Sökning: "Konrad Abramowicz"

Hittade 2 avhandlingar innehållade orden Konrad Abramowicz.

  1. 1. Numerical analysis for random processes and fields and related design problems

    Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

  3. 2. Non-parametric methods for functional data

    Författare :Johan Strandberg; Sara Sjöstedt de Luna; Konrad Abramowicz; Lina Schelin; Charlotte Häger; Pedro Delicado; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; functional data analysis; testing; clustering; prediction; inference; bagging Voronoi strategy; kriging; dependency; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis we develop and study non-parametric methods within three major areas of functional data analysis: testing, clustering and prediction. The thesis consists of an introduction to the field, a presentation and discussion of the three areas, and six papers. LÄS MER