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Doctoral thesis, 2007

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

Xie, Yingfu


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

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