A Note on Reparameterizing a Vector Autoregressive Moving Average Model to Enforce Stationarity

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ISBN 13 : 9780947187217
Total Pages : 17 pages
Book Rating : 4.1/5 (872 download)

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Book Synopsis A Note on Reparameterizing a Vector Autoregressive Moving Average Model to Enforce Stationarity by : Craig F. Ansley

Download or read book A Note on Reparameterizing a Vector Autoregressive Moving Average Model to Enforce Stationarity written by Craig F. Ansley and published by . This book was released on 1985 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonstationary Systems: Theory and Applications

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Publisher : Springer Nature
ISBN 13 : 3030821102
Total Pages : 439 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Nonstationary Systems: Theory and Applications by : Fakher Chaari

Download or read book Nonstationary Systems: Theory and Applications written by Fakher Chaari and published by Springer Nature. This book was released on 2021-07-21 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an overview of current and recent methods for the analysis of the nonstationary processes, focusing on cyclostationary systems that are ubiquitous in various application fields. Based on the 13th Workshop on Nonstationary Systems and Their Applications, held on February 3-5, 2020, in Grodek nad Dunajcem, Poland, the book merges theoretical contributions describing new statistical and intelligent methods for analyzing nonstationary processes, and applied works showing how the proposed methods can be implemented in practice and do perform in real-world case studies. A significant part of the book is dedicated to nonstationary systems applications, with a special emphasis on those in condition monitoring.

Riskfree rate dynamics

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Publisher : Rozenberg Publishers
ISBN 13 : 905170769X
Total Pages : 155 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis Riskfree rate dynamics by : Michel van der Wel.

Download or read book Riskfree rate dynamics written by Michel van der Wel. and published by Rozenberg Publishers. This book was released on 2008 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 988 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1987 with total page 988 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Long-Range Dependence and Self-Similarity

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Publisher : Cambridge University Press
ISBN 13 : 1108210198
Total Pages : 693 pages
Book Rating : 4.1/5 (82 download)

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Book Synopsis Long-Range Dependence and Self-Similarity by : Vladas Pipiras

Download or read book Long-Range Dependence and Self-Similarity written by Vladas Pipiras and published by Cambridge University Press. This book was released on 2017-04-18 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: This modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader's understanding, while others invite the reader to consider some of the open research problems in the field today.

Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 1294 pages
Book Rating : 4.X/5 (2 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 1990 with total page 1294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

System Dynamics in Economic and Financial Models

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ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis System Dynamics in Economic and Financial Models by :

Download or read book System Dynamics in Economic and Financial Models written by and published by . This book was released on 1997-12-05 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 12 articles presented in this book have different approaches for the modelling of economic and financial processes. The topics cover a range of subjects (complex dynamics, nonlinear time series models, cointegration) and applications in the field of finance and macro economics. The articles are grouped according to the methods being applied. In the first group the authors are concerned with nonlinear dynamics; the papers in the second group are more empirically oriented; the last group contains papers on time series modelling in macro economics, with special attention for the aspect of nonstationarity. The book is intended to be one of discussion and debate on themes of common interest in economics, finance and dynamical systems. It examines the different approaches for the modelling of economic and financial processes so as to stimulate the communication of ideas and to overcome the barriers of specialization.

Strategy, Structural Adjustment to Regain Fit and Performance

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ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.3/5 (9 download)

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Book Synopsis Strategy, Structural Adjustment to Regain Fit and Performance by : Lex Donaldson

Download or read book Strategy, Structural Adjustment to Regain Fit and Performance written by Lex Donaldson and published by . This book was released on 1986 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Quarterly Review - Federal Reserve Bank of Minneapolis

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Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.U/5 (183 download)

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Book Synopsis Quarterly Review - Federal Reserve Bank of Minneapolis by : Federal Reserve Bank of Minneapolis

Download or read book Quarterly Review - Federal Reserve Bank of Minneapolis written by Federal Reserve Bank of Minneapolis and published by . This book was released on 2010 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Research and Publications

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ISBN 13 :
Total Pages : 490 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Research and Publications by :

Download or read book Research and Publications written by and published by . This book was released on 1984 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Determinants of Financial Development

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Publisher : Springer
ISBN 13 : 0230302491
Total Pages : 233 pages
Book Rating : 4.2/5 (33 download)

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Book Synopsis Determinants of Financial Development by : Y. Huang

Download or read book Determinants of Financial Development written by Y. Huang and published by Springer. This book was released on 2010-11-24 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: A PDF version of this book is available for free in open access via the OAPEN Library platform, www.oapen.org. This book examines the emergence of both financial markets and carbon markets, and provides an in-depth investigation on the fundamental determinants of financial development.

