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This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed thro
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Popular Abstract in English Imagine you are sunbathing on a sandy beach, while reading the latest Dan Brown book. Once the book is finished, you look at the waves and notice that in one place, they decelerate and become large. Excited by your reading, you imagine that beneath those larger waves there is a ship containing a treasure in it (most likely sunk by the Illuminati during World War II). BuThis thesis describes how photoemission stimulated by an attosecond pulse train (APT) can be used to extract information on electron correlation in simple quantum systems such as atoms. The emission of the electron by an APT induces a reorganization of the electrons remaining in the ion core. This reorganization causes a change in the trajectory of the emitted electron. An infrared (IR) field is u
Disposal behaviour represent the last phase in the consumption cycle. From an environmental point of view it is extremely important to know the factors behind individual behaviour in waste handling. There are several aspects of interest, for example willingness of waste separation and re-use of products. The aim of this article is to analyse the importance of environmental concern, disposal behavi
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Motivated by challenges from today's fast-evolving wireless communication standards and soaring silicon design cost, it is important to design a flexible hardware platform that can be dynamically reconfigured to adapt to current operating scenarios, provide seamless handover between different communication networks, and extend the longevity of advanced systems. Moreover, increasingly sophisticated
A probabilistic algorithm for general decoding, with application to several cryptographic problems, is presented .
