Search for dissertations about: "EWMA"

Found 3 swedish dissertations containing the word EWMA.

2. 1. 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

4. 2. Detecting, Identifying and Managing Sources of Variation in Production and Product Development

   Author : Alexander Chakhunashvili; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Robust Design Methodology; Variation Mode and Effect Analysis VMEA .; Key Product Characteristics; Statistical Process Control SPC ; sources of variation;

   Abstract : It is well known that customers have varying needs and wants and thus expect to have a broad spectrum of products to choose from. However, they hardly tolerate variation in products produced to the same specifications. READ MORE

5. 3. Market Models with Stochastic Volatility

   Author : Jean-Paul Murara; Sergei Silvestrov; Guglielmo D’Amico; Mälardalens högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Abstract : Financial Markets is an interesting wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, six papers and appendices, we deal with market models with stochastic volatility in order to understand some financial derivatives, mainly European options. READ MORE