Search for dissertations about: "heteroscedasticity"
Showing result 1 - 5 of 19 swedish dissertations containing the word heteroscedasticity.
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1. Genetic Heteroscedasticity for Domestic Animal Traits
Abstract : Animal traits differ not only in mean, but also in variation around the mean. For instance, one sire’s daughter group may be very homogeneous, while another sire’s daughters are much more heterogeneous in performance. The difference in residual variance can partially be explained by genetic differences. READ MORE
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2. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Abstract : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. READ MORE
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3. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs
Abstract : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. READ MORE
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4. Local Polynomial Regression with Application on Lidar Measurements
Abstract : This thesis deals with the problem of estimating a function or one of its derivatives from a set of measurements, mainly of a bivariate or spatial nature which is so common in environmental applications. In this work particular attention has been on the lidar (light detection and ranging) application which is a versatile technique for measurement of among other things atmospheric trace gases. READ MORE
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5. Weighted Analysis of Microarray Experiments
Abstract : DNA microarrays are strikingly efficient tools for analysing gene expression for large sets of genes simultaneously. The aim is often to identify genes which are differentially expressed between some studied conditions, thereby gaining insight into which cellular mechanisms are differently active between the conditions. READ MORE