Sökning: "time series"

Visar resultat 16 - 20 av 2353 avhandlingar innehållade orden time series.

  1. 16. Bootstrap inference in time series econometrics

    Författare :Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : 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. LÄS MER

  3. 17. Time for Retirement : Studies on how leisure and family associate with retirement timing in Sweden

    Författare :Linda Kridahl; Ann-Zofie Duvander; Ingrid Esser; Kène Henkens; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; retirement; leisure; grandparenthood; elderly parents; marriage; Sweden; sociologisk demografi; Sociological Demography;

    Sammanfattning : Retirement transition is a major life event in later adult life. Its timing is important for older individuals for economic, personal and family reasons, as well as for aging societies contemplating a comprehensive plan for population changes, including sustainability of the labor force, pension system, and welfare services such as eldercare. LÄS MER

  4. 18. Modelling economic high-frequency time series

    Författare :Stefan Lundbergh; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  5. 19. Scalable Streaming Graph and Time Series Analysis Using Partitioning and Machine Learning

    Författare :Zainab Abbas; Vladimir Vlassov; Peter Van Roy; Paris Carbone; Vasiliki Kalavri; Vincenzo Massimiliano Gulisano; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Stream processing; graph processing; time series; big data; machine learning; Informations- och kommunikationsteknik; Information and Communication Technology;

    Sammanfattning : Recent years have witnessed a massive increase in the amount of data generated by the Internet of Things (IoT) and social media. Processing huge amounts of this data poses non-trivial challenges in terms of the hardware and performance requirements of modern-day applications. LÄS MER

  7. 20. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs

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

    Sammanfattning : 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. LÄS MER