Avancerad sökning

Visar resultat 1 - 5 av 41 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Bias approximation and reduction in vector autoregressive models

    Författare :Tomas Brännström; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In the last few decades, vector autoregressive (VAR) models have gained tremendous popularity as an all-purpose tool in econometrics and other disciplines. Some of their most prominent uses are for forecasting, causality tests, tests of economic theories, hypothesis-seeking, data characterisation, innovation accounting, policy analysis, and cointegration analysis. LÄS MER

  3. 2. Analysis of Some Methods for Identifying Dynamic Errors-in-variables Systems

    Författare :Mei Hong; Torsten Söderström; Magnus Jansson; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; errors-in-variables; least squares; instrumental variable; maximum likelihood; bias compensated least squares; bias eliminating least squares; Frisch scheme; higher-order statistics; accuracy analysis; periodic data; Signal processing; Signalbehandling;

    Sammanfattning : A system where errors or noises are present on both the inputs and the outputs is called an errors-in-variables (EIV) system. EIV systems appear in industrial and agricultural processes, medical sciences, economical systems, biotechnology, as well as in many other areas. LÄS MER

  4. 3. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

    Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

  5. 4. Four essays in housing economics

    Författare :Per Åsberg; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This essay consists of four self-contained essays in housing economics.Essay I: A dynamic partial equilibrium asset model is used to study the capitalisation effects in themarket for owner-occupied housing that resulted from the Swedish 1991 tax reform. LÄS MER

  7. 5. Fault detection in water resource recovery facilities

    Författare :Oscar Samuelsson; Bengt Carlsson; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

    Sammanfattning : Reliable sensor values are important for resource-efficient control and operations of wastewater treatment processes. Automatic fault detection methods are necessary to monitor the increasing amount of data produced in any modern water resource recovery facility (WRRF). LÄS MER