An Introduction to Discrete-Valued Time Series

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119096960
Total Pages : 300 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis An Introduction to Discrete-Valued Time Series by : Christian H. Weiss

Download or read book An Introduction to Discrete-Valued Time Series written by Christian H. Weiss and published by John Wiley & Sons. This book was released on 2018-02-05 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.

Discrete Time Series, Processes, and Applications in Finance

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642317421
Total Pages : 326 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Discrete Time Series, Processes, and Applications in Finance by : Gilles Zumbach

Download or read book Discrete Time Series, Processes, and Applications in Finance written by Gilles Zumbach and published by Springer Science & Business Media. This book was released on 2012-10-04 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications for important financial applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empirical statistics provide a solid benchmark of stylized facts (heteroskedasticity, long memory, fat-tails, leverage...), in order to assess various mathematical structures that can capture the observed regularities. The author introduces a broad range of processes and evaluates them systematically against the benchmark, summarizing the successes and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process, whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, including graduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics.

Discrete Mathematics

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Author :
Publisher : Elsevier
ISBN 13 : 0080928609
Total Pages : 224 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Discrete Mathematics by : Amanda Chetwynd

Download or read book Discrete Mathematics written by Amanda Chetwynd and published by Elsevier. This book was released on 1995-09-17 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: As an introduction to discrete mathematics, this text provides a straightforward overview of the range of mathematical techniques available to students. Assuming very little prior knowledge, and with the minimum of technical complication, it gives an account of the foundations of modern mathematics: logic; sets; relations and functions. It then develops these ideas in the context of three particular topics: combinatorics (the mathematics of counting); probability (the mathematics of chance) and graph theory (the mathematics of connections in networks). Worked examples and graded exercises are used throughout to develop ideas and concepts. The format of this book is such that it can be easily used as the basis for a complete modular course in discrete mathematics.

Handbook of Discrete-Valued Time Series

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Author :
Publisher : CRC Press
ISBN 13 : 1466577746
Total Pages : 484 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Handbook of Discrete-Valued Time Series by : Richard A. Davis

Download or read book Handbook of Discrete-Valued Time Series written by Richard A. Davis and published by CRC Press. This book was released on 2016-01-06 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca

Discrete Event Simulation in C

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Publisher : McGraw-Hill Companies
ISBN 13 : 9780077077334
Total Pages : 384 pages
Book Rating : 4.0/5 (773 download)

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Book Synopsis Discrete Event Simulation in C by : Kevin Watkins

Download or read book Discrete Event Simulation in C written by Kevin Watkins and published by McGraw-Hill Companies. This book was released on 1993 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A software engineer's guide to model design in C. Kevin Watkins clarifies the concepts of simulation modelling and discrete event simulation. He explores important simulation techniques such as random numbers generation, sampling, variance reduction, and analysis. Provides all the code for a library of C simulation routines.

Discrete Mathematics

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Author :
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 464 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Discrete Mathematics by : Stephen Barnett

Download or read book Discrete Mathematics written by Stephen Barnett and published by Prentice Hall. This book was released on 1998 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the increasing number of students who need an understanding of the subject, Discrete Mathematics: Numbers and Beyond provides the perfect introduction. Aimed particularly at non-specialists, its attractive style and practical approach offer easy access to this important subject. With an emphasis on methods and applications rather than rigorous proofs, the book's coverage is based an the essential topics of numbers, counting and numerical processes. Discrete Mathematics: Numbers and Beyond supplies the reader with a thorough grounding in number systems, modular arithmetic, combinatorics, networks and graphs, coding theory and recurrence relations. Throughout the book, learning is aided and reinforced by the following features: a wealth of exercises and problems of varying difficulty a wide range of illustrative applications of general interest numerous worked examples and diagrams team-based student projects in every chapter concise, informal explanations tips for further reading Discrete Mathematics: Numbers and Beyond is an ideal textbook for an introductory discrete mathematics course taken by students of economics, computer science, mathematics, business, finance, engineering and the sciences. 0201342928B04062001

SL2(R)

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Publisher : Springer Science & Business Media
ISBN 13 : 9780387961989
Total Pages : 456 pages
Book Rating : 4.9/5 (619 download)

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Book Synopsis SL2(R) by : S. Lang

Download or read book SL2(R) written by S. Lang and published by Springer Science & Business Media. This book was released on 1985-08-23 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the infinite dimensional representation theory of semisimple Lie groups by concentrating on one example - SL2(R). The contents are accessible to a wide audience, requiring only a knowledge of real analysis, and some differential equations.

