Essays about: "bayesiansk statistik"

Showing result 21 - 22 of 22 essays containing the words bayesiansk statistik.

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

    University essay from KTH/Matematisk statistik

    Author : Philip Bramstång; Richard Hermanson; [2015]
    Keywords : ;

    Abstract : 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. READ MORE

  3. 22. Terrain Aided Underwater Navigation using Bayesian Statistics

    University essay from Institutionen för systemteknik

    Author : Tobias Karlsson; [2002]
    Keywords : Reglerteknik; Bayesian Statistics; Particle Filter; Terrain Navigation; Underwater Navigation; Reglerteknik;

    Abstract : For many years, terrain navigation has been successfully used in military airborne applications. Terrain navigation can essentially improve the performance of traditional inertial-based navigation. The latter is typically built around gyros and accelerometers, measuring the kinetic state changes. READ MORE