Dissertations / Theses on the topic 'Mixed frequency time series'
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Wohlrabe, Klaus. "Forecasting with mixed-frequency time series models." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-96817.
Full textMarsilli, Clément. "Mixed-Frequency Modeling and Economic Forecasting." Thesis, Besançon, 2014. http://www.theses.fr/2014BESA2023/document.
Full textPacce, Matías José. "Essays on Business Cycles Fluctuations and Forecasting Methods." Doctoral thesis, Universidad de Alicante, 2017. http://hdl.handle.net/10045/71346.
Full textElayouty, Amira Sherif Mohamed. "Time and frequency domain statistical methods for high-frequency time series." Thesis, University of Glasgow, 2017. http://theses.gla.ac.uk/8061/.
Full textLundbergh, Stefan. "Modelling economic high-frequency time series." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1999. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637.
Full textMui, Chi Seong. "Frequency domain approach to time series analysis." Thesis, University of Macau, 2000. http://umaclib3.umac.mo/record=b1446676.
Full textPapagni, Francesca <1993>. "Frequency domain analysis of stationary time series." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2021. http://amsdottorato.unibo.it/9850/1/Papagni_Francesca_tesi.pdf.
Full textTerwilleger, Erin. "Multidimensional time-frequency analysis /." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3052223.
Full textErkan, Ibrahim. "Mixed Effects Models For Time Series Gene Expression Data." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613913/index.pdf.
Full textÅsbrink, Stefan E. "Nonlinearities and regime shifts in financial time series /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/439.htm.
Full textLin, Shinn-Juh. "Modelling high frequency financial time series with trading information." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ31160.pdf.
Full textQuoreshi, Shahiduzzaman. "Time series modelling of high frequency stock transaction data." Doctoral thesis, Umeå : Department of Economics, Umeå universitet, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-757.
Full textWong, Chak K. J. "Latent factor models of high frequency financial time series." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.395319.
Full textOgunya, Sandra Abosede Abiola. "Multiscale analysis of high frequency exchange rate time series." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/7333.
Full textDroppo, J. G. "Time-frequency features for speech recognition /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/5965.
Full textGriffith, Richard (John Richard) Carleton University Dissertation Engineering Electronics. "Mixed frequency/time domain analysis of high-speed interconnects." Ottawa, 1993.
Find full textZHANG, SHIQIAO. "THE ANALYSIS OF UNEQUALLY SPACED TIME SERIES." University of Cincinnati / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1172507478.
Full textSze, Mei Ki. "Mixed portmanteau test for ARMA-GARCH models /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?MATH%202009%20SZE.
Full textMarinucci, Domenico. "Semiparametric frequency domain analysis of fractionally integrated and cointegrated time series." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/1518/.
Full textDang, Pei. "Time-frequency analysis based on mono-components." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2489938.
Full textNARASIMHAN, PARTHASARATHY. "AN APPROACH TO MIXED TIME FREQUENCY SIMULATION AND VHDL-AMS EXTENSIONS." University of Cincinnati / OhioLINK, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1043243356.
Full textRavirala, Narayana. "Device signal detection methods and time frequency analysis." Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.umr.edu/thesis/pdf/Ravirala_09007dcc803fea67.pdf.
Full textTheodosiou, Marina. "Aspects of modelling low and high frequency financial and economic time series." Thesis, Imperial College London, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.534969.
Full textChandna, Swati. "Frequency domain analysis and simulation of multi-channel complex-valued time series." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/29842.
Full textÅsbrink, Stefan E. "Nonlinearities and regime shifts in financial time series." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-866.
Full textHaywood, John. "A frequency domain investigation of model based prediction." Thesis, Lancaster University, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.386424.
Full textLi, Yuan, and 李源. "On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48330061.
Full textPang, Kwok-wing. "Statistical analysis of high frequency data using autoregressive conditional duration models /." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?B2275314x.
Full textDupré, la Tour Tom. "Nonlinear models for neurophysiological time series." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLT018/document.
Full textBruce, Scott Alan. "STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES." Diss., Temple University Libraries, 2018. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/487252.
Full textMai, Wei Xiong. "Time frequency distribution associated with adaptive Fourier decomposition and its variation." Thesis, University of Macau, 2012. http://umaclib3.umac.mo/record=b2590643.
Full textBASTOS, BRUNO QUARESMA. "POINT AND INTERVAL FORECASTING OF HIGH-FREQUENCY TIME SERIES WITH FUZZY LOGIC SYSTEM." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2016. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=30504@1.
Full textSun, Wei. "Quantitative methods in high-frequency financial econometrics modeling univariate and multivariate time series /." [S.l. : s.n.], 2007. http://digbib.ubka.uni-karlsruhe.de/volltexte/1000007344.
Full textAranda, Cotta Higor Henrique. "Robust methods in multivariate time series." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC064.
Full textNiethammer, Marc. "Application of time frequency representations to characterize ultrasonic signals." Thesis, Georgia Institute of Technology, 1999. http://hdl.handle.net/1853/19005.
Full textMcLaughlin, John J. "Applications of operator theory to time-frequency analysis and classification /." Thesis, Connect to this title online; UW restricted, 1997. http://hdl.handle.net/1773/5861.
Full textDupré, la Tour Tom. "Nonlinear models for neurophysiological time series." Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLT018.
Full textBecker, Janis [Verfasser]. "Essays on financial time series with a focus on high-frequency data / Janis Becker." Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2020. http://d-nb.info/1207469254/34.
Full text彭國永 and Kwok-wing Pang. "Statistical analysis of high frequency data using autoregressive conditional duration models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31225044.
Full textLee, Hoonja. "A new representation for binary or categorical-valued time series data in the frequency domain." Diss., Virginia Tech, 1994. http://hdl.handle.net/10919/38566.
Full textChien, Lung-Chang Bangdiwala Shrikant I. "Multi-city time series analyses of air pollution and mortality data using generalized geoadditive mixed models." Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2009. http://dc.lib.unc.edu/u?/etd,2840.
Full textKanzler, Ludwig. "A study of the efficiency of the foreign exchange market through analysis of ultra-high frequency data." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297525.
Full textTruong, Patrick. "An exploration of topological properties of high-frequency one-dimensional financial time series data using TDA." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-220355.
Full textCoroneo, Laura. "Essays on modelling and forecasting financial time series." Doctoral thesis, Universite Libre de Bruxelles, 2009. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210284.
Full textAkhanli, Deniz. "Radar Range-doppler Imaging Using Joint Time-frequency Techniques." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608325/index.pdf.
Full textStockhammar, Pär. "Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series." Doctoral thesis, Stockholms universitet, Statistiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-38627.
Full textDahl, Jason F. "Time Aliasing Methods of Spectrum Estimation." Diss., CLICK HERE for online access, 2003. http://contentdm.lib.byu.edu/ETD/image/etd157.pdf.
Full textHoulgreave, John A. "Water tree dynamics and their scaling with field and frequency by analysis of time-series population data." Thesis, University of Leicester, 1996. http://hdl.handle.net/2381/34781.
Full textFoster, Lisa D. "Using Frequency Analysis to Determine Wetland Hydroperiod." Scholar Commons, 2007. http://scholarcommons.usf.edu/etd/3798.
Full textHay, John Leslie. "Statistical modelling for non-Gaussian time series data with explanatory variables." Thesis, Queensland University of Technology, 1999.
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