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Number of items at this level: 59.

Terzi, Tayfun (2017) Detecting semi-plausible response patterns. PhD thesis, The London School of Economics and Political Science (LSE).

Cheng, Wenqian (2017) Statistical data mining for Sina Weibo, a Chinese micro-blog: sentiment modelling and randomness reduction for topic modelling. PhD thesis, London School of Economics and Political Science (LSE).

Baranowski, Rafal (2016) On variable selection in high dimensions, segmentation and multiscale time series. PhD thesis, The London School of Economics and Political Science (LSE).

Li, Cheng (2016) Three aspects of mathematical models for asymmetric information in financial market. PhD thesis, London School of Economics and Political Science (LSE).

Maynard, Trevor (2016) Extreme insurance and the dynamics of risk. PhD thesis, The London School of Economics and Political Science (LSE).

Huang, Na (2016) Estimation of covariance, correlation and precision matrices for high-dimensional data. PhD thesis, The London School of Economics and Political Science (LSE).

Schröder, Anna Louise (2016) Methods for change-point detection with additional interpretability. PhD thesis, The London School of Economics and Political Science (LSE).

Habibnia, Ali (2016) Essays in high-dimensional nonlinear time series analysis. PhD thesis, London School of Economics and Political Science (LSE).

Wheatcroft, Edward (2015) Improving predictability of the future by grasping probability less tightly. PhD thesis, The London School of Economics and Political Science (LSE).

Hafez, Mai (2015) Analysis of multivariate longitudinal categorical data subject to nonrandom missingness: a latent variable approach. PhD thesis, The London School of Economics and Political Science (LSE).

Higgins, Sarah (2015) Limitations to seasonal weather prediction and crop forecasting due to nonlinearity and model inadequacy. PhD thesis, The London School of Economics and Political Science (LSE).

Dou, Baojun (2015) Three essays on time series: spatio-temporal modelling, dimension reduction and change-point detection. PhD thesis, The London School of Economics and Political Science (LSE).

Marchese, Malvina (2015) Whittle estimation of multivariate exponential volatility models. PhD thesis, The London School of Economics and Political Science (LSE).

Zhang, You You (2014) Brownian excursions in mathematical finance. PhD thesis, London School of Economics and Political Science (LSE).

Yan, Yang (2014) Essays in modelling and estimatingvValue-at-risk. PhD thesis, The London School of Economics and Political Science (LSE).

Korkas, Karolos (2014) Randomised and L1-penalty approaches to segmentation in time series and regression models. PhD thesis, The London School of Economics and Political Science (LSE).

Jarman, Alexander S. (2014) On the provision, reliability, and use of hurricane forecasts on various timescales. PhD thesis, The London School of Economics and Political Science (LSE).

Riccardi, Filippo (2014) Stochastic models for the Limit Order Book. MPhil thesis, The London School of Economics and Political Science (LSE).

Dayan, Yehuda (2014) A structured approach to web panel surveys: the use of a sequential framework for non-random survey sampling inference. PhD thesis, The London School of Economics and Political Science (LSE).

Dureau, Joseph (2013) Bayesian inference for indirectly observed stochastic processes, applications to epidemic modelling. PhD thesis, The London School of Economics and Political Science (LSE).

Wu, Billy (2013) Estimating parameters in the presence of many nuisance parameters. MPhil thesis, The London School of Economics and Political Science (LSE).

Binter, Roman (2012) Applied probabilistic forecasting. PhD thesis, The London School of Economics and Political Science (LSE).

Zhao, Hongbiao (2012) A dynamic contagion process for modelling contagion risk in finance and insurance. PhD thesis, The London School of Economics and Political Science (LSE).

Sheynzon, Ilya (2012) Quantitative modelling of market booms and crashes. PhD thesis, The London School of Economics and Political Science (LSE).

Rosemarin, Roy (2012) Dimensionality reduction in nonparametric conditional density estimation with applications to nonlinear time series. PhD thesis, The London School of Economics and Political Science.

Ren, Yu (2011) The methodology of flowgraph models. PhD thesis, The London School of Economics and Political Science (LSE).

Chen, Dan (2011) Three essays on pricing and hedging in incomplete markets. PhD thesis, The London School of Economics and Political Science (LSE).

Park, Sujin (2011) Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series. PhD thesis, The London School of Economics and Political Science (LSE).

Giammarino, Flavia (2011) Indifference pricing with uncertainty averse preferences. PhD thesis, The London School of Economics and Political Science (LSE).

Che, Xiaonan (2011) Markov type models for large-valued interbank payment systems. PhD thesis, The London School of Economics and Political Science (LSE).

Bruynooghe, Daniel (2011) Differential cumulants, hierarchical models and monomial ideals. PhD thesis, The London School of Economics and Political Science (LSE).

