wyszukanych pozycji: 4
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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582,32 zł |
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:
582,32 zł |
Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi
ISBN: 9789819908059 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
854,08 zł |
Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi
ISBN: 9789819908028 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the...
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday...
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cena:
854,08 zł |