Representation Theory of Lie Groups

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 9780821886908
Total Pages : 356 pages
Book Rating : 4.8/5 (869 download)

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Book Synopsis Representation Theory of Lie Groups by : Jeffrey Adams, David Vogan

Download or read book Representation Theory of Lie Groups written by Jeffrey Adams, David Vogan and published by American Mathematical Soc.. This book was released on 2000-01-25 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains written versions of the lectures given at the PCMI Graduate Summer School on the representation theory of Lie groups. The volume begins with lectures by A. Knapp and P. Trapa outlining the state of the subject around the year 1975, specifically, the fundamental results of Harish-Chandra on the general structure of infinite-dimensional representations and the Langlands classification. Additional contributions outline developments in four of the most active areas of research over the past 20 years. The clearly written articles present results to date, as follows: R. Zierau and L. Barchini discuss the construction of representations on Dolbeault cohomology spaces. D. Vogan describes the status of the Kirillov-Kostant ``philosophy of coadjoint orbits'' for unitary representations. K. Vilonen presents recent advances in the Beilinson-Bernstein theory of ``localization''. And Jian-Shu Li covers Howe's theory of ``dual reductive pairs''. Each contributor to the volume presents the topics in a unique, comprehensive, and accessible manner geared toward advanced graduate students and researchers. Students should have completed the standard introductory graduate courses for full comprehension of the work. The book would also serve well as a supplementary text for a course on introductory infinite-dimensional representation theory.

Mathematics Into the Twenty-first Century

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821801673
Total Pages : 514 pages
Book Rating : 4.8/5 (16 download)

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Book Synopsis Mathematics Into the Twenty-first Century by : American Mathematical Society

Download or read book Mathematics Into the Twenty-first Century written by American Mathematical Society and published by American Mathematical Soc.. This book was released on 1992 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the summer of 1988 in Providence, the AMS celebrated its centennial with a wide range of mathematical activities. Among those was a symposium, Mathematics into the Twenty-first Century, which brought together a number of the top research mathematicians who will likely have a significant impact on the mathematics of this century. This book contains the lectures presented by 16 of the 18 individuals who spoke during the symposium. Written by some of the major international figures in mathematical research, this group of articles covers a panorama of the vital areas of mathematics at the turn of the 21st century and gives the general mathematical reader a broad perspective on some of the major trends in research.

Bivariate Discrete Distributions

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Publisher : CRC Press
ISBN 13 : 9780824787028
Total Pages : 392 pages
Book Rating : 4.7/5 (87 download)

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Book Synopsis Bivariate Discrete Distributions by : Kocherlakota

Download or read book Bivariate Discrete Distributions written by Kocherlakota and published by CRC Press. This book was released on 1992-05-18 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive study of the bivariate discrete distributions and details the computer simulation techniques for the distributions. It develops distributions using sampling schemes, explores the role of compounding, and covers Waring distribution for use in accident theory.

Text Book of Biostatistics I

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Publisher : Discovery Publishing House
ISBN 13 : 9788183560306
Total Pages : 476 pages
Book Rating : 4.5/5 (63 download)

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Book Synopsis Text Book of Biostatistics I by : A.K. Sharma

Download or read book Text Book of Biostatistics I written by A.K. Sharma and published by Discovery Publishing House. This book was released on 2005 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject matter has been discussed in such a simple way that the student will find no difficulty to understand it. The proof of various theorems and examples have been given with minute details each chapter of this book contains, complete theory and large number of solved examples sufficient problems have also been selected from various Indian Universities and competitive examination. Contents: Introduction of Biostatistics, Population and Samples, Describing the Data (Tabular and Graphical Approaches), Measures of Central Location, Hypothesis Testing, The Chi-Square (X2) Test, Partial and Multiple Correlation, Sampling and Designs, Tests of Significance.

Harmonic Analysis on Reductive Groups

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Publisher : Springer Science & Business Media
ISBN 13 : 1461204550
Total Pages : 395 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Harmonic Analysis on Reductive Groups by : W. Barker

Download or read book Harmonic Analysis on Reductive Groups written by W. Barker and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: A conference on Harmonic Analysis on Reductive Groups was held at Bowdoin College in Brunswick, Maine from July 31 to August 11, 1989. The stated goal of the conference was to explore recent advances in harmonic analysis on both real and p-adic groups. It was the first conference since the AMS Summer Sym posium on Harmonic Analysis on Homogeneous Spaces, held at Williamstown, Massachusetts in 1972, to cover local harmonic analysis on reductive groups in such detail and to such an extent. While the Williamstown conference was longer (three weeks) and somewhat broader (nilpotent groups, solvable groups, as well as semisimple and reductive groups), the structure and timeliness of the two meetings was remarkably similar. The program of the Bowdoin Conference consisted of two parts. First, there were six major lecture series, each consisting of several talks addressing those topics in harmonic analysis on real and p-adic groups which were the focus of intensive research during the previous decade. These lectures began at an introductory level and advanced to the current state of research. Sec ond, there was a series of single lectures in which the speakers presented an overview of their latest research.

