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Optimality And Other Asymptotic Properties Of The Maximum Likelihood Estimator In The First Order Autoregressive Process
Download Optimality And Other Asymptotic Properties Of The Maximum Likelihood Estimator In The First Order Autoregressive Process full books in PDF, epub, and Kindle. Read online Optimality And Other Asymptotic Properties Of The Maximum Likelihood Estimator In The First Order Autoregressive Process ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Dynamic Systems Modelling and Optimal Control by : Victoria Miroshnik
Download or read book Dynamic Systems Modelling and Optimal Control written by Victoria Miroshnik and published by Springer. This book was released on 2016-04-29 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Systems Modelling and Optimal Control explores the applications of oil field development, energy system modelling, resource modelling, time varying control of dynamic system of national economy, and investment planning.
Book Synopsis Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models by : Mary Kathleen Vickers
Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models written by Mary Kathleen Vickers and published by . This book was released on 1977 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).
Book Synopsis Comprehensive Dissertation Index by :
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Higher Order Asymptotic Theory for Time Series Analysis by : Masanobu Taniguchi
Download or read book Higher Order Asymptotic Theory for Time Series Analysis written by Masanobu Taniguchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.
Book Synopsis Seemingly Unrelated Regression Equations Models by : Virendera K. Srivastava
Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 2020-08-14 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.
Book Synopsis Census Bureau Methodological Research by : United States. Bureau of the Census
Download or read book Census Bureau Methodological Research written by United States. Bureau of the Census and published by . This book was released on 1969 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis EBOOK: USING STATISTICS IN ECONOMICS by : THOMAS
Download or read book EBOOK: USING STATISTICS IN ECONOMICS written by THOMAS and published by McGraw Hill. This book was released on 2004-12-16 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: EBOOK: USING STATISTICS IN ECONOMICS
Book Synopsis The Econometrics of Networks by : Áureo de Paula
Download or read book The Econometrics of Networks written by Áureo de Paula and published by Emerald Group Publishing. This book was released on 2020-10-19 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, the authors in this volume bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better understanding this groundbreaking field.
Author :Advisory Committee on Technology and Society Publisher :National Academies Press ISBN 13 :9780309037860 Total Pages :1298 pages Book Rating :4.0/5 (378 download)
Book Synopsis Cities and Their Vital Systems by : Advisory Committee on Technology and Society
Download or read book Cities and Their Vital Systems written by Advisory Committee on Technology and Society and published by National Academies Press. This book was released on 1989 with total page 1298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cities and Their Vital Systems asks basic questions about the longevity, utility, and nature of urban infrastructures; analyzes how they grow, interact, and change; and asks how, when, and at what cost they should be replaced. Among the topics discussed are problems arising from increasing air travel and airport congestion; the adequacy of water supplies and waste treatment; the impact of new technologies on construction; urban real estate values; and the field of "telematics," the combination of computers and telecommunications that makes money machines and national newspapers possible.
Book Synopsis Developments in Statistics by : Paruchuri R. Krishnaiah
Download or read book Developments in Statistics written by Paruchuri R. Krishnaiah and published by Academic Press. This book was released on 2014-06-28 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developments in Statistics, Volume 4 reviews developments in the theory and applications of statistics, covering topics such as time series, identifiability and model selection, and missing data. The application of structured exploratory data analysis to human genetics, specifically, the mode of inheritance, is also considered. Comprised of four chapters, this volume begins with an introduction to spectrum parameter estimation in time series analysis, restricting the discussion to the simplest univariate (that is, scalar) real-valued time series X(t). An accurate formulation of the general problem is presented. The accuracy of different consistent estimates obtained for large but fixed values of T (maximum likelihood estimates, Whittle's estimates, and simplified asymptotically efficient estimates) is also compared. The next chapter deals with identifiability and modeling in econometrics, focusing on the theoretical framework relating realization theory, identification, and parametrization. The realization theory is illustrated on various levels of generality by means of examples related to econometrics, along with some advanced applications of system theory. The book also examines inference on parameters of multivariate normal populations when some data are missing before concluding with an evaluation of structured exploratory data as applied to the study of the mode of inheritance. This monograph will be of interest to students and practitioners of statistics.
Book Synopsis New Developments in Biostatistics and Bioinformatics by : Jianqing Fan
Download or read book New Developments in Biostatistics and Bioinformatics written by Jianqing Fan and published by World Scientific. This book was released on 2009 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an overview of recent developments in biostatistics and bioinformatics. Written by active researchers in these emerging areas, it is intended to give graduate students and new researchers an idea of where the frontiers of biostatistics and bioinformatics are as well as a forum to learn common techniques in use, so that they can advance the fields via developing new techniques and new results. Extensive references are provided so that researchers can follow the threads to learn more comprehensively what the literature is and to conduct their own research. In particulars, the book covers three important and rapidly advancing topics in biostatistics: analysis of survival and longitudinal data, statistical methods for epidemiology, and bioinformatics.
Book Synopsis Simulation-based Inference in Econometrics by : Roberto Mariano
Download or read book Simulation-based Inference in Econometrics written by Roberto Mariano and published by Cambridge University Press. This book was released on 2000-07-20 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.
Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1993 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Theory of Statistical Inference for Time Series by : Masanobu Taniguchi
Download or read book Asymptotic Theory of Statistical Inference for Time Series written by Masanobu Taniguchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis From Statistics to Mathematical Finance by : Dietmar Ferger
Download or read book From Statistics to Mathematical Finance written by Dietmar Ferger and published by Springer. This book was released on 2017-10-28 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.
Book Synopsis From Stochastic Calculus to Mathematical Finance by : Yu. Kabanov
Download or read book From Stochastic Calculus to Mathematical Finance written by Yu. Kabanov and published by Springer Science & Business Media. This book was released on 2007-04-03 with total page 659 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.
