Empirical studies have revealed that many financial asset returns are characterized by an asymmetric behavior of the volatility. Aside from asymmetry, another important stylized fact about the volatility is its long memory effect. Given that the computation of the volatility is …
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The statistical modelling of extreme precipitation structures is essential in many aspects such as assessing and managing risks resulting from the occurrence of such extreme events for agricultural purposes, in particular. Typically, daily precipitation time series with many zer…
This dissertation is divided into two parts. The first part introduces the p-Holdout family of validation schemes for minimizing the generalization error rate and improving forecasting accuracy. More specifically, if one wants to compare different forecasting methods, or models,…
Background: Infectious diarrhea is a significant cause of morbidity and mortality in children living in developing regions of the world. However, the temporal distribution and mechanisms underlying fluctuations in diarrhea incidence are largely unknown. We sought to model all ca…
The statistical association between increased exposure to air pollution and increased risk of morbidity and mortality is well established. However, documentation of the health benefits of lowering air pollution levels, which would support the biological plausibility of those pas…
The desire to forecast or to guess what the future entails is part of human nature. Businesses cannot operate without estimating future demand for their products or services. The problem is that forecasts often fail to meet leadership expectations who desire obtaining the most a…
This study investigates the determinants of demand for money in Bangladesh using annual observations for the period 1974-95. Partial adjustment approach and error correction approach are applied to investigate the nature of short run and long run determinants and short run dynam…
This dissertation utilizes the latest econometric techniques to address three economic growth issues based on the experiences of selected Middle East and North Africa (MENA) economies. First, in chapter two we use the perpetual inventory method to construct series of physical ca…
This dissertation is a pooled time series, cross-sectional, quantitative study of the impact of international financial transfer on the level of democracy. The study covers 174 developed and developing countries from 1976 through 1994. Through evaluating the democracy and democr…
In this Dissertation, a new methodology is developed for the estimation of non-integer lags of deterministic as well as random time series. A graphical method, Lissajous figures, which traditionally is employed in electrical engineering, is expanded and applied in our analysis. …
Corrupt practices in public sector are observed in every economy at some extent but they are much more common and rampant, especially, in less-developed and developing countries. The aim of this dissertation is threefold. First, we explore if there is any technique that we can u…
Time series data mining is one branch of data mining. Time series analysis and prediction have always played an important role in human activities and natural sciences. A Pseudo-Periodical time series has a complex structure, with fluctuations and frequencies of the times series…
Structural health monitoring (SHM) systems is a relatively new discipline, studying the structural condition of buildings and other constructions. Current SHM systems are either wired or wireless, with a relatively high cost and low accuracy. This thesis exploits a blend of digi…
In this thesis we consider some finite mixture time series models in which each component is following a well-known process, e.g. AR, ARMA or ARMA-GARCH process, with either normal-type errors or Student-t type errors. We develop MCMC methods and use them in the Bayesian analysi…
Interpretation of ground penetrating radar (GPR) signals can be a key point in the overall operability of a GPR system. In stepped-frequency and Frequency-Modulated Continuous-Wave (FMCW)GPR systems in particular, the target or object of interest is often located by analysis of …
The two main theoretical approaches to explaining the demand for international reserves holdings are the buffer stock approach and the monetary approach. The buffer stock approach assumes optimizating behavior of central banks. They determine the level of reserves by equating th…
This dissertation empirically investigates the determinants of Saudi Arabia non-oil private investment in disaggregated form using time series analysis. The main motive behind this work is that such analysis has not been attempted before. The impact of growth of output (aggregat…
Kuwait is an oil-based economy that adopts an export promotion policy as the fundamental strategy for economic growth. The country has experienced remarkable economic growth and high per capita GDP for the last four decades. The export-led growth (ELG) hypothesis has been common…
Problem. The impact of the Global War on Terrorism (GWOT), with its emphasis on preemptive military force, is a matter of considerable debate. This dissertation uses a time series intervention approach to evaluate the extent to which the onset of the GWOT (beginning with the inv…