Modèles bilinéaires et polynomiaux de séries chronologiques

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (116 download)

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Book Synopsis Modèles bilinéaires et polynomiaux de séries chronologiques by : Dominique Guégan (auteure en mathématiques appliquées).)

Download or read book Modèles bilinéaires et polynomiaux de séries chronologiques written by Dominique Guégan (auteure en mathématiques appliquées).) and published by . This book was released on 1988 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cette thèse présente l'étude probabiliste et statistique approfondie des modèles bilinéaires à temps discret. On étudie ces modèles à partir de différentes approches (discrète, markovienne). On trouve tout d'abord une présentation globale des modèles non linéaires, la description des outils probabilistes utiles à l'étude des modèles non linéaires, ainsi qu'une présentation des modèles bilinéaires à partir de simulations permettant de mettre en évidence leurs principales caractéristiques trajectorielles. L'approche markovienne s'avère beaucoup plus puissante que l'approche directe. Nous démontrons l'existence d'une représentation markovienne sous la forme d'un modèle polynomial affine en l'état; nous donnons des critères pour la minimalité et l'inversibilité de ces représentations. Sur le plan statistique, nous avons montre la convergence presque sure des estimateurs des moindres carrés. D'autres estimateurs sont aussi envisagés permettant de mettre en place des tests d'adéquation de modèles. Certains travaux de l'auteur (huit articles) ont été publiés et sont regroupés dans l'annexe

Actes de la Session

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Publisher :
ISBN 13 :
Total Pages : 478 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Actes de la Session by : International Statistical Institute

Download or read book Actes de la Session written by International Statistical Institute and published by . This book was released on 1995 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modèles de régression linéaire et de séries chronologiques à coefficients variables [microforme]

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Publisher : Bibliothèque nationale du Canada
ISBN 13 : 9780315317826
Total Pages : 254 pages
Book Rating : 4.3/5 (178 download)

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Book Synopsis Modèles de régression linéaire et de séries chronologiques à coefficients variables [microforme] by : Levreault, Manon

Download or read book Modèles de régression linéaire et de séries chronologiques à coefficients variables [microforme] written by Levreault, Manon and published by Bibliothèque nationale du Canada. This book was released on 1984 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bulletin de L'Institut International de Statistique

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ISBN 13 :
Total Pages : 928 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Bulletin de L'Institut International de Statistique by :

Download or read book Bulletin de L'Institut International de Statistique written by and published by . This book was released on 1995 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: V. 1-5, v. 7-10 include "Bulletin bibliographique."

Séries chronologiques

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ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Séries chronologiques by : Association pour la statistique et ses utilisations (France)

Download or read book Séries chronologiques written by Association pour la statistique et ses utilisations (France) and published by . This book was released on 1989 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modèles de séries temporelles à coefficients dépendants du temps

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ISBN 13 :
Total Pages : 159 pages
Book Rating : 4.:/5 (493 download)

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Book Synopsis Modèles de séries temporelles à coefficients dépendants du temps by : Antony Gautier

Download or read book Modèles de séries temporelles à coefficients dépendants du temps written by Antony Gautier and published by . This book was released on 2004 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dans cette thèse, nous étudions les propriétés probalistes et/ou statistiques de modèles linéaires ou non-linéaires de séries temporelles à coefficients dépendant du temps. La première partie de la thèse est dévolue à la statistique des modèles ARMA dont les coefficients varient en fonction d'événements récurrents, mais non-périodiques. Les propriétés asymptotiques (convergence forte et normalité) des estimateurs des moindres carrés sont établies. Le cas particulier des modèles ARMA à changement de régime Markoviens est ensuite considéré. La seconde partie de la thèse étudie l'influence asymptotique de la correction par la moyenne des séries temporelles sur l'estimation par moindres carrés de modèles ARMA périodiques. Dans la dernière partie de la thèse, nous étendons nos recherches à des modèles bilinéaires à coefficients périodiques. Les résultats obtenus sont régulièrement illustrés à distance finie à partir d'expériences de Monte Carlo

