Search for dissertations about: "Smoothing"
Showing result 1 - 5 of 146 swedish dissertations containing the word Smoothing.
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1. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models
Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE
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2. Selection of smoothing parameters with application in causal inference
Abstract : This thesis is a contribution to the research area concerned with selection of smoothing parameters in the framework of nonparametric and semiparametric regression. Selection of smoothing parameters is one of the most important issues in this framework and the choice can heavily influence subsequent results. READ MORE
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3. Continuous-Time Models in Kernel Smoothing
Abstract : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. READ MORE
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4. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models
Abstract : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. READ MORE
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5. Consumption Smoothing during Unemployment
Abstract : .... READ MORE