Avancerad sökning

Hittade 2 uppsatser som matchar ovanstående sökkriterier.

1. 1. Copula selection and parameter estimation in market risk models

   Master-uppsats, KTH/Matematisk statistik

   Författare :Carl Ljung; [2017]
   Nyckelord :;

   Sammanfattning : In this thesis, literature is reviewed for theory regarding elliptical copulas (Gaussian, Student’s t, and Grouped t) and methods for calibrating parametric copulas to sets of observations. Theory regarding model diagnostics is also summarized in the thesis. LÄS MER

3. 2. Energy saving at gas compressor stations through the use of parametric diagnostics

   Master-uppsats, KTH/Energiteknik

   Författare :Mikhail Angalev; [2012]
   Nyckelord :Natural gas; gas transport; diagnostics; pipeline; parametric diagnostics; gas pumping unit; Ural-16; energy saving; Gazprom; GPU; gas turbine; technical diagnostics; 16-Ural;

   Sammanfattning : Increasingly growing consumption of natural gas all around the world requires development of new transporting equipment and optimization of existing pipelines and gas pumping facilities. As a special case, Russian gas pumping system has the longest pipes with large diameter, which carry great amounts of natural gas. LÄS MER