Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Detection Of Structural Breaks In Complex Data full books in PDF, epub, and Kindle. Read online Detection Of Structural Breaks In Complex Data ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Alexandra Suvorikova
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (12 download)
Download or read book Detection of Structural Breaks in Complex Data written by Alexandra Suvorikova and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stefan De Wachter
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)
Download or read book Detection of Structural Breaks in Linear Dynamic Panel Data Models written by Stefan De Wachter and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Hintermüller
Publisher : Springer Nature
ISBN 13 : 3030331164
Total Pages : 396 pages
Book Rating : 4.0/5 (33 download)
Download or read book Topics in Applied Analysis and Optimisation written by Michael Hintermüller and published by Springer Nature. This book was released on 2019-11-27 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises selected, revised papers from the Joint CIM-WIAS Workshop, TAAO 2017, held in Lisbon, Portugal, in December 2017. The workshop brought together experts from research groups at the Weierstrass Institute in Berlin and mathematics centres in Portugal to present and discuss current scientific topics and to promote existing and future collaborations. The papers include the following topics: PDEs with applications to material sciences, thermodynamics and laser dynamics, scientific computing, nonlinear optimization and stochastic analysis.
Author : Walter Krämer
Publisher : Springer Science & Business Media
ISBN 13 : 3642484123
Total Pages : 134 pages
Book Rating : 4.6/5 (424 download)
Download or read book Econometrics of Structural Change written by Walter Krämer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
Author : Bank of Canada
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (874 download)
Download or read book Real Time Detection of Structural Breaks in GARCH Models. November 2009 written by Bank of Canada and published by . This book was released on 2009 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vladik Kreinovich
Publisher : Springer Nature
ISBN 13 : 3030456196
Total Pages : 271 pages
Book Rating : 4.0/5 (34 download)
Download or read book Statistical and Fuzzy Approaches to Data Processing, with Applications to Econometrics and Other Areas written by Vladik Kreinovich and published by Springer Nature. This book was released on 2020-06-19 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mainly focusing on processing uncertainty, this book presents state-of-the-art techniques and demonstrates their use in applications to econometrics and other areas. Processing uncertainty is essential, considering that computers – which help us understand real-life processes and make better decisions based on that understanding – get their information from measurements or from expert estimates, neither of which is ever 100% accurate. Measurement uncertainty is usually described using probabilistic techniques, while uncertainty in expert estimates is often described using fuzzy techniques. Therefore, it is important to master both techniques for processing data. This book is highly recommended for researchers and students interested in the latest results and challenges in uncertainty, as well as practitioners who want to learn how to use the corresponding state-of-the-art techniques.
Author : Denis Bosq
Publisher : Springer Science & Business Media
ISBN 13 : 1461211549
Total Pages : 295 pages
Book Rating : 4.4/5 (612 download)
Download or read book Linear Processes in Function Spaces written by Denis Bosq and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.
Author : Claudia Becker
Publisher : Springer Science & Business Media
ISBN 13 : 3642354947
Total Pages : 377 pages
Book Rating : 4.6/5 (423 download)
Download or read book Robustness and Complex Data Structures written by Claudia Becker and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Author : Pierre Perron
Publisher :
ISBN 13 : 9789813237896
Total Pages : pages
Book Rating : 4.2/5 (378 download)
Download or read book Time Series Econometrics written by Pierre Perron and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Part I. Unit roots and trend breaks -- Part II. Structural change
Author : Hua-Peng Chen
Publisher : John Wiley & Sons
ISBN 13 : 1119166438
Total Pages : 341 pages
Book Rating : 4.1/5 (191 download)
Download or read book Structural Health Monitoring of Large Civil Engineering Structures written by Hua-Peng Chen and published by John Wiley & Sons. This book was released on 2018-04-23 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: A critical review of key developments and latest advances in Structural Health Monitoring technologies applied to civil engineering structures, covering all aspects required for practical application Structural Health Monitoring (SHM) provides the facilities for in-service monitoring of structural performance and damage assessment, and is a key element of condition based maintenance and damage prognosis. This comprehensive book brings readers up to date on the most important changes and advancements in the structural health monitoring technologies applied to civil engineering structures. It covers all aspects required for such monitoring in the field, including sensors and networks, data acquisition and processing, damage detection techniques and damage prognostics techniques. The book also includes a number of case studies showing how the techniques can be applied in the development of sustainable and resilient civil infrastructure systems. Structural Health Monitoring of Large Civil Engineering Structures offers in-depth chapter coverage of: Sensors and Sensing Technology for Structural Monitoring; Data Acquisition, Transmission, and Management; Structural Damage Identification Techniques; Modal Analysis of Civil Engineering Structures; Finite Element Model Updating; Vibration Based Damage Identification Methods; Model Based Damage Assessment Methods; Monitoring Based Reliability Analysis and Damage Prognosis; and Applications of SHM Strategies to Large Civil Structures. Presents state-of-the-art SHM technologies allowing asset managers to evaluate structural performance and make rational decisions Covers all aspects required for the practical application of SHM Includes case studies that show how the techniques can be applied in practice Structural Health Monitoring of Large Civil Engineering Structures is an ideal book for practicing civil engineers, academics and postgraduate students studying civil and structural engineering.
