Sökning: "MLE"

Visar resultat 21 - 25 av 35 uppsatser innehållade ordet MLE.

  1. 21. Imputation of Missing Data with Application to Commodity Futures

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Östlund; [2016]
    Nyckelord :Missing Data; Bayesian Statistics; Expectation Conditional Maximization ECM ; Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization ECM ; Betingad Sannolikhet; Robust Regression; MCMC; Copulas.;

    Sammanfattning : In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures of their exposure to different types of risk. One of these requirements results in a need to perform stress tests to check the resilience in case of a stressed market/crisis. LÄS MER

  3. 22. Applied estimation theory on power cable as transmission line.

    Master-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Författare :Tony Mansour; Majdi Murtaja; [2015]
    Nyckelord :CRLB; MVUE; MLE; Impulse response; Fisher information; MSE; RMSE; Transmission line.;

    Sammanfattning : This thesis presents how to estimate the length of a power cable using the MaximumLikelihood Estimate (MLE) technique by using Matlab. The model of the power cableis evaluated in the time domain with additive white Gaussian noise. LÄS MER

  4. 23. Extreme value theory with Markov chain Monte Carlo - an automated process for EVT in finance

    Master-uppsats, KTH/Matematisk statistik

    Författare :Philip Bramstång; Richard Hermanson; [2015]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis was to create an automated procedure for estimating financial risk using extreme value theory (EVT). The "peaks over threshold" (POT) result from EVT was chosen for modelling the tails of the distribution of financial returns. LÄS MER

  5. 24. Measurement Based Vehicle-to-Vehicle Multi-link Channel Modeling and Relaying Performance

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Xi Chen; [2015]
    Nyckelord :V2V; wireless; channel model; multilink; relaying; sum of sinusoids; correlated Gaussian; maximum likelihood estimation; Technology and Engineering;

    Sammanfattning : There has been intense research in vehicular communication in order to provide reliable low-latency vehicular communication links for developing intelligent transportation system (ITS). As one of the important properties, vehicle-to-vehicle (V2V) communication is learned to be inherently non-stationary due to the high mobility of both transmitter (TX) and receiver (RX). LÄS MER

  7. 25. Maximum Likelihood Estimation Using Bayesian Monte Carlo Methods

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Danial Ali Akbari; [2015]
    Nyckelord :bootstrap par- ticle lter.; Bayesian estimation; maximum likelihood; Data cloning; Mathematics and Statistics;

    Sammanfattning : The objective of this thesis is to give a general account of the MCMC estimation approach dubbed data cloning, specically performing maximum likelihood estimation via Bayesian Monte Carlo methods. An account of the procedure will be given, and it will applied to four dierent maximum likelihood estimation problems: simple linear regression, multiple linear regression, a stochastic dynamical model (Gompertz), and a state space model. LÄS MER