Tobelem-Foldvari, Sandrine (2010) Robust asset allocation under model ambiguity. PhD thesis, The London School of Economics and Political Science (LSE).

Cho, Haeran (2010) Sparse modelling and estimation for nonstationary time series and high-dimensional data. PhD thesis, The London School of Economics and Political Science (LSE).

Yamada, Takeshi (2010) Essays on mathematical finance: Applications of moment expansions and filtering theory. PhD thesis, London School of Economics and Political Science (United Kingdom).

Haider, Sadia (2010) The dynamics of child poverty in Britain: Trends, transition and trajectories. An analysis of the BHPS (1991-2002). PhD thesis, London School of Economics and Political Science (United Kingdom).

Abdey, James Spencer (2009) To p, or not to p?: quantifying inferential decision errors to assess whether significance truly is significant. PhD thesis, The London School of Economics and Political Science (LSE).

Jiménez-Huerta, Diego (2009) Stochastic models and methods for the assessment of earthquake risk in insurance. PhD thesis, The London School of Economics and Political Science (LSE).

Du, Hailiang (2009) Combining statistical methods with dynamical insight to improve nonlinear estimation. PhD thesis, The London School of Economics and Political Science (LSE).

Bathia, Neil (2009) Factor modeling for high dimensional time series. PhD thesis, London School of Economics and Political Science (United Kingdom).

Tredger, Edward (2009) On the evaluation of uncertainties in climate models. PhD thesis, London School of Economics and Political Science (United Kingdom).

Andrianova, Anna (2009) Simulation of temperature time-series on long time scales with application to pricing weather derivatives. PhD thesis, London School of Economics and Political Science (United Kingdom).

Gfeller, Adrian Urs (2008) Dynamic sensitivity analysis in Levy process driven option models. PhD thesis, London School of Economics and Political Science (United Kingdom).

Wu, Shanle (2008) Excursions of Levy processes and applications in mathematical finance and insurance. PhD thesis, London School of Economics and Political Science (United Kingdom).

Strom, Christopher Solon (2008) Pricing and hedging in an incomplete interest rate market: Applications of the Laplace transform. PhD thesis, London School of Economics and Political Science (United Kingdom).

Mavrakakis, Miltiadis C (2008) State space models: Univariate representation of a multivariate model, partial interpolation and periodic convergence. PhD thesis, London School of Economics and Political Science (United Kingdom).

Tripodis, Georgios (2007) Heterogeneity and aggregation in seasonal time series. PhD thesis, London School of Economics and Political Science (United Kingdom).

Cuellar Sanchez, Milena Clarissa (2007) Perspectives and advances in parameter estimation of nonlinear models. PhD thesis, London School of Economics and Political Science (United Kingdom).

Costanzo, Simona (2004) Robust estimation of multivariate location and scatter with application to financial portfolio selection. PhD thesis, London School of Economics and Political Science (United Kingdom).

Teresa Catarino Leitao, Maria (2004) Simulation-based methods for time series diagnostics. PhD thesis, London School of Economics and Political Science (United Kingdom).

Nagaradjasarma, Jayalaxshmi (2003) Path-dependent functionals of constant elasticity of variance and related processes distributional results and applications in finance. PhD thesis, London School of Economics and Political Science (United Kingdom).

Estibals, Agnes (2001) Statistical analysis of television audience measurement systems and their implications. PhD thesis, London School of Economics and Political Science (United Kingdom).

Campanelli, Pamela Comber (1999) The impact of the interviewer: Nonresponse and response variance in social surveys. PhD thesis, London School of Economics and Political Science (United Kingdom).

Islam, H.M. Wasiul (1998) Estimating the undercount in the U.K. 1991 population census. MPhil thesis, London School of Economics and Political Science (United Kingdom).

Moustaki, Irini (1996) Latent variable models for mixed manifest variables. PhD thesis, The London School of Economics and Political Science (LSE).

Carlos Monteiro Ponce de Leon, Antonio (1993) Optimum experimental design for model discrimination and generalized linear models. PhD thesis, London School of Economics and Political Science (United Kingdom).

Koopman, Siem Jan (1992) Diagnostic checking and intra-daily effects in time series models. PhD thesis, The London School of Economics and Political Science (LSE).

Rivera, Pablo Marshall (1990) Analysis of a cross-section of time series using structural time series models. PhD thesis, The London School of Economics and Political Science (LSE).

Shephard, Neil (1989) Exact distribution theory for the maximum likelihood estimators of local trend models. PhD thesis, The London School of Economics and Political Science (LSE).

Fendrich, Samuel (1987) From axiomatization to generalizatrion of set theory. PhD thesis, The London School of Economics and Political Science (LSE).

This list was generated on Wed Jun 28 01:12:07 2017 BST.