Sökning: "Saddlepoint approximation."

Hittade 2 avhandlingar innehållade orden Saddlepoint approximation..

1. 1. 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

3. 2. Statistical analysis of non-Gaussian environmental loads and responses

   Författare :Ulla E.B. Machado; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programmering; aktuariematematik; Statistik; operationsanalys; Statistics; operations research; programming;

   Sammanfattning : The thesis deals mainly with offshore engineering related problems where the dominant source of uncertainty is related to the loading. Loads arise from environmental random processes; e.g. waves, currents and winds. LÄS MER