Search for dissertations about: "asymptotic normality"

Showing result 1 - 5 of 29 swedish dissertations containing the words asymptotic normality.

2. 1. Nonparametric Statistical Inference for Entropy-type Functionals

   Author : David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

   Abstract : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. READ MORE

4. 2. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Author : Jimmy Olsson; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   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

5. 3. Classification of Remotely Sensed Data Utilising the Autocorrelation between Spatio-Temporal Neighbours

   Author : Ann-Marie Flygare; Sweden Umeå Umeå University Department of Mathematical Statistics; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Image classification; strong mixing; spatio-temporal model; autocorrelation model; autocorrelation estimator; robustness aspects; strong consistency; asymptotic normality; evaluation; Statistik; Statistics;

   Abstract : The subject of this thesis is methods for classifying land using satellite images, and adherent parameter estimation. A satellite image consists of a set of pixels where measurements of spectral intensities are observed. Based on these spectral intensities, each pixel is assigned a class. READ MORE

6. 4. Modelling and Inference for Spatio-Temporal Marked Point Processes

   Author : Ottmar Cronie; Göteborgs universitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Cox-Ingersoll-Ross process; Diffusion process; Edge correction; Goodness-of-fit; Richards growth function; Growth-interaction process; Immigration-death process; Least squares estimation; Markov process; Maximum likelihood estimation; Open-growth; Spatio-temporal marked point process; Stationarity; Stochastic differential equation; Transition density; Asymptotic normality;

   Abstract : This thesis deals with inference problems related to the growth-interaction process (GI-process). The GI-process is a continuous time spatio-temporal point process with dynamic interacting marks (closed disks), in which the immigration-death process (ID-process) controls the arrivals of new marked points as well as their potential life-times. READ MORE

7. 5. Different Aspects of Inference for Spatio-Temporal Point Processes

   Author : Ottmar Cronie; Göteborgs universitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Edge correction; Immigration-death process; Least squares estimation; Maximum likelihood estimation; Spatio-temporal marked point process; Transition probability.; Consistency;

   Abstract : 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. READ MORE