Search for dissertations about: "Mikhail Lifshits"

Found 1 swedish dissertation containing the words Mikhail Lifshits.

2. 1. Gaussian Bridges : Modeling and Inference

   Author : Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

   Abstract : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. READ MORE