Sökning: "transition probability"
Visar resultat 1 - 5 av 143 avhandlingar innehållade orden transition probability.
1. Nonlinear dynamics and smooth transition models
Sammanfattning : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. LÄS MER
2. Different Aspects of Inference for Spatio-Temporal Point Processes
Sammanfattning : This thesis deals with inference problems related to the Renshaw-Särkkä growth interaction model (RS-model). It is a continuous time spatio-temporal point process with time dependent interacting marks, in which the immigrationdeath process (a continuous time Markov chain) controls the arrivals of new marked points as well as their potential life-times. LÄS MER
3. Modelling macroeconomic time series with smooth transition autoregressions
Sammanfattning : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. LÄS MER
4. Random graph models and their applications
Sammanfattning : This thesis explores different models of random graphs. The first part treats a change from the preferential attachment model where the network incorporates new vertices and attach them preferentially to the previous vertices with a large number of connections. LÄS MER
5. Selected Topics in Continuum Percolation : Phase Transitions, Cover Times and Random Fractals
Sammanfattning : This thesis consists of an introduction and three research papers. The subject is probability theory and in particular concerns the topics of percolation, cover times and random fractals.Paper I deals with the Poisson Boolean model in locally compact Polish metric spaces. LÄS MER