Search for dissertations about: "Simulated maximum likelihood"
Showing result 1 - 5 of 18 swedish dissertations containing the words Simulated maximum likelihood.
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1. Semiparametric survival models for routine register data
Abstract : Routine registers offer researchers opportunities to carry out studies of covariate effects on lifetimes of rare diseases otherwise infeasible because of the large cohorts required. Familial relationships necessary for analysis of environmental or genetic factors can be identified by record linking. READ MORE
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2. Count data modelling and tourism demand
Abstract : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. READ MORE
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3. Simulation and Estimation of Diffusion Processes : Applications in Finance
Abstract : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. READ MORE
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4. Different Aspects of Inference for Spatio-Temporal Point Processes
Abstract : This thesis deals with inference problems related to the Renshaw-Särkkä growth interaction model (RS-model). It is a continuous time spatio-temporal point process with time dependent interacting marks, in which the immigrationdeath process (a continuous time Markov chain) controls the arrivals of new marked points as well as their potential life-times. READ MORE
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5. Calibration and Reduction of Large-Scale Dynamic Models - Application to Wind Turbine Blades
Abstract : This thesis investigates the validity of structural dynamics models of wind turbine blades. An outlook on methods for model calibration to make models valid for their intended use is presented in the thesis. The intention is to make the models valid for robust predictions. The model validity is here assessed to be of hierarchical dual level. READ MORE