Sökning: "covariance"

Visar resultat 1 - 5 av 288 avhandlingar innehållade ordet covariance.

1. 1. Identification of stochastic systems : Subspace methods and covariance extension

   Författare :Anders Dahlen; KTH; []
   Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

   Sammanfattning : .... LÄS MER

3. 2. Investigation of Ultrafast Molecular Dynamics via Covariance Mapping : A Tool for Intense XUV Light Sources

   Författare :Jan Lahl; Atomfysik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Covariance; Ultrafast; High-order harmonic generation; Extreme Ultraviolet; Pump probe; FLASH; Velocity map imaging; wavefront; FEL; photodissociation; Coulomb explosion; Fysicumarkivet A:2019:Lahl;

   Sammanfattning : The study of molecular dynamics involves observations of the motion of nuclei and electrons. While nuclear motion is usually on the picosecond or femtosecond timescale, attosecond precision is necessary to directly observe the motion of electrons. LÄS MER

4. 3. Modeling the covariance matrix of financial asset returns

   Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

5. 4. Robust Real-Time Estimation of Region Displacements in Video Sequences

   Författare :Johan Skoglund; Michael Felsberg; Hanno Scharr; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; tracking; subpixel; real time; covariance; pose estimation; Image analysis; Bildanalys;

   Sammanfattning : The possibility to use real-time computer vision in video sequences gives many opportunities for a system to interact with the environment. Possible ways for interaction are e.g. augmented reality like in the MATRIS project where the purpose is to add new objects into the video sequence, or surveillance where the purpose is to find abnormal events. LÄS MER

7. 5. Essays on Mergers and Acquisitions and Event Studies

   Författare :Mohammad Irani; Lars Nordén; Rickard Sandberg; Neslihan Ozkan; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; mergers and acquisitions; event study; prediction; payment method; conditional CAPM; time-varying parameters; structural change methodology; variance; covariance; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. LÄS MER