Helsinki GSE organizes itself through research groups. Each research group is responsible for promoting and developing cooperation within the Helsinki GSE community in its research area.
November 12, 2019
Doctoral Defence: “Essays on noninvertible ARMA models”
On November 15th. MSSc. Juho Nyholm will defend his doctoral thesis “Essays on noninvertible ARMA models”. His thesis contributes to the time series econometric literature by expanding novel theoretical results in ARMA modeling under noninvertibility and non-Gaussianity. Nyholm shows how assuming noninvertibility in classical ARMA models allows for modelling more
→ Full article