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Maximum likelihood estimation and forecasting for GARCH, Markov switching, and locally stationary wavelet processes

  • Yingfu Xie

    Publication: ThesisDoctoral thesis

    Original languageEnglish
    QualificationDoctor of Philosophy
    Publisher
    Print ISBNs9789185913060
    Publication statusPublished - 2007

    Keywords

    • forecasting
    • simulation models
    • statistical methods
    • time series analysis

    SLU series

    • Acta Universitatis Agriculturae Sueciae

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