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Asymptotic Theory of Statistical Inference for Time Series

Asymptotic Theory of Statistical Inference for Time Series PDF Author: Masanobu Taniguchi
Publisher: Springer Science & Business Media
ISBN: 146121162X
Category : Mathematics
Languages : en
Pages : 671

Book Description
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

Asymptotic Theory of Statistical Inference for Time Series

Asymptotic Theory of Statistical Inference for Time Series PDF Author: Masanobu Taniguchi
Publisher: Springer Science & Business Media
ISBN: 146121162X
Category : Mathematics
Languages : en
Pages : 671

Book Description
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications PDF Author: Tata Subba Rao
Publisher: Elsevier
ISBN: 0444538585
Category : Mathematics
Languages : en
Pages : 778

Book Description
'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications PDF Author:
Publisher: Elsevier
ISBN: 0444538631
Category : Mathematics
Languages : en
Pages : 777

Book Description
The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments.The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. - Comprehensively presents the various aspects of statistical methodology - Discusses a wide variety of diverse applications and recent developments - Contributors are internationally renowened experts in their respective areas

Complex Systems in Finance and Econometrics

Complex Systems in Finance and Econometrics PDF Author: Robert A. Meyers
Publisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919

Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

Office for Futures and Options Research Paper

Office for Futures and Options Research Paper PDF Author:
Publisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 638

Book Description


The Handbook of Brain Theory and Neural Networks

The Handbook of Brain Theory and Neural Networks PDF Author: Michael A. Arbib
Publisher: MIT Press
ISBN: 0262011972
Category : Neural circuitry
Languages : en
Pages : 1328

Book Description
This second edition presents the enormous progress made in recent years in the many subfields related to the two great questions : how does the brain work? and, How can we build intelligent machines? This second edition greatly increases the coverage of models of fundamental neurobiology, cognitive neuroscience, and neural network approaches to language. (Midwest).

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1518

Book Description


Current Index to Statistics, Applications, Methods and Theory

Current Index to Statistics, Applications, Methods and Theory PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 798

Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Applied Time Series Analysis

Applied Time Series Analysis PDF Author: Terence C. Mills
Publisher: Academic Press
ISBN: 0128131179
Category : Business & Economics
Languages : en
Pages : 354

Book Description
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Chaos in Hydrology

Chaos in Hydrology PDF Author: Bellie Sivakumar
Publisher: Springer
ISBN: 9048125529
Category : Science
Languages : en
Pages : 408

Book Description
This authoritative book presents a comprehensive account of the essential roles of nonlinear dynamic and chaos theories in understanding, modeling, and forecasting hydrologic systems. This is done through a systematic presentation of: (1) information on the salient characteristics of hydrologic systems and on the existing theories for their modeling; (2) the fundamentals of nonlinear dynamic and chaos theories, methods for chaos identification and prediction, and associated issues; (3) a review of the applications of chaos theory in hydrology; and (4) the scope and potential directions for the future. This book bridges the divide between the deterministic and the stochastic schools in hydrology, and is well suited as a textbook for hydrology courses.