Search for dissertations about: "covariance parameters"
Showing result 1 - 5 of 96 swedish dissertations containing the words covariance parameters.
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1. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models
Abstract : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. READ MORE
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2. Essays on Mergers and Acquisitions and Event Studies
Abstract : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. READ MORE
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3. Modeling the covariance matrix of financial asset returns
Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE
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4. A study of multilevel models with block circular symmetric covariance structures
Abstract : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. READ MORE
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5. Spectral Estimation by Geometric, Topological and Optimization Methods
Abstract : .... READ MORE