Browsing by Subject "B-splines"
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(uga, 2011-08)In this thesis, we investigate a variety of stochastic models for volatility prediction in financial time series. We compare two non-parametric volatility models with the standard GARCH(1,1) model. In the first nonparametric ...
(uga, 2005-08)As a generalized wavelet function, a wavelet frame gives more rooms for different construction methods. In this dissertation, first we study two constructive methods for the locally supported tight wavelet frame for any ...