Search for dissertations about: "Locally Stationary Processes"

Showing result 1 - 5 of 8 swedish dissertations containing the words Locally Stationary Processes.

2. 1. Modelling and Inference using Locally Stationary Processes : Biomedical applications

   Author : Rachele Anderson; Statistical Signal Processing Group; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Modelling of Time-Varying Signals; Locally Stationary Processes; Statistical Inference; Time-frequency Estimation; Regression; EEG Signals; HRV Signals;

   Abstract : This thesis considers statistical methods for non-stationary signals, specifically stochastic modelling, inference on the model parameters and optimal spectral estimation. The models are based on Silverman’s definition of Locally Stationary Processes (LSPs). READ MORE

4. 2. Numerical analysis for random processes and fields and related design problems

   Author : Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Abstract : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. READ MORE

5. 3. Stochastic systems with locally defined dynamics

   Author : Anton Muratov; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; renewal process; Poisson process; Dirichlet distribution; random matrices; random matrices;

   Abstract : We study three different classes of models of stochastic systems with locally defined dynamics. Our main points of interest are the limiting properties and convergence in these models. The first class is the locally interactive sequential adsorption, or LISA, models. READ MORE

6. 4. Predator responses to non-stationary rodent cycles

   Author : Peter Hellström; Anders Angerbjörn; Xavier Lambin; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Buteo lagopus; Vulpes lagopus; Lemmus; Myodes; population cycles; predation; numerical response; functional response; arctic; lemmings; voles; fox; monitoring; raptors; zoologisk ekologi; Animal Ecology;

   Abstract : Regular fluctuations in population size, cycles, are common in small mammals and have important effects on predator populations and life histories. In this thesis, I identify long-term patterns and processes in two specialist predators, the arctic fox Vulpes lagopus and the rough-legged buzzard Buteo lagopus, in relation to their prey (lemmings and voles) and in the case of the arctic fox also to a dominant competitor, the red fox Vulpes vulpes. READ MORE

7. 5. Predictability in Equity Markets: Estimation and Inference

   Author : Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

   Abstract : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. READ MORE