Search for dissertations about: "long range dependence"
Showing result 1 - 5 of 81 swedish dissertations containing the words long range dependence.
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1. A Non-Gaussian Limit Process with Long-Range Dependence
Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE
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2. Approximation of rescaled arrival processes with long-range dependence
Abstract : .... READ MORE
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3. The Effect of Long Range Order on Elastic Properties of Alloys
Abstract : Ab initio alloy theory, formulated within the exact muffin-tin orbitals method in combination with the coherent-potential approximation, is used to determine the effect of long range order on the elastic properties. The lattice parameters and single-crystal elastic constants of Cu3Au are calculated for different partially ordered structures ranging from the fully ordered L12 to the random face centered cubic lattice. READ MORE
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4. Nonparametric Functional Estimation under Order Restrictions
Abstract : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. READ MORE
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5. Ruin probabilities and first passage times for self-similar processes
Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE