Search for dissertations about: "Nader Tajvidi"
Found 3 swedish dissertations containing the words Nader Tajvidi.
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1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions
Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE
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2. Multivariate generalised Pareto distributions
Abstract : .... READ MORE
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3. 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