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Visar resultat 1 - 5 av 66 avhandlingar som matchar ovanstående sökkriterier.

1. 1. Exploiting Prior Information in Parametric Estimation Problems for Multi-Channel Signal Processing Applications

   Författare :Petter Wirfält; Magnus Jansson; Abdelhak Zoubir; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Array signal processing; covariance matrix; damped sinusoids; direction of arrival estimation; frequency estimation; Kronecker; NQR; NMR; parameter estimation; persymmetric; signal processing algorithms; structured covariance estimation; Toeplitz; Array; signalbehandling; kovariansmatris; dämpad sinus; riktningbestämning; frekvensskattning; Kronecker; NQR; NMR; parameterestimering; persymmetrisk; algoritm; strukturerad kovariansmatris; Toeplitz;

   Sammanfattning : This thesis addresses a number of problems all related to parameter estimation in sensor array processing. The unifying theme is that some of these parameters are known before the measurements are acquired. LÄS MER

3. 2. 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

4. 3. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

   Författare :Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. LÄS MER

5. 4. Estimation Problems in Array Signal Processing, System Identification, and Radar Imagery

   Författare :Richard Abrahamsson; Peter Stoica; A. Lee Swindlehurst; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Parameter Estimation; Array Signal Processing; STAP; SAR; Ground Penetrating Radar; System Identification; Bilinear Models; Covariance Matrix Estimation; Signal processing; Signalbehandling; Signalbehandling; Signal Processing;

   Sammanfattning : This thesis is concerned with parameter estimation, signal processing, and applications. In the first part, imaging using radar is considered. More specifically, two methods are presented for estimation and removal of ground-surface reflections in ground penetrating radar which otherwise hinder reliable detection of shallowly buried landmines. LÄS MER

7. 5. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

   Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Ivan Žežula; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; covariance parameters; explicit maximum likelihood estimator; likelihood ratio test; restricted model; Toeplitz matrix; Statistics; statistik;

   Sammanfattning : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. LÄS MER