Sökning: "ARMA models"
Visar resultat 1 - 5 av 8 avhandlingar innehållade orden ARMA models.
Sammanfattning : .... LÄS MER
Sammanfattning : This thesis consists of five papers dealing with univariate long memory modelsin time series analysis.The first paper examines the performance of information criteria when usedto determine the lag order of a long memory process. The results indicate thatinformation criteria cannot be used successfully for small sample sizes. LÄS MER
Sammanfattning : The problem of identifying dynamic errors-in-variables models is of fundamental interest in many areas like process control, array signal processing, astronomical data reduction. In recent years, this field has received increased attention of the research community. LÄS MER
Sammanfattning : Causal (econometric) models are often employed as instruments for for-casting in short-term planning within organizations. The aim of this work is to contribute to an understanding of the short-term aspects of causal model building. LÄS MER
Sammanfattning : Approaching parameter estimation from the discrete-time domain is the dominating paradigm in system identification. Identification of continuous-time models on the other hand is motivated by the fact that modelling of physical systems often take place in continuous-time. LÄS MER