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wyszukanych pozycji: 8
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Higher Order Asymptotic Theory for Time Series Analysis
ISBN: 9780387975467 / Angielski / Miękka / 1991 / 160 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate...
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. ...
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cena:
194,52 zł |
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Optimal Statistical Inference in Financial Engineering
ISBN: 9781584885917 / Angielski / Twarda / 2007 / 384 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models.
After explaining the elements of probability and statistical inference for independent observations, the book discusses the testing hypothesis and... Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even ...
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cena:
805,53 zł |
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Asymptotic Theory of Statistical Inference for Time Series
ISBN: 9781461270287 / Angielski / Miękka / 2012 / 662 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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.
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here ...
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cena:
583,65 zł |
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Statistical Portfolio Estimation
ISBN: 9781466505605 / Angielski / Twarda / 2017 / 378 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
623,64 zł |
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ANOVA with Dependent Errors
ISBN: 9789819941711 / Angielski / Miękka / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to investigate factors and interactions of phenomena. In contrast, the methods developed in this book apply to time series data. Testing theory of the homogeneity of groups is presented under a wide variety of situations including uncorrelated and correlated groups, fixed and random effects, multi- and high-dimension, parametric and nonparametric spectral densities. These methods have applications in...
This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical...
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cena:
175,07 zł |
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Statistical Inference for Financial Engineering
ISBN: 9783319034966 / Angielski / Miękka / 2014 / 118 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile... This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for an... |
cena:
194,52 zł |
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Diagnostic Methods in Time Series
ISBN: 9789811622632 / Angielski / Miękka / 2021 / 108 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
252,89 zł |
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Asymptotic Theory of Statistical Inference for Time Series
ISBN: 9780387950396 / Angielski / Twarda / 2000 / 662 str. Termin realizacji zamówienia: ok. 20 dni roboczych. There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. 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 autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) processes. We deal with a wide variety of stochastic...
There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ura...
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cena:
583,65 zł |
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