Sökning: "Probability Distribution Modeling"

Visar resultat 11 - 15 av 70 avhandlingar innehållade orden Probability Distribution Modeling.

1. 11. Opportunistic Content Distribution

   Författare :Ólafur Helgason; Gunnar Karlsson; Mostafa Ammar; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Telecommunication; Telekommunikation;

   Sammanfattning : In recent decades, communication networks have had a profound effect on society. Wireless communication has affected our lifestyle and altered how humans communicate and the Internet has revolutionized how we access, publish and disseminate information. LÄS MER

3. 12. On Importance Sampling and Dependence Modeling

   Författare :Jens Svensson; Boualem Djehiche; Thomas Mikosch; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. LÄS MER

4. 13. Modeling Realized Covariance of Asset Returns

   Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Tatjana von Rosen; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

   Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER

5. 14. Statistical modeling in international large-scale assessments

   Författare :Inga Laukaityte; Marie Wiberg; Kenny Bränberg; Ewa Rolfsman; Bernard Veldkamp; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; multilevel model; plausible values; sampling weights; missing information; multiple imputation; non-monotone missing pattern; TIMSS; PISA; Statistics; statistik; pedagogik; Education;

   Sammanfattning : This thesis contributes to the area of research based on large-scale educational assessments, focusing on the application of multilevel models. The role of sampling weights, plausible values (response variable imputed multiple times) and imputation methods are demonstrated by simulations and applications to TIMSS (Trends in International Mathematics and Science Study) and PISA (Programme for International Student Assessment) data. LÄS MER

7. 15. 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