Sökning: "Mathematical Statistics"

Visar resultat 6 - 10 av 266 avhandlingar innehållade orden Mathematical Statistics.

  1. 6. 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. 7. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

    Författare :Patrik Andersson; Andreas Nordvall Lagerås; Håkan Andersson; Stewart N. Ethier; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. LÄS MER

  4. 8. Regression methods in multidimensional prediction and estimation

    Författare :Anders Björkström; Rolf Sundberg; Philip J Brown; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; regression; prediction; principal compnents regression; ridge regression; partial least squares; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In regression with near collinear explanatory variables, the least squares predictor has large variance. Ordinary least squares regression (OLSR) often leads to unrealistic regression coefficients. Several regularized regression methods have been proposed as alternatives. LÄS MER

  5. 9. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

    Författare :Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER

  7. 10. Toward Sequential Data Assimilation for NWP Models Using Kalman Filter Tools

    Författare :Jelena Bojarova; Rolf Sundberg; Krzysztof Podgorski; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian state space models; Kalman filtering; ETKF; 3D-Var; data assimilation; NWP; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The aim of the meteorological data assimilation is to provide an initial field for Numerical Weather Prediction (NWP) and to sequentially update the knowledge about it using available observations. Kalman filtering is a robust technique for the sequential estimation of the unobservable model state based on the linear regression concept. LÄS MER