Ecological Inference

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Publisher : Cambridge University Press
ISBN 13 : 9780521542807
Total Pages : 436 pages
Book Rating : 4.5/5 (428 download)

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Book Synopsis Ecological Inference by : Gary King

Download or read book Ecological Inference written by Gary King and published by Cambridge University Press. This book was released on 2004-09-13 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing upon the recent explosion of research in the field, a diverse group of scholars surveys the latest strategies for solving ecological inference problems, the process of trying to infer individual behavior from aggregate data. The uncertainties and information lost in aggregation make ecological inference one of the most difficult areas of statistical inference, but these inferences are required in many academic fields, as well as by legislatures and the Courts in redistricting, marketing research by business, and policy analysis by governments. This wide-ranging collection of essays offers many fresh and important contributions to the study of ecological inference.

Time Series Analysis by State Space Methods

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Publisher : OUP Oxford
ISBN 13 : 0191627194
Total Pages : 369 pages
Book Rating : 4.1/5 (916 download)

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Book Synopsis Time Series Analysis by State Space Methods by : James Durbin

Download or read book Time Series Analysis by State Space Methods written by James Durbin and published by OUP Oxford. This book was released on 2012-05-03 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second edition include the filtering of nonlinear and non-Gaussian series. Part I of the book obtains the mean and variance of the state, of a variable intended to measure the effect of an interaction and of regression coefficients, in terms of the observations. Part II extends the treatment to nonlinear and non-normal models. For these, analytical solutions are not available so methods are based on simulation.

Bringing Bayesian Models to Life

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Publisher : CRC Press
ISBN 13 : 0429516800
Total Pages : 430 pages
Book Rating : 4.4/5 (295 download)

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Book Synopsis Bringing Bayesian Models to Life by : Mevin B. Hooten

Download or read book Bringing Bayesian Models to Life written by Mevin B. Hooten and published by CRC Press. This book was released on 2019-05-15 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing Bayesian Models to Life empowers the reader to extend, enhance, and implement statistical models for ecological and environmental data analysis. We open the black box and show the reader how to connect modern statistical models to computer algorithms. These algorithms allow the user to fit models that answer their scientific questions without needing to rely on automated Bayesian software. We show how to handcraft statistical models that are useful in ecological and environmental science including: linear and generalized linear models, spatial and time series models, occupancy and capture-recapture models, animal movement models, spatio-temporal models, and integrated population-models. Features: R code implementing algorithms to fit Bayesian models using real and simulated data examples. A comprehensive review of statistical models commonly used in ecological and environmental science. Overview of Bayesian computational methods such as importance sampling, MCMC, and HMC. Derivations of the necessary components to construct statistical algorithms from scratch. Bringing Bayesian Models to Life contains a comprehensive treatment of models and associated algorithms for fitting the models to data. We provide detailed and annotated R code in each chapter and apply it to fit each model we present to either real or simulated data for instructional purposes. Our code shows how to create every result and figure in the book so that readers can use and modify it for their own analyses. We provide all code and data in an organized set of directories available at the authors' websites.

SAS/IML 9. 3 User's Guide

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Publisher :
ISBN 13 : 9781607649137
Total Pages : 0 pages
Book Rating : 4.6/5 (491 download)

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Book Synopsis SAS/IML 9. 3 User's Guide by : SAS Institute

Download or read book SAS/IML 9. 3 User's Guide written by SAS Institute and published by . This book was released on 2011-07 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation Documents SAS/IML software, which provides a flexible programming language that enables novice or experienced programmers to perform data and matrix manipulation, statistical analysis, numerical analysis, and nonlinear optimization. SAS/IML software offers a rich, interactive programming language with an extensive library of subroutines and also enables you to create your own customized function modules. New features in SAS/IML 9.3 include the ability to submit SAS statements and to call functions in the R statistical language from within the IML procedure. Also new are a suite of functions and subroutines for data analysis.

SAS/STAT 9. 3 User's Guide

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Publisher :
ISBN 13 : 9781607646341
Total Pages : 0 pages
Book Rating : 4.6/5 (463 download)

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Book Synopsis SAS/STAT 9. 3 User's Guide by : Sas Institute

Download or read book SAS/STAT 9. 3 User's Guide written by Sas Institute and published by . This book was released on 2011-07 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The GLIMMIX procedure fits and analyzes generalized linear mixed models (GLMM), models with random effects for data that can be nonnormally distributed. This title is also available online.

Statistical Analysis of Environmental Space-Time Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 0387354298
Total Pages : 338 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Statistical Analysis of Environmental Space-Time Processes by : Nhu D. Le

Download or read book Statistical Analysis of Environmental Space-Time Processes written by Nhu D. Le and published by Springer Science & Business Media. This book was released on 2006-09-13 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a broad introduction to the subject of environmental space-time processes, addressing the role of uncertainty. It covers a spectrum of technical matters from measurement to environmental epidemiology to risk assessment. It showcases non-stationary vector-valued processes, while treating stationarity as a special case. In particular, with members of their research group the authors developed within a hierarchical Bayesian framework, the new statistical approaches presented in the book for analyzing, modeling, and monitoring environmental spatio-temporal processes. Furthermore they indicate new directions for development.