Author :
Publisher :
ISBN 13 :
Total Pages : 17 pages
Book Rating : 4.:/5 (931 download)
Download or read book On- and Offline Detection of Structural Breaks in Thermal Spraying Processes written by and published by . This book was released on 2013 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel R. Smith
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (129 download)
Download or read book Testing for Structural Breaks in GARCH Models written by Daniel R. Smith and published by . This book was released on 2006 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the ability of traditional diagnostic tests and LM and CUSUM structural break tests to detect a range of different types of breaks in GARCH models. We find that Wooldridge's (1990) robust LM tests for autocorrelation and ARCH have no power to detect structural breaks in GARCH models. However, CUSUM and LM-based structural break tests have excellent size when the data is Gaussian, but the CUSUM tests tend to overreject even in quite large samples when returns have fat tails. However, the LM-based tests have approximately the correct size and exhibit impressive power to detect a range of breaks in the dynamics of conditional volatility. We apply these tests to a range of financial time series using returns starting only in 1990 and find that many GARCH models that pass standard specification tests fail the structural break tests.
Author : Massimo Salzano
Publisher : Springer Science & Business Media
ISBN 13 : 884700344X
Total Pages : 229 pages
Book Rating : 4.8/5 (47 download)
Download or read book Economics: Complex Windows written by Massimo Salzano and published by Springer Science & Business Media. This book was released on 2006-01-17 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: “In some ways, the e?ect of achieving understanding is to reverse completely our initial attitude of mind. For everyone starts (as we have said) by being perplexed by some fact or other: for instance... the fact that the diagonal of a square is incommensurable with the side. Anyone who has not yet seen why the side and the diagonal have no common unit regards this as quite extra- dinary. But one ends up in the opposite frame of mind... for nothing would so much ?abbergast a mathematician as if the diagonal and side of a square were to become commensurable”. [Aristotele] This is the ?rst volume of a new series entitled “New Economic Windows”. Each volume in the series will, we hope, provide pointers towards a better understanding of the nature of economic phenomena and help to “reverse our initial state of mind” as economists. As H. Simon observed, Economics must be considered a “hard”, (in the sense of di?cult rather than precise), science. As he cogently argued, the problems dealt with are so complex they “cannot simply be reduced to analytically solvable models or decomposed into sepa- 1 rate sub processes”. In this he was following on from Einstein who, many years earlier, when asked why he had not turned his attention to economics said that he found it too di?cult a subject to handle scienti?cally.
Author : Cheng-Few Lee
Publisher : Springer Nature
ISBN 13 : 3030912310
Total Pages : 2746 pages
Book Rating : 4.0/5 (39 download)
Download or read book Encyclopedia of Finance written by Cheng-Few Lee and published by Springer Nature. This book was released on 2022-09-12 with total page 2746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond. This third edition is comprised of over 1,300 individual definitions, chapters, appendices and is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. It includes 200 new terms and essays; 25 new chapters and four new appendices. Showcasing contributions from an international array of experts, the revised edition of this major reference work is unparalleled in the breadth and depth of its coverage.
Author : Frédéric Ferraty
Publisher : Springer Science & Business Media
ISBN 13 : 0387366202
Total Pages : 260 pages
Book Rating : 4.3/5 (873 download)
Download or read book Nonparametric Functional Data Analysis written by Frédéric Ferraty and published by Springer Science & Business Media. This book was released on 2006-11-22 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard data exploration. This book links these two fields of modern statistics by explaining how functional data can be studied through parameter-free statistical ideas. At the same time it shows how functional data can be studied through parameter-free statistical ideas, and offers an original presentation of new nonparametric statistical methods for functional data analysis.
Author : Lang Wu
Publisher : CRC Press
ISBN 13 : 9781420074086
Total Pages : 431 pages
Book Rating : 4.0/5 (74 download)
Download or read book Mixed Effects Models for Complex Data written by Lang Wu and published by CRC Press. This book was released on 2009-11-11 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.
Author : Liang Chen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (931 download)
Download or read book Detecting Big Structural Breaks in Large Factor Models written by Liang Chen and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
