Sökning: "Fractional difference process"

Hittade 5 avhandlingar innehållade orden Fractional difference process.

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

   Författare :José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
   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; Statistics; statistik;

   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

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

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

   Sammanfattning : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. LÄS MER

4. 3. Zeolite Membranes for Production of Biofuels

   Författare :Erik Sjöberg; Joaquin Coronas; Luleå tekniska universitet; []
   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

5. 4. Early life exposures and lung function development

   Författare :Björn Lundberg; Karolinska Institutet; Karolinska Institutet; []
   Nyckelord :;

   Sammanfattning : BACKGROUND: Lung development is a dynamic process, vulnerable to adverse environmental exposures. Starting in utero, development continues postnatally, and although lung structure is mainly set at around two years of age, the maturation process continues into young adulthood. LÄS MER

7. 5. Numerical solutions to non-linear inhomogeneous problems in Superconductivity : From sphalerons to multi-band boundary states and spontaneous magnetic fields

   Författare :Andrea Ludovico Benfenati; Egor Babaev; Sedrakyan Tigran; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Teoretisk fysik; Theoretical Physics;

   Sammanfattning : This thesis is a compilation of theoretical works focused on simulating and studying open questions regarding single and multiband superconductivity. In the last decades, with the discovery of multiband superconductors, the spectrum of potential applications has greatly widened. LÄS MER