler
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Jeffrey Harris Dorfman
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 218
Get Book Here
Book Description
Author: Christopher Everett Field
Publisher:
ISBN:
Category :
Languages : en
Pages : 360
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 142
Get Book Here
Book Description
"Financial and macroeconomic time series data are often nonstationary. My dissertation consists of three essays concerning time series models with nonstationarity. Chapter 1 develops a new jackknife estimator for nonstationary autoregressive model. The remaining two chapters explore the restricted maximum likelihood (REML hereafter) estimation and the restricted maximum likelihood based likelihood ratio test (RLRT hereafter) in predictive regression...."--Author's abstract.
Author: Meng-Chen Hsieh
Publisher:
ISBN:
Category :
Languages : en
Pages : 366
Get Book Here
Book Description
Author: Meng-Chen Hsieh
Publisher:
ISBN: 9781109872088
Category :
Languages : en
Pages : 183
Get Book Here
Book Description
This dissertation is composed of three chapters on duration-driven time series analysis. Chapter 1 presents the asymptotics for the duration-driven long range dependent processes, i.e. the Taqqu-Levy process and the Parke process. Chapter 2 provides possible routes to induce long memory in volatility of financial returns through a combination study of theorems, simulations, and exploratory data analysis on trade durations. Chapter 3 extends the univariate duration models to the bivariate case and conducted diagnostic tests for these models by empirical data analysis and simulations.
Author:
Publisher:
ISBN:
Category :
Languages : ko
Pages :
Get Book Here
Book Description
Author: Metha Wongcharupan
Publisher:
ISBN:
Category :
Languages : en
Pages : 340
Get Book Here
Book Description
