Search for dissertations about: "fractional statistics"

Showing result 1 - 5 of 15 swedish dissertations containing the words fractional statistics.

  1. 1. Testing for Periodicity and Trend in Long-Memory Processes

    Author : Abdullah Almasri; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; long memory; Statistik; Statistics;

    Abstract : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. READ MORE

  2. 2. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications

    Author : José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; statistik; Statistics;

    Abstract : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. READ MORE

  3. 3. Aspecte of Bayesian Cointegration

    Author : Mattias Villani; Daniel Thorburn; Rolf Larsson; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Cointegration; Estimation; Lag-length; Prediction; Restrictions; statistik; Statistics;

    Abstract : .... READ MORE

  4. 4. A Non-Gaussian Limit Process with Long-Range Dependence

    Author : Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE

  5. 5. Abelian and non-abelian quantum Hall hierarchies

    Author : Yoran Tournois; Maria Hermanns; Kareljan Schoutens; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; fractional quantum hall effect; conformal field theory; Ginzburg-Landau-Chern-Simons; Chern-Simons; wave functions; anyons; fractional statistics; braiding; composite bosons; Theoretical Physics; teoretisk fysik;

    Abstract : A core tenet of condensed matter physics has been that different phases of matter can be classified according to Landau's symmetry breaking paradigm. It has become clear, however, that phases of matter exist that are not distinguished by symmetry, but rather by topology. READ MORE