Studies in Observation-Driven Time Series Models: Theory, Methods, and Applications
Mariia Artemova
- PhD Defense
Mariia Artemova
Alessandra Luati (University of Bologna, Italy and Imperial College London, United Kingdom), Sébastien Laurent (Aix-Marseille University, France), and Dick van Dijk (Erasmus University Rotterdam)
Maria Grith (Erasmus University Rotterdam)
Aureo de Paula (University College London, United Kingdom)
Andrei Zeleneev (University College London, United Kingdom)
Vladislav Morozov (University of Bonn, Germany)
Xinyue Bei (University of Texas at Austin, United States)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Faculty: Maarten van Oordt