Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Advisor "Schlather, Martin Prof. Dr."
Now showing items 1-7 of 7
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Brown-Resnick Processes: Analysis, Inference and Generalizations
(2013-01-25)This thesis deals with the analysis, inference and further generalizations of a rich and flexible class of max-stable random fields, the so-called Brown-Resnick processes. The first chapter gives the ... -
Financial Models of Interaction Based on Marked Point Processes and Gaussian Fields
(2013-01-16)This thesis deals with interaction phenomena in marked point processes, with particular attention being paid to the extreme value theory framework and with application to high-frequency financial data. While ... -
Genomic Prediction for Quantitative Traits: Using Kernel Methods and Whole Genome Sequence Based Approaches
(2012-09-28)Predicting genetic values is important in animal and plant breeding, personalized medicine and evolutionary biology. Traditionally, prediction is based on a best linear unbiased prediction (BLUP) approach within a linear ... -
Spatial Interpolation and Prediction of Gaussian and Max-Stable Processes
(2012-07-04)This thesis deals with different aspects of spatial interpolation and prediction of random fields. In the case of Gaussian random fields, best linear predictors and conditional distributions are well-known, provided that ... -
Über Zusammenhänge von leichten Tails, regulärer Variation und Extremwerttheorie
(2010-11-30)This work deals with some aspects of the extremal behavior of both light tailed and heavy tailed distributions. The thesis is divided into three parts and starts with the analysis of ... -
Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen
(2010-11-26)The extreme value dependence structure in uni- as well as multivariate time series may be described in a simplified way using suitable characteristics. These include concepts such as the ... -
A Comparison of Models and Methods for Spatial Interpolation in Statistics and Numerical Analysis
(2010-06-18)Interpolation of spatial data is a very general mathematical problem with many applications, such as surface reconstruction, the numerical solution of partial differential equations, learning ...