Sökning: "covariance function"

Visar resultat 1 - 5 av 57 avhandlingar innehållade orden covariance function.

  1. 1. Discrete Stochastic Time-Frequency Analysis and Cepstrum Estimation

    Detta är en avhandling från Lund University

    Författare :Johan Sandberg; Lund University.; Lunds universitet.; [2010]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; ambiguity domain; time-frequency analysis; time-frequency representations; covariance function; non-stationary random processes; Speaker recognition; MFCC; cepstrum;

    Sammanfattning : The theory of stochastic time-frequency analysis of non-stationary random processes has mostly been developed for processes in continuous time. In practice however, random processes are observed, processed, and interpreted at a finite set of time points. LÄS MER

  2. 2. Modeling Realized Covariance of Asset Returns

    Detta är en avhandling från Stockholm, Sweden : Stockholm University

    Författare :Gustav Alfelt; Stockholms universitet.; [2019]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER

  3. 3. Studies in Estimation of Patterned Covariance Matrices

    Detta är en avhandling från Linköping : Linköping University Electronic Press

    Författare :Martin Ohlson; Timo Koski; Dietrich von Rosen; Augustyn Markiewicz; [2009]

    Sammanfattning : Many testing, estimation and confidence interval procedures discussed in the multivariate statistical literature are based on the assumption that the observation vectors are independent and normally distributed. The main reason for this is that often sets of multivariate observations are, at least approximately, normally distributed. LÄS MER

  4. 4. Ambiguity Domain Definitions and Covariance Function Estimation for Non-Stationary Random Processes in Discrete Time

    Detta är en avhandling från Linköping : Linköping University Electronic Press

    Författare :Johan Sandberg; Lund University.; Lunds universitet.; [2008]

    Sammanfattning : The ambiguity domain plays a central role in estimating the time-varying spectrum of a non-stationary random process in continuous time, since multiplication in this domain is equivalent with estimating the covariance function of the random process using an intuitively appealing estimator. For processes in discrete time there exists a corresponding covariance function estimator. LÄS MER

  5. 5. Aging Along the Hippocampal Axis Structure, Function and Whole-brain Connections in Association with Memory

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Kristin Nordin; Uppsala universitet.; [2018]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; hippocampus; aging; longitudinal-axis; episodic memory; spatial memory; connectivity; fMRI; Psychology; Psykologi;

    Sammanfattning : Hippocampus-dependent functions display marked reductions in older age, an observation that has led to the extensive study of age effects on hippocampal properties. Even though research indicates that the hippocampus is structurally and functionally heterogeneous along its longitudinal axis, its anterior and posterior regions differentially supporting episodic and spatial memory representations, few studies explicitly consider age effects in relation to axis. LÄS MER