Search for dissertations about: "long range dependence"

Showing result 1 - 5 of 81 swedish dissertations containing the words long range dependence.

2. 1. A Non-Gaussian Limit Process with Long-Range Dependence

   Author : Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
   Keywords : 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

4. 2. Approximation of rescaled arrival processes with long-range dependence

   Author : Raimundas Gaigalas; Uppsala universitet; []
   Keywords : ;

   Abstract : .... READ MORE

5. 3. The Effect of Long Range Order on Elastic Properties of Alloys

   Author : Guisheng Wang; Levente Vitos; Balázs Ujfalussy; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; long-range order; elastic constant; alloys; magnetic; Industriell ekonomi och organisation; Industrial Engineering and Management;

   Abstract : Ab initio alloy theory, formulated within the exact muffin-tin orbitals method in combination with the coherent-potential approximation, is used to determine the effect of long range order on the elastic properties. The lattice parameters and single-crystal elastic constants of Cu3Au are calculated for different partially ordered structures ranging from the fully ordered L12 to the random face centered cubic lattice. READ MORE

6. 4. Nonparametric Functional Estimation under Order Restrictions

   Author : Dragi Anevski; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; monotonicity; convexity; deconvolution; kernel smoothing; NPMLE; long range dependence; greatest convex minorant; mixing; Density estimation; limit distribution.; regression; Mathematics; Matematik;

   Abstract : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. READ MORE

7. 5. Ruin probabilities and first passage times for self-similar processes

   Author : Zbigniew Michna; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

   Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE