Essays about: "generalized Gaussian distribution"

Showing result 1 - 5 of 7 essays containing the words generalized Gaussian distribution.

  1. 1. How Low Can You Go? : Quantitative Risk Measures in Commodity Markets

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Johan Forsgren; [2016]
    Keywords : Value at Risk; Expected Shortfall; GARCH; EGARCH; Extreme Value Theory; GPD;

    Abstract : The volatility model approach to forecasting Value at Risk is complemented with modelling of Expected Shortfalls using an extreme value approach. Using three models from the GARCH family (GARCH, EGARCH and GJR-GARCH) and assuming two conditional distributions, normal Gaussian and Student t’s distribution, to make predictions of VaR, the forecasts are used as a threshold for assigning losses to the distribution tail. READ MORE

  2. 2. Unsupervised Change Detection Using Multi-Temporal SAR Data : A Case Study of Arctic Sea Ice

    University essay from KTH/Geodesi och geoinformatik

    Author : Linda Fröjse; [2014]
    Keywords : sea ice; the Arctic; Kittler-Illingworth; generalized Gaussian distribution; log-normal distribution; ERS; ENVISAT; SAR; ASAR; havsis; Arktis; Kittler-Illingworth; generaliserad normaldistribution; lognormal distribtion; ERS; ENVISAT; SAR; ASAR;

    Abstract : The extent of Arctic sea ice has decreased over the years and the importance of sea ice monitoring is expected to increase. Remote sensing change detection compares images acquired over the same geographic area at different times in order to identify changes that might have occurred in the area of interest. READ MORE

  3. 3. Application of Noise Invalidation Denoising in MRI

    University essay from Linköpings universitet/Medicinsk informatikLinköpings universitet/Tekniska högskolan

    Author : Pegah Elahi; [2012]
    Keywords : Magnetic Resonance Imaging; Noise Invalidation Denoising; Wavelet Transform Function;

    Abstract : Magnetic Resonance Imaging (MRI) is a common medical imaging tool that have beenused in clinical industry for diagnostic and research purposes. These images are subjectto noises while capturing the data that can eect the image quality and diagnostics. READ MORE

  4. 4. Study of Timing Yield Optimization and Rectilinear Polygon Generation Algorithm

    University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Author : Cong Shen; [2011]
    Keywords : ;

    Abstract : With the decreasing of integrate circuit’s feature size, the process parameters of chips have serious variations. The process variations have severe influence on the timing analysis of integrate circuit. The precise modeling of process variations is the prerequisite of statistical timing analysis. READ MORE

  5. 5. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Yang Han; [2011]
    Keywords : Volatility GARCH models;

    Abstract : This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH family models which are GARCH, EGARCH and GJR-GARCHmodels with three distributions, namely Gaussian distribution, student-t distributionand generalized error distribution (GED). READ MORE