Sökning: "asymptotic theory"

Visar resultat 21 - 25 av 230 avhandlingar innehållade orden asymptotic theory.

  1. 21. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Författare :Jimmy Olsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER

  3. 22. On Bootstrap Evaluation of Tests for Unit Root and Cointegration

    Författare :Jianxin Wei; Rolf Larsson; Thomas Holgersson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-stationary time series; unit root test; bootstrap; asymptotic refinement; cointegration; panel unit root test; cross-sectional dependence;

    Sammanfattning : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. LÄS MER

  4. 23. Classification of Remotely Sensed Data Utilising the Autocorrelation between Spatio-Temporal Neighbours

    Författare :Ann-Marie Flygare; Sweden Umeå Umeå University Department of Mathematical Statistics; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Image classification; strong mixing; spatio-temporal model; autocorrelation model; autocorrelation estimator; robustness aspects; strong consistency; asymptotic normality; evaluation; Statistik; Statistics;

    Sammanfattning : The subject of this thesis is methods for classifying land using satellite images, and adherent parameter estimation. A satellite image consists of a set of pixels where measurements of spectral intensities are observed. Based on these spectral intensities, each pixel is assigned a class. LÄS MER

  5. 24. Modelling and Inference for Spatio-Temporal Marked Point Processes

    Författare :Ottmar Cronie; Göteborgs universitet; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Cox-Ingersoll-Ross process; Diffusion process; Edge correction; Goodness-of-fit; Richards growth function; Growth-interaction process; Immigration-death process; Least squares estimation; Markov process; Maximum likelihood estimation; Open-growth; Spatio-temporal marked point process; Stationarity; Stochastic differential equation; Transition density; Asymptotic normality;

    Sammanfattning : This thesis deals with inference problems related to the growth-interaction process (GI-process). The GI-process is a continuous time spatio-temporal point process with dynamic interacting marks (closed disks), in which the immigration-death process (ID-process) controls the arrivals of new marked points as well as their potential life-times. LÄS MER

  7. 25. Estimation of the reliability of systems described by the Daniels Load-Sharing Model

    Författare :Patrik Rydén; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Non-parametric and parametric estimation; Equal Load-sharing models; asymptotic distribution; martingale; resam-pling; life testing; reliability; Mathematical statistics; Matematisk statistik;

    Sammanfattning : We consider the problem of estimating the failure stresses of bundles (i.e. the tensile forces that destroy the bundles), constructed of several statisti-cally similar fibres, given a particular kind of censored data. LÄS MER