Sökning: "Simulated maximum likelihood"

Visar resultat 1 - 5 av 18 avhandlingar innehållade orden Simulated maximum likelihood.

  1. 1. Semiparametric survival models for routine register data

    Författare :Frank Eriksson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Survival; transformation; clustered; likelihood; random effects; case-cohort; routine register; semiparametric; clustered;

    Sammanfattning : Routine registers offer researchers opportunities to carry out studies of covariate effects on lifetimes of rare diseases otherwise infeasible because of the large cohorts required. Familial relationships necessary for analysis of environmental or genetic factors can be identified by record linking. LÄS MER

  3. 2. Count data modelling and tourism demand

    Författare :Jörgen Hellström; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Count data; INARMA; Unit root; Aggregation; Forecasting; Tourism; Truncation; Inflation; Simulated maximum likelihood; Bivariate hurdle model.;

    Sammanfattning : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. LÄS MER

  4. 3. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER

  5. 4. Different Aspects of Inference for Spatio-Temporal Point Processes

    Författare :Ottmar Cronie; Göteborgs universitet; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Edge correction; Immigration-death process; Least squares estimation; Maximum likelihood estimation; Spatio-temporal marked point process; Transition probability.; Consistency;

    Sammanfattning : This thesis deals with inference problems related to the Renshaw-Särkkä growth interaction model (RS-model). It is a continuous time spatio-temporal point process with time dependent interacting marks, in which the immigrationdeath process (a continuous time Markov chain) controls the arrivals of new marked points as well as their potential life-times. LÄS MER

  7. 5. Calibration and Reduction of Large-Scale Dynamic Models - Application to Wind Turbine Blades

    Författare :Majid Khorsand Vakilzadeh; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; maximum likelihood estimator; model reduction; finite element model calibration; Bayesian model calibration; Verification and validation; wind turbine blade; logarithmic least square estimator; large-scale dynamics model; SWPTC;

    Sammanfattning : This thesis investigates the validity of structural dynamics models of wind turbine blades. An outlook on methods for model calibration to make models valid for their intended use is presented in the thesis. The intention is to make the models valid for robust predictions. The model validity is here assessed to be of hierarchical dual level. LÄS MER