Sökning: "data- och systemvetenskap Statistik"
Visar resultat 11 - 15 av 22 avhandlingar innehållade orden data- och systemvetenskap Statistik.
11. Five essays on models and methods for the analysis of survival data with single and multiple causes of failure : With applications in family demography
Sammanfattning : The dissertation consists of five self-contained essays dealing with analytical investigations, simulation studies, and demographic applications of statistical models and associated methods for the analysis of the so-called survival data.Our analytical results in the first paper indicate that models for grouped survival data which, depending on the application, are labeled different names, practically, make use of the same method in the process of parameter estimation and inference. LÄS MER
12. Modeling financial volatility : A functional approach with applications to Swedish limit order book data
Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER
13. Benefits of Digital Technical Information
Sammanfattning : In our daily work life, we use a wealth of information, including a category of information produced as a part of products and their life-cycle phases, named digital technical information (DTI). Manufacturing organizations focus more often on the product than on DTI, because DTI’s impact seems almost invisible, despite its crucial role to the product and its life-cycle phases, development, production, maintenance, and destruction. LÄS MER
14. On the Normal Inverse Gaussian Distribution in Modeling Volatility in the Financial Markets
Sammanfattning : We discuss the Normal inverse Gaussian (NIG) distribution in modeling volatility in the financial markets. Refining the work of Barndorff-Nielsen (1997) and Andersson (2001), we introduce a new parameterization of the NIG distribution to build the GARCH(p,q)-NIG model. LÄS MER
15. Essays on structural equation modelling with applications of the basic univariate twin model
Sammanfattning : Structural equation models have proven useful for studies of genetic and environmental effects forvarious traits end the classical twin study has been considered as a powerful design for such studies. This thesis consist of five papers dealing with the analysis of structural equation models with applications of the basic univariate twin model. LÄS MER