Sökning: "LAPLACE"

Visar resultat 21 - 25 av 91 avhandlingar innehållade ordet LAPLACE.

  1. 21. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series

    Författare :Pär Stockhammar; Lars-Erik Öller; Daniel Thorburn; Agustin Maravall; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Heteroscedasticity; variance stabilizing filters; the mixed Normal - Asymmetric Laplace distribution; density forecasting; detrending filters; spectral analysis; the connection between financial data and economic growth; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER

  3. 22. Spectral estimates for the magnetic Schrödinger operator and the Heisenberg Laplacian

    Författare :Anders Hansson; Ari Laptev; B Malcolm Brown; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; spectral theory; Schrödinger operator; magnetic field; Aharonov-Bohm; Lieb-Thirring; diamagnetic inequality; Heisenberg group; Heisenberg Laplacian; hypoelliptic; spektralteori; Schrödingeroperator; magnetfält; Aharonov-Bohm; Lieb-Thirring; diamagnetisk olikhet; Heisenberggrupp; Heisenberg-Laplace-operator; hypoelliptisk; MATHEMATICS; MATEMATIK;

    Sammanfattning : I denna avhandling, som omfattar fyra forskningsartiklar, betraktas två operatorer inom den matematiska fysiken. De båda tidigare artiklarna innehåller resultat för Schrödingeroperatorn med Aharonov-Bohm-magnetfält. LÄS MER

  4. 23. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time

    Författare :Nima Shariati; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cross-border spillover; Inter- and intralocation effects; Multivariate spatial regression models; Panel data; Spatial econometric models; Gamma distributed variances; Generalized Laplace distribution; Modulated volatility; Non-Gaussian time series; Road profile; Spatial vector autoregressive model; Outlier; Robust control chart; Robust estimation;

    Sammanfattning : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. LÄS MER

  5. 24. Impact damping and airplane towing : two studies of the response of solid bodies to transient loads

    Författare :Carlos Matuk; Luleå tekniska universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Hållfasthetslära; Solid Mechanics;

    Sammanfattning : The impact of a linearly elastic hammer on a linearly viscoelastic plate is the first problem considered in this thesis. The results, obtained by using the Laplace transformation method, can be used in the design of impact protection devices. LÄS MER

  7. 25. Asymptotic distribution theory for some test statistics in autoregressive and Galton-Watson processes

    Författare :Rolf Larsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Feynman-Kac’ formula; Saddlepoint approximation.; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis, we study asymptotic distributions of some unit root test statistics in autoregressive processes. We then generalize, at first to the situation when the true parameter value is close to one^(thenear integrated case), and secondly to the corresponding test problems in the Galton-Watson process (i.e. LÄS MER