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Visar resultat 1 - 5 av 40 avhandlingar som matchar ovanstående sökkriterier.

1. 1. Bilinear Regression and Second Order Calibration

   Författare :Marie Linder; Pieter Kroonenberg; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; chemometrics; calibration; multivariate; hyphenated methods; matrix data; bilinear model; least squares; singular value decomposition; generalized rank annihilation; trilinear decomposition; parallel factor analysis; principal components regression; partial least squares; prediction; matematisk statistik; Mathematical Statistics;

   Sammanfattning : We consider calibration of second-order (or "hyphenated") instruments for chemical analysis. Many such instruments generate bilinear two-way (matrix) type data for each specimen. The bilinear regression model is to be estimated from a number of specimens of known composition. LÄS MER

3. 2. The Non-Linear Instantaneous Least Squares Approach to Signal Parameter Estimation

   Författare :Jakob Ängeby; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; aliasing; polynomial-phase signals; synthetic aperture radar auto-focusing; non-linear least squares; time-frequency estimation; estimation theory; non-stationary processes; non-uniform sampling;

   Sammanfattning : Estimation of parameters of non-stationary signals observed in noise is a challenging and difficult task, motivated by applications such as radar and mobile tele-communication. Here, a novel method for signal parameter estimation named the Non-linear Instantaneous Least Squares (NILS) approach is presented, which can be applied to linear and non-linear signals, and to both uniformly and non-uniformly sampled data. LÄS MER

4. 3. Adaptive finite element methods for parameter estimation problems in partial differential equations

   Författare :Tao Feng; Mittuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; parameter estimation; ¯nite element approximation; adaptive ¯nite element methods; a posteriori error estimates; least squares.; MATHEMATICS; MATEMATIK;

   Sammanfattning : Physical and chemical phenomena are often described by a system of partial di®erential equations. These equations usually involve unknown parameters, which cannot be measured directly but which can be adjusted to make the model predictions match the observed data. LÄS MER

5. 4. 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

7. 5. A covariance structure analysis approach to the errors-in-variables estimation problem

   Författare :David Kreiberg; Fan Yang-Wallentin; Håkan Hjalmarsson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; System identification; errors-in-variables models; structural equation modeling; confirmatory factor analysis; minimum distance estimator; separable nonlinear least squares; Statistics; Statistik;

   Sammanfattning : It is a well-known fact that standard regression techniques, when applied to errors-in-variables (EIV) models, lead to biased and inconsistent parameter estimation. The work presented in this thesis address the EIV estimation problem using covariance structure analysis (CSA). LÄS MER