Sökning: "Covariance Matrix Estimation"

Visar resultat 11 - 15 av 66 avhandlingar innehållade orden Covariance Matrix Estimation.

1. 11. Estimation and Classification of Non-Stationary Processes : Applications in Time-Frequency Analysis

   Författare :Johan Brynolfsson; Statistical Signal Processing Group; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time-Frequency Estimation; Parameter Estimation; Reassignment method; Non-Stationary Processes; Smooth spectral estimation; Neural Networks;

   Sammanfattning : This thesis deals with estimation and classification problems of non-stationary processes in a few special cases.In paper A and paper D we make strong assumptions about the observed signal, where a specific model is assumed and the parameters of the model are estimated. LÄS MER

3. 12. Applications of Bayesian Econometrics to Financial Economics

   Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

   Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

4. 13. Channel Estimation and Self-Interference Suppression for MIMO Relaying Systems

   Författare :Panagiota Lioliou; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; estimation; expectation-maximization EM ; half-duplex; Bayesian; multiple-input multiple-output MIMO ; Cramer-Rao Bound CRB ; full-duplex; relays; performance analysis; Kalman filter KF ; self-interference.; Amplify-and-forward AF ; least squares LS ;

   Sammanfattning : Recently, the introduction of relaying nodes in wireless channels has been identified as a promising technique for providing broader coverage, higher transmission rates, and increased reliability. Moreover, when the concept of relaying systems is combined with that of multiple-input multiple-output (MIMO) technology, thesystem performance can be further improved by exploiting the spatial dimension. LÄS MER

5. 14. A study of multilevel models with block circular  symmetric covariance structures

   Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Abdullah Almasri; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; Covariance matrix; Explicit solution; Maximum likelihood estimator; Multilevel model; Spectrum; statistik; Statistics; Matematik;

   Sammanfattning : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. LÄS MER

7. 15. Studies in Estimation of Patterned Covariance Matrices

   Författare :Martin Ohlson; Timo Koski; Dietrich von Rosen; Augustyn Markiewicz; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Sammanfattning : Many testing, estimation and confidence interval procedures discussed in the multivariate statistical literature are based on the assumption that the observation vectors are independent and normally distributed. The main reason for this is that often sets of multivariate observations are, at least approximately, normally distributed. LÄS MER