Search for dissertations about: "walk test"
Showing result 6 - 10 of 57 swedish dissertations containing the words walk test.
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6. On the Application of Surface Wave Surveys for Seismic Site Response Evaluation
Abstract : In sites where earthquakes occur, the use of surface wave methods represents a convenient and effective procedure for soil characterization. In particular, Multichannel Analysis of Surface Wave (MASW) has become a popular tool in many seismic micro-zoning projects. READ MORE
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7. The clinical value of total isovolumic time
Abstract : The objective of this thesis is to evaluate the use of Doppler echocardiography markers ofglobal dyssynchrony [total isovolumic time (t-IVT)] in the following 6 studies: 1) Its prognostic role in predicting cardiac events in patients undergoing CABG surgery,compared with conventional global systolic and diastolic measurements. 2) Its additional value in predicting six minute walk test (6-MWT) in patients with leftventricular (LV) ejection fraction (EF) . READ MORE
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8. Testing for Unit Root against LISTAR Model : Wavelet Improvement under GARCH Distortion
Abstract : In this paper we propose a Nonlinear Dickey-Fuller F test for unit root against first order Logistic Smooth Transition Autoregressive LISTAR (1) model with time as the transition variable. The Nonlinear Dickey-Fuller F test statistics is established under the null hypothesis of random walk without drift and the alternative model is a nonlinear LSTAR (1) model. READ MORE
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9. Nonlinear dynamics and smooth transition models
Abstract : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. READ MORE
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10. Testing the unit root hypothesis in nonlinear time series and panel models
Abstract : The thesis contains the four chapters: Testing parameter constancy in unit root autoregressive models against continuous change; Dickey-Fuller type of tests against nonlinear dynamic models; Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed; Testing unit roots in nonlinear dynamic heterogeneous panels. In Chapter 1 we derive tests for parameter constancy when the data generating process is non-stationary against the hypothesis that the parameters of the model change smoothly over time. READ MORE