Search for dissertations about: "statistical estimation theory"

Showing result 1 - 5 of 124 swedish dissertations containing the words statistical estimation theory.

  2. 1. Estimation of Nonlinear Dynamic Systems : Theory and Applications

    Author : Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; Automatic control; Reglerteknik;

    Abstract : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. READ MORE

  4. 2. Parameter Estimation - in sparsity we trust

    Author : Johan Swärd; Statistical Signal Processing Group; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Parameter estimation; Sparse models; Convex optimization; Symbolic Periodicity; Alternating direction method of multipliers ADMM ; Covariance fitting; multi-pitch estimation problem; Off-grid estimation; Dictionary learning; Atomic norm; Sampling schemes;

    Abstract : This thesis is based on nine papers, all concerned with parameter estimation. The thesis aims at solving problems related to real-world applications such as spectroscopy, DNA sequencing, and audio processing, using sparse modeling heuristics. READ MORE

  5. 3. Effects of college choice on income : estimation and sensitivity analysis

    Author : Mathias Lundin; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; statistik;

    Abstract : .... READ MORE

  6. 4. 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

  7. 5. Statistical Modeling of Diffusion Processes with Financial Applications

    Author : Erik Lindström; Finansiell matematik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operations research; programming; Option pricing; Model validation; Recursive estimation; Diffusion processes; Maximum Likelihood Estimation; operationsanalys; programmering; aktuariematematik; Statistics;

    Abstract : This thesis consists of five papers (Paper A-E) on statistical modeling of diffusion processes. Two papers (Paper A & D) consider Maximum Likelihood estimators for non-linear diffusion processes. READ MORE