Xie, Yingfu
- Department of Forest Economics, Swedish University of Agricultural Sciences
Doctoral thesis, 2007
Maximum likelihood estimation and forecasting for GARCH, Markov switching, and locally stationary wavelet processes
Xie, Yingfu
Keywords
time series analysis; statistical methods; forecasting; simulation models
Published in
Acta Universitatis Agriculturae Sueciae
2007, number: 2007:107
ISBN: 9789185913060
Publisher: Dept. of Forest Economics, Swedish University of Agricultural Sciences
SLU Authors
Permanent link to this page (URI)
https://res.slu.se/id/publ/15335