Noncompact Semisimple Lie Algebras and Groups

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 311042780X
Total Pages : 421 pages
Book Rating : 4.1/5 (14 download)

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Book Synopsis Noncompact Semisimple Lie Algebras and Groups by : Vladimir K. Dobrev

Download or read book Noncompact Semisimple Lie Algebras and Groups written by Vladimir K. Dobrev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-09-12 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: With applications in quantum field theory, elementary particle physics and general relativity, this two-volume work studies invariance of differential operators under Lie algebras, quantum groups, superalgebras including infinite-dimensional cases, Schrödinger algebras, applications to holography. This first volume covers the general aspects of Lie algebras and group theory supplemented by many concrete examples for a great variety of noncompact semisimple Lie algebras and groups. Contents: Introduction Lie Algebras and Groups Real Semisimple Lie Algebras Invariant Differential Operators Case of the Anti-de Sitter Group Conformal Case in 4D Kazhdan–Lusztig Polynomials, Subsingular Vectors, and Conditionally Invariant Equations Invariant Differential Operators for Noncompact Lie Algebras Parabolically Related to Conformal Lie Algebras Multilinear Invariant Differential Operators from New Generalized Verma Modules Bibliography Author Index Subject Index

Goodness-of-Fit Statistics for Discrete Multivariate Data

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Publisher : Springer Science & Business Media
ISBN 13 : 1461245788
Total Pages : 221 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Goodness-of-Fit Statistics for Discrete Multivariate Data by : Timothy R.C. Read

Download or read book Goodness-of-Fit Statistics for Discrete Multivariate Data written by Timothy R.C. Read and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical analysis of discrete multivariate data has received a great deal of attention in the statistics literature over the past two decades. The develop ment ofappropriate models is the common theme of books such as Cox (1970), Haberman (1974, 1978, 1979), Bishop et al. (1975), Gokhale and Kullback (1978), Upton (1978), Fienberg (1980), Plackett (1981), Agresti (1984), Goodman (1984), and Freeman (1987). The objective of our book differs from those listed above. Rather than concentrating on model building, our intention is to describe and assess the goodness-of-fit statistics used in the model verification part of the inference process. Those books that emphasize model development tend to assume that the model can be tested with one of the traditional goodness-of-fit tests 2 2 (e.g., Pearson's X or the loglikelihood ratio G ) using a chi-squared critical value. However, it is well known that this can give a poor approximation in many circumstances. This book provides the reader with a unified analysis of the traditional goodness-of-fit tests, describing their behavior and relative merits as well as introducing some new test statistics. The power-divergence family of statistics (Cressie and Read, 1984) is used to link the traditional test statistics through a single real-valued parameter, and provides a way to consolidate and extend the current fragmented literature. As a by-product of our analysis, a new 2 2 statistic emerges "between" Pearson's X and the loglikelihood ratio G that has some valuable properties.

Relative Aspects in Representation Theory, Langlands Functoriality and Automorphic Forms

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Publisher : Springer
ISBN 13 : 3319952315
Total Pages : 364 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Relative Aspects in Representation Theory, Langlands Functoriality and Automorphic Forms by : Volker Heiermann

Download or read book Relative Aspects in Representation Theory, Langlands Functoriality and Automorphic Forms written by Volker Heiermann and published by Springer. This book was released on 2018-10-01 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a panorama of the diverse activities organized by V. Heiermann and D. Prasad in Marseille at the CIRM for the Chaire Morlet event during the first semester of 2016. It assembles together expository articles on topics which previously could only be found in research papers. Starting with a very detailed article by P. Baumann and S. Riche on the geometric Satake correspondence, the book continues with three introductory articles on distinguished representations due to P. Broussous, F. Murnaghan, and O. Offen; an expository article of I. Badulescu on the Jacquet–Langlands correspondence; a paper of J. Arthur on functoriality and the trace formula in the context of "Beyond Endoscopy", taken from the Simons Proceedings; an article of W-W. Li attempting to generalize Godement–Jacquet theory; and a research paper of C. Moeglin and D. Renard, applying the trace formula to the local Langlands classification for classical groups. The book should be of interest to students as well as professional researchers working in the broad area of number theory and representation theory.

Automorphic Representations and L-Functions for the General Linear Group: Volume 2

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Publisher : Cambridge University Press
ISBN 13 : 1139503081
Total Pages : 209 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis Automorphic Representations and L-Functions for the General Linear Group: Volume 2 by : Dorian Goldfeld

Download or read book Automorphic Representations and L-Functions for the General Linear Group: Volume 2 written by Dorian Goldfeld and published by Cambridge University Press. This book was released on 2011-04-21 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level textbook provides an elementary exposition of the theory of automorphic representations and L-functions for the general linear group in an adelic setting. Definitions are kept to a minimum and repeated when reintroduced so that the book is accessible from any entry point, and with no prior knowledge of representation theory. The book includes concrete examples of global and local representations of GL(n), and presents their associated L-functions. In Volume 1, the theory is developed from first principles for GL(1), then carefully extended to GL(2) with complete detailed proofs of key theorems. Several proofs are presented for the first time, including Jacquet's simple and elegant proof of the tensor product theorem. In Volume 2, the higher rank situation of GL(n) is given a detailed treatment. Containing numerous exercises by Xander Faber, this book will motivate students and researchers to begin working in this fertile field of research.

Connected at infinity II: a selection of mathematics by Indians

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Publisher : Springer
ISBN 13 : 9386279568
Total Pages : 193 pages
Book Rating : 4.3/5 (862 download)

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Book Synopsis Connected at infinity II: a selection of mathematics by Indians by : Rajendra Bhatia

Download or read book Connected at infinity II: a selection of mathematics by Indians written by Rajendra Bhatia and published by Springer. This book was released on 2013-01-01 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: