Search for dissertations about: "stochastic models."
Showing result 1 - 5 of 491 swedish dissertations containing the words stochastic models..
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1. Stochastic Epidemic Models : Different Aspects of Heterogeneity
Abstract : This thesis is concerned with the study of stochastic epidemic models for infectious diseases in heterogeneous populations. All diseases treated are of SIR type, i.e. individuals are either Susceptible, Infectious or Recovered (and immune). READ MORE
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2. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions
Abstract : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. READ MORE
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3. Probabilistic Sequence Models with Speech and Language Applications
Abstract : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. READ MORE
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4. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models
Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE
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5. Perturbed discrete time stochastic models
Abstract : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. READ MORE