Sökning: "non-Gaussian model"

Visar resultat 1 - 5 av 28 avhandlingar innehållade orden non-Gaussian model.

  1. 1. Non-Gaussian Statistical Modelsand Their Applications

    Författare :Zhanyu Ma; Arne Leijon; Cédric Févotte; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Statistical modeling plays an important role in various research areas. It provides away to connect the data with the statistics. Based on the statistical properties of theobserved data, an appropriate model can be chosen that leads to a promising practicalperformance. LÄS MER

  3. 2. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting

    Författare :Jörg Wegener; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; generalized Laplace; shallow water equations; asymmetry; noise convolution models; tempo-spatial fields; non-Gaussian model;

    Sammanfattning : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. LÄS MER

  4. 3. Statistical analysis of non-Gaussian environmental loads and responses

    Författare :Ulla E.B. Machado; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programmering; aktuariematematik; Statistik; operationsanalys; Statistics; operations research; programming;

    Sammanfattning : The thesis deals mainly with offshore engineering related problems where the dominant source of uncertainty is related to the loading. Loads arise from environmental random processes; e.g. waves, currents and winds. LÄS MER

  5. 4. Spatial Mixture Models with Applications in Medical Imaging and Spatial Point Processes

    Författare :Anders Hildeman; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Non-Gaussian; Bayesian level set inversion; Point processes; Substitute CT; Finite mixture models; Spatial statistics; Gaussian fields; Non-Gaussian;

    Sammanfattning : Finite mixture models have proven to be a great tool for both modeling non-standard probability distributions and for classification problems (using the latent variable interpretation). In this thesis we are building spatial models by incorporating spatially dependent categorical latent random fields in a hierarchical manner similar to that of finite mixture models. LÄS MER

  7. 5. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    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