Sökning: "Fractional difference process"

Hittade 3 avhandlingar innehållade orden Fractional difference process.

  1. 1. Some Extensions of Fractional Ornstein-Uhlenbeck Model Arbitrage and Other Applications

    Detta är en avhandling från Stockholm : Department of Statistics, Stockholm University

    Författare :José Igor Morlanes; Stockholms universitet.; [2017]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; statistik; Statistics;

    Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER

  2. 2. Testing for Periodicity and Trend in Long-Memory Processes

    Detta är en avhandling från Department of Statistics, Lund university

    Författare :Abdullah Almasri; Karlstads universitet.; Lunds universitet.; Lund University.; [2003]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistik; Statistics; Wavelets; long memory; periodogram; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Popular Abstract in Swedish Avhandlingen handlar om tes av periodicitet och trend inom långminne-processer. Med hjälp av diskret wavelet transform och periodogram presenteras vi två test för periodicitet och tre test för trend. LÄS MER

  3. 3. Zeolite Membranes for Production of Biofuels

    Detta är en avhandling från Luleå tekniska universitet

    Författare :Erik Sjöberg; Luleå tekniska universitet.; [2014]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Chemical Technology; Kemisk teknologi;

    Sammanfattning : To deal with the increasing demand of renewable fuels, more efficient processes for the production of biofuels are needed. Zeolite membranes have the potential to improve many existing processes that could be used for production of biofuels. Methanol is a potential biofuel that may be produced from synthesis gas in an equilibrium limited reaction. LÄS MER