Search for dissertations about: "Extreme value theory"
Showing result 21 - 25 of 39 swedish dissertations containing the words Extreme value theory.
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21. Change point detection with respect to variance
Abstract : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. READ MORE
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22. Estimation of Nonlinear Latent Variable and Mixture Models
Abstract : In this thesis methods are developed for estimation of latent variable models. In particular nonlinear structural equation models are estimated in the presence of ordinal data and mixture models for count data. READ MORE
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23. On Degree Variance in Random Graphs
Abstract : This thesis is concerned with degree moments and degree variance in random graphs. The degree of vertex i in a graph is the number of edges incident to vertex i.In the first paper, degree moments and functions of degree moments are investigated for three random graph models. READ MORE
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24. Essays on Time Series Analysis : With Applications to Financial Econometrics
Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE
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25. Modelling macroeconomic time series with smooth transition autoregressions
Abstract : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. READ MORE