Essays on Time Series Analysis : With Applications to Financial Econometrics
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)...
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| Format: | Doctoral Thesis |
| Language: | English |
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Uppsala universitet, Institutionen för informationsvetenskap
2008
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8638 http://nbn-resolving.de/urn:isbn:978-91-554-7158-3 |