Search for dissertations about: "Covariance Matrix"
Showing result 1 - 5 of 110 swedish dissertations containing the words Covariance Matrix.
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1. 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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2. 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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3. 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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4. Exploiting Prior Information in Parametric Estimation Problems for Multi-Channel Signal Processing Applications
Abstract : This thesis addresses a number of problems all related to parameter estimation in sensor array processing. The unifying theme is that some of these parameters are known before the measurements are acquired. READ MORE
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5. Multiport Antenna Systems for Space-Time Wireless Communications
Abstract : Multiport antenna systems are indispensable part of modern wireless communication systems. Their crucial impact on the overall performance requires sufficient regard and dedication to a precise design and characterisation. This concern has been to a considerable extent addressed in the frame of the current thesis. READ MORE