Now showing items 1-3 of 620

    • Integrated Wishart bridges and their applications 

      Leung, Jason (2018)
      This thesis focuses on the study of Wishart processes, which can be considered as the matrix-valued square-root processes. In mathematical finance, the square-root processes find applications in interest rates modelling ...
    • Coset construction for the N=2 and osp(1|2) minimal models 

      Liu, Tianshu (2019)
      The thesis presents the study of the N=2 and osp(1|2) minimal models at admissible levels using the method of coset constructions. These sophisticated minimal models are rich in mathematical structure and come with various ...
    • Sparse composite likelihood approaches for high dimensional data 

      Huang, Zhendong (2019)
      The idea of the likelihood function, which plays an important role in the his- tory of statistics, has been widely used in many areas in parametric statistics. Composite likelihood approaches are useful tools to make ...