1. Shodhganga@INFLIBNET
  2. Cochin University of Science & Technology
  3. Department of Statistics
Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/26271
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DC FieldValueLanguage
dc.coverage.spatialStatisticsen_US
dc.date.accessioned2014-10-01T05:14:05Z-
dc.date.available2014-10-01T05:14:05Z-
dc.date.issued2014-10-01-
dc.identifier.urihttp://hdl.handle.net/10603/26271-
dc.description.abstractOne of the objectives of the present study is to explore the possibility of employing newlinesome non Gaussian distributions to model the volatility sequences and then study newlinethe behaviour of the resulting return series This lead us to work on the related newlineproblem of statistical inference which is the main contribution of the thesis newlineen_US
dc.format.extentxxi, 219p.en_US
dc.languageEnglishen_US
dc.relationNo. of references 80en_US
dc.rightsuniversityen_US
dc.titleAnalysis of stochastic volatility sequences generated by product autoregressive modelsen_US
dc.title.alternative-en_US
dc.creator.researcherShiji, Ken_US
dc.subject.keywordConditional Least Squaresen_US
dc.subject.keywordGumbel Extreme Value Autoregressiveen_US
dc.subject.keywordMaximum Likelihooden_US
dc.subject.keywordnon-Gaussian volatility sequencesen_US
dc.subject.keywordQuasi Maximum Likelihooden_US
dc.subject.keywordStochastic Processesen_US
dc.subject.keywordtime series modelsen_US
dc.description.noteSummary p.161-164, References p.211-219, Appendix p.165-208en_US
dc.contributor.guideBalakrishna, Nen_US
dc.publisher.placeCochinen_US
dc.publisher.universityCochin University of Science and Technologyen_US
dc.publisher.institutionDepartment of Statisticsen_US
dc.date.registered12/07/2010en_US
dc.date.completed23/03/2014en_US
dc.date.awarded01/09/2014en_US
dc.format.dimensions-en_US
dc.format.accompanyingmaterialNoneen_US
dc.source.universityUniversityen_US
dc.type.degreePh.D.en_US
Appears in Departments:Department of Statistics

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01_title.pdfAttached File2.31 MBAdobe PDFView/Open
02_certificate.pdf53.78 kBAdobe PDFView/Open
03_declaration.pdf52.1 kBAdobe PDFView/Open
04_acknowledgements.pdf53.88 kBAdobe PDFView/Open
05_dedication.pdf15.48 kBAdobe PDFView/Open
06_contents.pdf88.43 kBAdobe PDFView/Open
07_list of tables.pdf104.03 kBAdobe PDFView/Open
08_list of figures.pdf126.38 kBAdobe PDFView/Open
09_chapter 1.pdf297.23 kBAdobe PDFView/Open
10_chapter 2.pdf244.96 kBAdobe PDFView/Open
11_chapter 3.pdf419.89 kBAdobe PDFView/Open
12_chapter 4.pdf433.47 kBAdobe PDFView/Open
13_chapter 5.pdf337.46 kBAdobe PDFView/Open
14_chapter 6.pdf335.06 kBAdobe PDFView/Open
15_chapter 7.pdf77.45 kBAdobe PDFView/Open
17_list of published papers.pdf72.83 kBAdobe PDFView/Open
18_bibliography.pdf88.01 kBAdobe PDFView/Open
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