Search for dissertations about: "Transition probability."

Showing result 1 - 5 of 141 swedish dissertations containing the words Transition probability..

2. 1. Nonlinear dynamics and smooth transition models

   Author : Andrés González Gómez; Handelshögskolan i Stockholm; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. READ MORE

4. 2. Different Aspects of Inference for Spatio-Temporal Point Processes

   Author : Ottmar Cronie; Göteborgs universitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Edge correction; Immigration-death process; Least squares estimation; Maximum likelihood estimation; Spatio-temporal marked point process; Transition probability.; Consistency;

   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

5. 3. Modelling macroeconomic time series with smooth transition autoregressions

   Author : Joakim Skalin; Handelshögskolan i Stockholm; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   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

6. 4. Random graph models and their applications

   Author : Thomas Vallier; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; contact process; phase transition; classical random graphs; degree sequence; preferential attachment; percolation; random graphs;

   Abstract : This thesis explores different models of random graphs. The first part treats a change from the preferential attachment model where the network incorporates new vertices and attach them preferentially to the previous vertices with a large number of connections. READ MORE

7. 5. Selected Topics in Continuum Percolation : Phase Transitions, Cover Times and Random Fractals

   Author : Filipe Mussini; Erik I. Broman; Hermine Biermé; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Poisson point process; Percolation; Boolean model; Quasi-isometries; Cover times; Poisson cylinder process; Ellipsoid process; Phase transition; Random fractals; Mathematics; Matematik;

   Abstract : This thesis consists of an introduction and three research papers. The subject is probability theory and in particular concerns the topics of percolation, cover times and random fractals.Paper I deals with the Poisson Boolean model in locally compact Polish metric spaces. READ MORE