Licentiate theses

Address: Box 118, SE-221 00 LUND, Sweden
Phone: +46 46 222 8550, Fax: +46 46 222 4623
Visitors address: Sölvegatan 18

2009

1. David Bolin: Computationally Efficient Methods in Spatial Statistics, Applications in Environmental Modeling,  LUTFMS-2014-2009.
   [ Abstract ]
2. Pál Rakonczai: On Modelling and Prediction of Multivariate Extremes,  LUTFMS-2013-2009.
   [ Abstract ]

2008

1. Mats Brodén: On the Convergence of Discrete Time Hedging Schemes,  LUTFMS-2012-2008.
   [ Abstract ]
2. Susann Stjernqvist: Modelling of DNA Copy Number Variations Using Contiuous-index Hidden Markov Models,  LUNFMS-2004-2008.
   [ Abstract ]
3. Johannes Sivén: Risk-Minimizing Static Hedges of Barrier Options,  LUNFMS-2003-2008.
   [ Abstract ]
4. Johan Sandberg: Ambiguity domain definitions and covariance function estimation for non-stationary random processes in discrete time,  LUTFMS-2011-2008.
   [ Abstract ]

2005

1. Klas Bogsjö: Stochastic modelling of road roughness,  LUTFMS-2010-2005.
   [ Abstract ]
2. Jimmy Olsson: On estimation in state space models using the bootstrap particle filter,  LUTFMS-2009-2005.
   [ Abstract ]

2004

1. Sebastian Rasmus: Pricing Exotic Derivatives Using Lévy Process Input,  LUNFMS-2002-2004.
   [ Abstract ]
2. Linda Werner: Spatial inference for non-lattice data using Markov random fields,  LUTFMS-2008-2004.
   [ Abstract ]

2003

1. Erik Lindström: Estimation and Model Validation of Diffusion Processes, LUTFMS-2007-2003.
   [ Abstract ]
2. Mats Pihlsgård: Some two-barrier Problems in Applied Probability, LUNFMS-2001-2003.
   [ Abstract ]

2002

1. Roger Halldin: Scenario trees for inflow modelling in stochstic optimisation for energy planning,
   LUTFMS-2005-2002.
   [ Abstract ]
2. Tord Rikte: On physical units in multivariate analysis, LUTFMS-2006-2002.
   [ Abstract ]

2001

1. Mikael Signahl: Derivative estimation via simulation in the presence of discontinuities,
   LUTFMS-2003-2001.
   [ Abstract ]
2. Fredrik Nordström: Interferer Detection and Cancellation in TDMA-Systems, LUTFMS-2004-2001.
   [ Abstract ]

2000

1. Sofia Andersson: Likelihood-based traffic modeling with Markov-modulated Poisson processes,
   LUTFMS-2002-2000.
   [ Abstract ]

1999

1. Jan-Olof Johansson: Modelling and measuring the surface properties of newsprint, LUTFD2/TFMS-2004-SE.
   
2. Magnus Wiktorsson: Simulation of iterated Itô integrals with applications to simulation of stochastic differential equations, LUTFMS-2001-1999.

1997

1. Mikael Thuvesholmen: An on-line crossvalidation bandwidth selector for recursive kernel regression, LUNFD6/NFMS-2002-SE

2. Pär Johannesson: Rainflow cycles for random loads with Markov regime, LUTFD2/TFMS-2003-SE

1996

1. Bengt Lindoff: Distribution Properties of the Recursive Least Squares Algorithm with Forgetting Factor, LUTFD2/TFMS--2002--SE.

1994

1. Anders Rosenquist: Pseudo-linear and ML Estimation in Doppler-bearing Tracking, LUTFD2/TFMS--2001--SE.