Kategoria BISAC: Business & Economics >> Statistics

Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition presents fundamental, classical statistical concepts at the doctorate level. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains how the theory sheds light on the properties of practical methods.

The book first discusses non- and semiparametric models before covering parameters and parametric models. It then offers a detailed treatment of maximum likelihood estimates...

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data."

This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and...

Social accounting grew up as a result of the desire to bring together in a meaningful and comprehensive manner all the available observed facts on the economic and financial activity of a nation. Three social accounting systems of flow have been developed during the last three decades. Each of these systems has been constructed separately and independently. The framework of each system is constructed to tackle specific aspects of the national economy. It is also designed in a manner, which helps in framing policies for future activity. The aim of this book is mainly to describe the anatomy...

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of...