Search for dissertations about: "estimation processes"
Showing result 1 - 5 of 301 swedish dissertations containing the words estimation processes.
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1. Groundwater Recharge in Crystalline Bedrock : Processes, Estimation, and Modelling
Abstract : Kunskap om grundvattenbildningen är nödvändig för att man ska kunna förutsäga konsekvenserna av grundvattenuttag och underjordsbyggande. Grundvattenbildningen i berggrunden är dock svår att uppskatta. READ MORE
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2. 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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3. Estimation and Classification of Non-Stationary Processes : Applications in Time-Frequency Analysis
Abstract : This thesis deals with estimation and classification problems of non-stationary processes in a few special cases.In paper A and paper D we make strong assumptions about the observed signal, where a specific model is assumed and the parameters of the model are estimated. READ MORE
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4. Statistical Modeling of Diffusion Processes with Financial Applications
Abstract : This thesis consists of five papers (Paper A-E) on statistical modeling of diffusion processes. Two papers (Paper A & D) consider Maximum Likelihood estimators for non-linear diffusion processes. READ MORE
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5. Recursive Bayesian Estimation : Navigation and Tracking Applications
Abstract : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. READ MORE