Sökning: "Least squares approximations"
Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Least squares approximations.
1. Wireless Sensor Network Positioning Techniques
Sammanfattning : Position information is one of the key requirements for wireless sensor networks(WSNs). Since GPS receivers have drawbacks when used in low-power sensor nodes,mainly due to latency in position recovery and limited access to GPS satellites in indoor-type scenarios, extracting the position information by means of the network itself, so-called positioning or localization, has been considered an eective solution for the posi-tioning problem. LÄS MER
2. Some Contributions to Description and Validation of the Extreme Value Distribution
Sammanfattning : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. LÄS MER
3. Computationally efficient methods in spatial statistics : Applications in environmental modeling
Sammanfattning : In this thesis, computationally efficient statistical models for large spatial environmental data sets are constructed. In the first part of the thesis, a method for estimating spatially dependent temporal trends is developed. A space-varying regression model, where the regression coefficients for the spatial locations are dependent, is used. LÄS MER
4. On inference in partially observed Markov models using sequential Monte Carlo methods
Sammanfattning : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. LÄS MER
5. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging
Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER