Sökning: "convergence in probability"
Visar resultat 1 - 5 av 94 avhandlingar innehållade orden convergence in probability.
1. Essays on Time Series Analysis : With Applications to Financial Econometrics
Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER
2. Continuous-Time Models in Kernel Smoothing
Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER
3. Ruin probabilities and first passage times for self-similar processes
Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER
4. Asymptotics, weak convergence and duality in population genetics
Sammanfattning : This thesis consists of four papers on asymptotic results and stochastic duality for some processes in mathematical population genetics. The focus is on Wright-Fisher diffusions and coalescent processes, which model, respectively, the evolution of frequencies of genetic types and genealogies in a population,and play a key role in inference on genetic data sets. LÄS MER
5. Numerical analysis and simulation of stochastic partial differential equations with white noise dispersion
Sammanfattning : This doctoral thesis provides a comprehensive numerical analysis and exploration of several stochastic partial differential equations (SPDEs). More specifically, this thesis investigates time integrators for SPDEs with white noise dispersion. LÄS MER