Search for dissertations about: "statistics dependence"

Showing result 1 - 5 of 82 swedish dissertations containing the words statistics dependence.

2. 1. A Non-Gaussian Limit Process with Long-Range Dependence

   Author : Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

   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

4. 2. Characterizing Temporal Changes and Inter-Site Correlations in Daily and Sub-Daily Precipitation Extremes

   Author : Agne Burauskaite-Harju; Anders Grimvall; Marian Scott; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Klimatförändringar; matematiska modeller; Statistics; Statistik;

   Abstract : Information on weather extremes is essential for risk awareness in planning of infrastructure and agriculture, and it may also playa key role in our ability to adapt to recurrent or more or less unique extreme events. This thesis reports new statistical methodologies that can aid climate risk assessment under conditions of climate change. READ MORE

5. 3. Some asymptotic results in dependence modelling

   Author : Jens Svensson; Boualem Djehiche; Allan Gut; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

   Abstract : This thesis consists of two papers, both devoted to the study of asymptotics in dependence modelling. The first paper studies large deviation probabilities for a sum of dependent random variables, where the dependence stems from a few underlying random variables, so-called factors. READ MORE

6. 4. Testing for Periodicity and Trend in Long-Memory Processes

   Author : Abdullah Almasri; Statistiska institutionen; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; Statistik;

   Abstract : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. READ MORE

7. 5. On Importance Sampling and Dependence Modeling

   Author : Jens Svensson; Boualem Djehiche; Thomas Mikosch; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

   Abstract : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. READ MORE