Optimal alarms systems and its application to financial time series
This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Conside...
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| Format: | doctoralThesis |
| Language: | eng |
| Published: |
2014
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| Online Access: | http://hdl.handle.net/10773/12872 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/12872 |