Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.751972
Title: The Laguerre mixture model
Author: Radcliffe, John Edward
Awarding Body: University of Wales, Swansea
Current Institution: Swansea University
Date of Award: 2005
Availability of Full Text:
Access from EThOS:
Full text unavailable from EThOS. Please try the link below.
Access from Institution:
Abstract:
In recent years, time series analysis has become a highly developed subject. However it still remains that relatively few published studies exist on non-linear modelling. This is possibly due to their complexity and vast diversity compared with linear models and therefore inability to generalise such models. In this thesis, we address this deficiency and examine the Laguerre mixture model. In particular, we examine the likelihood function of the Laguerre mixture model from a time series with missing values. Further through the medium of simulation we investigate the statistical properties of the maximum likelihood estimators for varied sample sizes and true values of the parameter of the model. It must be noted that there has been a lapse of ten years between completion of this study and submission. Since completion there have been relevant advances in non-linear time series that are not been discussed here, for example see Rothman (1999), Franses and Dijk (2000) and Kantz and Schreiber (2003).
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.751972  DOI: Not available
Share: