Search for dissertations about: "statistical computations"

Showing result 1 - 5 of 31 swedish dissertations containing the words statistical computations.

  2. 1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions

    Author : Nader Tajvidi; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; generalised Pareto distribution; multivariate extreme value theory; multivariate Pareto distribution; small sample properties; Bartlett s correction; maximum likelihood; statistical computations; simulation AMS 1991 subject classification: 62F11; 62E20; 60F17; 65U05; 62E20;

    Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE

  4. 2. Monte Carlo Simulations of the Equilibrium Properties of Semi-stiff Polymer Chains : Efficient Sampling from Compact to Extended Structures

    Author : Alexey Siretskiy; Christer Elvingson; Alexander Lyubartsev; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; polymers; equilibrium properties; statistical mechanics; computer simulation; Monte Carlo; Wang-Landau; compact structures; parallel computations; Physical chemistry; Fysikalisk kemi; Chemistry with specialization in Physical Chemistry; Kemi med inriktning mot fysikalisk kemi;

    Abstract : Polymers is a class of molecules which can have many different structures due to a large number of degrees of freedom. Many biopolymers, e.g. DNA, but also synthetic macromolecules have special structural features due to their backbone stiffness. READ MORE

  5. 3. Computational studies of passive vortex generators for flow control

    Author : Florian von Stillfried; Arne Johansson; Stefan Wallin; Sinisa Krajnovic; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; passive flow control; vortex generator; statistical modelling; turbulence; separation prevention; flat plate; diffuser; high-lift design; airfoil; Fluid mechanics; Strömningsmekanik;

    Abstract : Many flow cases in fluid dynamics face undesirable flow separation due torising static pressure on wall boundaries. This occurs e.g. due to geometry as ina highly curved turbine inlet duct or e. READ MORE

  6. 4. Computational fluid-dynamics investigations of vortex generators for flow-separation control

    Author : Florian von Stillfried; Arne Johansson; Stefan Wallin; Jonathan Morrison; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; flow-separation control; vane vortex generator; vortex generator jet; zero-pressure-gradient turbulent boundary layer; adverse-pressure-gradient turbulent boundary layer; statistical modelling; turbulence; Reynolds stress- transport model; computational fluid dynamics;

    Abstract : Many flow cases in fluid dynamics face undesirable flow separation due to ad-verse pressure gradients on wall boundaries. This occurs, for example, due togeometrical reasons as in a highly curved turbine-inlet duct or on flow-controlsurfaces such as wing trailing-edge flaps within a certain angle-of-attack range. READ MORE

  7. 5. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Author : Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE