Quasi Maximum Likelihood Estimators In Garch12 Model

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Mathematics for Econometrics

Author : P.J. Dhrymes
Publisher : Springer Science & Business Media
ISBN 13 : 1475716915
Total Pages : 142 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Mathematics for Econometrics by : P.J. Dhrymes

Download or read book Mathematics for Econometrics written by P.J. Dhrymes and published by Springer Science & Business Media. This book was released on 2013-04-18 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This booklet was begun as an appendix to Introductory Econometrics. As it progressed, requirements of consistency and completeness of coverage seemed to make it inordinately long to serve merely as an appendix, and thus it appears as a work in its own right. Its purpose is not to give rigorous instruction in mathematics. Rather it aims at filling the gaps in the typical student's mathematical training, to the extent relevant for the study of econometrics. Thus, it contains a collection of mathematical results employed at various stages of Introductory Econometrics. More generally, however, it would be a useful adjunct and reference to students of econometrics, no matter what text is being employed. In the vast majority of cases, proofs are provided and there is a modicum of verbal discussion of certain mathematical results, the objective being to reinforce the reader's understanding of the formalities. In certain instances, however, when proofs are too cumbersome, or complex, or when they are too obvious, they are omitted.

Singular Spectrum Analysis for Time Series

Author : Nina Golyandina
Publisher : Springer Nature
ISBN 13 : 3662624362
Total Pages : 156 pages
Book Rating : 4.6/5 (626 download)

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Book Synopsis Singular Spectrum Analysis for Time Series by : Nina Golyandina

Download or read book Singular Spectrum Analysis for Time Series written by Nina Golyandina and published by Springer Nature. This book was released on 2020-11-23 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.

An Introduction to Analysis of Financial Data with R

Author : Ruey S. Tsay
Publisher : John Wiley & Sons
ISBN 13 : 1119013461
Total Pages : 388 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis An Introduction to Analysis of Financial Data with R by : Ruey S. Tsay

Download or read book An Introduction to Analysis of Financial Data with R written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison Different approaches to calculating asset volatility and various volatility models High-frequency financial data and simple models for price changes, trading intensity, and realized volatility Quantitative methods for risk management, including value at risk and conditional value at risk Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today's financial markets.

Quasi-Likelihood And Its Application

Author : Christopher C. Heyde
Publisher : Springer Science & Business Media
ISBN 13 : 0387226796
Total Pages : 236 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Quasi-Likelihood And Its Application by : Christopher C. Heyde

Download or read book Quasi-Likelihood And Its Application written by Christopher C. Heyde and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.

Health Care for Older Adults

Author : Francisco José Tarazona Santabalbina
Publisher : Mdpi AG
ISBN 13 : 9783036518237
Total Pages : 298 pages
Book Rating : 4.5/5 (182 download)

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Book Synopsis Health Care for Older Adults by : Francisco José Tarazona Santabalbina

Download or read book Health Care for Older Adults written by Francisco José Tarazona Santabalbina and published by Mdpi AG. This book was released on 2021-09-29 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent decades, life expectancy has been increasing. This is a historical milestone in the history of humanity. We have never lived so long before. In these circumstances, giving the best care to older adults efficiently is one of the greatest challenges of developed countries. This book explores different initiatives that result in the improvement of health conditions of older adults, such as multicomponent physical exercise programs, interventions that try to avoid loneliness and social isolation, and multidisciplinary assessment, and the treatment of frailty and other geriatric syndromes, of the elderly in various settings such as the Emergency Unit, Orthogeriatrics, and Oncogeriatrics. This book offers different manuscripts to readers, each trying to improve life satisfaction, quality of life, and life expectancy in older adults in different scenarios. It is up to us to achieve these goals. We are sure that these interesting chapters will contribute to improving clinical practices. Following the completion of the Special Issue "Health Care for Older Adults" for the international Journal of Environmental Research and Public Health, the Guest Editors felt the satisfaction of having reached 18 published manuscripts and the possibility of transforming this volume into a book. This book was born from the need to show how health and social advances have increased human longevity as never before. We live longer, knowing more and more the epigenetic mechanisms of this longevity, as extended aging also coexists with the least favorable aging trajectories. Among them, a syndrome stands out from the gerontological and geriatric perspective: frailty. Due to the pandemic, a social problem has increased its presence in clinical practice: ageism. Older adults have found it difficult to access the necessary clinical resources due to the simple matter of age. However, at this moment, we are able to detect and to reverse frailty. In the same way, we should aim to prevent loneliness and social isolation, involved in social frailty. Geriatric syndromes are underdiagnosed and undertreated, but clinical and geriatric knowledge provide diagnostic tools and non-pharmacological approaches to prevent and to treat them. All health professionals working together in an interdisciplinary team could improve the clinical practices to develop a quality health care for older adults, improving their life satisfaction and quality of life perception too.

Women in Sports and Exercise

Author : Filipe Manuel Clemente
Publisher : Mdpi AG
ISBN 13 : 9783036531335
Total Pages : 162 pages
Book Rating : 4.5/5 (313 download)

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Book Synopsis Women in Sports and Exercise by : Filipe Manuel Clemente

Download or read book Women in Sports and Exercise written by Filipe Manuel Clemente and published by Mdpi AG. This book was released on 2022-02-09 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current book presents the articles included in the Special Issue "Women in Sports and Exercise: From Health to Sports Performance". Readers will find in this book evidence about the relationships between physical qualities in sports and how women's performance can be optimized using dedicated training intervention. Moreover, information about the impact of the menstrual cycle on athletic performance will be revealed. Attention to physical activity patterns in women will be also disclosed.

Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Author : Florian Ziel
Publisher :
ISBN 13 :
Total Pages : 17 pages
Book Rating : 4.:/5 (97 download)

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Book Synopsis Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series by : Florian Ziel

Download or read book Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series written by Florian Ziel and published by . This book was released on 2013 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation for Sample Surveys

Author : Raymond L. Chambers
Publisher : CRC Press
ISBN 13 : 1420011359
Total Pages : 374 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Maximum Likelihood Estimation for Sample Surveys by : Raymond L. Chambers

Download or read book Maximum Likelihood Estimation for Sample Surveys written by Raymond L. Chambers and published by CRC Press. This book was released on 2012-05-02 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to

Quasi-Likelihood and Its Application

Author : Christopher C. Heyde
Publisher :
ISBN 13 : 9781475771039
Total Pages : 252 pages
Book Rating : 4.7/5 (71 download)

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Book Synopsis Quasi-Likelihood and Its Application by : Christopher C. Heyde

Download or read book Quasi-Likelihood and Its Application written by Christopher C. Heyde and published by . This book was released on 2014-01-15 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Large Sample Properties of Maximum Likelihood Estimators

Author : Nicholas Herbert Stern
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Large Sample Properties of Maximum Likelihood Estimators by : Nicholas Herbert Stern

Download or read book Large Sample Properties of Maximum Likelihood Estimators written by Nicholas Herbert Stern and published by . This book was released on 1980 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Relevance of Distributional Assumptions in GARCH Models and Applications to the Evaluation of Financial Risk

Author : Maria Gloria González Rivera
Publisher :
ISBN 13 :
Total Pages : 300 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The Relevance of Distributional Assumptions in GARCH Models and Applications to the Evaluation of Financial Risk by : Maria Gloria González Rivera

Download or read book The Relevance of Distributional Assumptions in GARCH Models and Applications to the Evaluation of Financial Risk written by Maria Gloria González Rivera and published by . This book was released on 1991 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation in Small Samples

Author : L. R. Shenton
Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Maximum Likelihood Estimation in Small Samples by : L. R. Shenton

Download or read book Maximum Likelihood Estimation in Small Samples written by L. R. Shenton and published by . This book was released on 1977 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation

Author : Scott R. Eliason
Publisher : SAGE Publications, Incorporated
ISBN 13 :
Total Pages : 100 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Maximum Likelihood Estimation by : Scott R. Eliason

Download or read book Maximum Likelihood Estimation written by Scott R. Eliason and published by SAGE Publications, Incorporated. This book was released on 1993-08-09 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a short introduction to Maximum Likelihood (ML) Estimation. It provides a general modeling framework that utilizes the tools of ML methods to outline a flexible modeling strategy that accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models linking endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, the author discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.

Semiparametric Maximum Likelihood Estimation of GARCH Models

Author : Jian Yang
Publisher : London : Department of Economics, University of Western Ontario
ISBN 13 : 9780771421389
Total Pages : 38 pages
Book Rating : 4.4/5 (213 download)

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Book Synopsis Semiparametric Maximum Likelihood Estimation of GARCH Models by : Jian Yang

Download or read book Semiparametric Maximum Likelihood Estimation of GARCH Models written by Jian Yang and published by London : Department of Economics, University of Western Ontario. This book was released on 1998 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: