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Visar resultat 36 - 40 av 1309 avhandlingar som matchar ovanstående sökkriterier.

1. 36. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series

   Författare :Pär Stockhammar; Lars-Erik Öller; Daniel Thorburn; Agustin Maravall; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Heteroscedasticity; variance stabilizing filters; the mixed Normal - Asymmetric Laplace distribution; density forecasting; detrending filters; spectral analysis; the connection between financial data and economic growth; Statistics; Statistik; Statistics; statistik;

   Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER

3. 37. Bayesian Inference in Structural Second-Price Auctions

   Författare :Bertil Wegmann; Mattias Villani; Samita Sareen; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; Statistics; Statistik; Statistics; statistik;

   Sammanfattning : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. LÄS MER

4. 38. Computerized achievement tests : sequential and fixed length tests

   Författare :Marie H. Wiberg; Hans Nyquist; Ulf Olsson; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; item respons theory; sequential analysis; statistical inference; power; optimal design; simulations; Statistik; Statistics; Statistik; Statistics; statistik;

   Sammanfattning : The aim of this dissertation is to describe how a computerized achivement test can be constructed and used in practice. Throughout this dissertation the focus is on classifying the examinees into masters and non-masters depending on their ability. However, there has been no attempt to estimate their ability. LÄS MER

5. 39. Intelligence and models for cognitive development

   Författare :Linda Wänström; Daniel Thorburn; Gösta Hägglund; Dag Sörbom; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; intelligence; cognitive development; sample size; multilevel models; latent growth curve models; Statistics; Statistik; statistik; Statistics;

   Sammanfattning : This dissertation focuses on cognitive development. In papers I and II, I study a special model, the second order latent growth curve model, that can be used to study cognitive development. Algebraic expressions for the variance of the estimation of slope differences are given. LÄS MER

7. 40. On Methods for Real Time Sampling and Distributions in Sampling

   Författare :Kadri Meister; Daniel Thorburn; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Finite population sampling; inferential issues; real time sampling; sequential sampling methods; negative sampling correlations; model-design-based inference; multivariate Bernoulli and multinomial designs; Matematisk statistik; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : This thesis is composed of six papers, all dealing with the issue of sampling from a finite population. We consider two different topics: real time sampling and distributions in sampling. The main focus is on Papers A–C, where a somewhat special sampling situation referred to as real time sampling is studied. LÄS MER