Mathematical Reviews

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Publisher : American Mathematical Society(RI)
ISBN 13 :
Total Pages : 780 pages
Book Rating : 4.X/5 (2 download)

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Book Synopsis Mathematical Reviews by : American Mathematical Society

Download or read book Mathematical Reviews written by American Mathematical Society and published by American Mathematical Society(RI). This book was released on 1986-12 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistics Subject Indexes from Mathematical Reviews

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ISBN 13 :
Total Pages : 540 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Statistics Subject Indexes from Mathematical Reviews by : American Mathematical Society

Download or read book Statistics Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Simulation-based Econometric Methods

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Publisher : OUP Oxford
ISBN 13 : 019152509X
Total Pages : 190 pages
Book Rating : 4.1/5 (915 download)

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Book Synopsis Simulation-based Econometric Methods by : Christian Gouriéroux

Download or read book Simulation-based Econometric Methods written by Christian Gouriéroux and published by OUP Oxford. This book was released on 1997-01-09 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.

The Number System

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Publisher : Courier Corporation
ISBN 13 : 0486154947
Total Pages : 146 pages
Book Rating : 4.4/5 (861 download)

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Book Synopsis The Number System by : H. A. Thurston

Download or read book The Number System written by H. A. Thurston and published by Courier Corporation. This book was released on 2012-10-23 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores arithmetic's underlying concepts and their logical development, in addition to a detailed, systematic construction of the number systems of rational, real, and complex numbers. 1956 edition.

The Development of the Number Field Sieve

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Publisher : Springer
ISBN 13 : 3540478922
Total Pages : 138 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis The Development of the Number Field Sieve by : Arjen K. Lenstra

Download or read book The Development of the Number Field Sieve written by Arjen K. Lenstra and published by Springer. This book was released on 2006-11-15 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The number field sieve is an algorithm for finding the prime factors of large integers. It depends on algebraic number theory. Proposed by John Pollard in 1988, the method was used in 1990 to factor the ninth Fermat number, a 155-digit integer. The algorithm is most suited to numbers of a special form, but there is a promising variant that applies in general. This volume contains six research papers that describe the operation of the number field sieve, from both theoretical and practical perspectives. Pollard's original manuscript is included. In addition, there is an annotated bibliography of directly related literature.

Singularities in Boundary Value Problems

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Publisher : Springer
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Singularities in Boundary Value Problems by : Pierre Grisvard

Download or read book Singularities in Boundary Value Problems written by Pierre Grisvard and published by Springer. This book was released on 1992 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotic Methods in Statistical Decision Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 1461249465
Total Pages : 767 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Asymptotic Methods in Statistical Decision Theory by : Lucien Le Cam

Download or read book Asymptotic Methods in Statistical Decision Theory written by Lucien Le Cam and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 767 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.

Human Behavior Understanding

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Publisher : Springer
ISBN 13 : 331946843X
Total Pages : 164 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Human Behavior Understanding by : Mohamed Chetouani

Download or read book Human Behavior Understanding written by Mohamed Chetouani and published by Springer. This book was released on 2016-10-07 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 7th International Workshop on Human Behavior Understanding, HBU 2016, held in Amsterdam, The Netherlands, in October 2016. The 10 full papers were carefully reviewed and selected from 17 initial submissions. They are organized in topical sections named: behavior analysis during play; daily behaviors; gesture and movement analysis; and vision based applications.

The Theory of Ionization of Gases by Collision

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Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Theory of Ionization of Gases by Collision by : Sir John Townsend

Download or read book The Theory of Ionization of Gases by Collision written by Sir John Townsend and published by . This book was released on 1910 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotics in Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 1461211662
Total Pages : 299 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Asymptotics in Statistics by : Lucien Le Cam

Download or read book Asymptotics in Statistics written by Lucien Le Cam and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. It differs from the first edition in that it is now more 'reader friendly' and also includes a new chapter on Gaussian and Poisson experiments, reflecting their growing role in the field. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been amplified. The volume is not intended to replace monographs on specialized subjects, but will help to place them in a coherent perspective. It thus represents a link between traditional material - such as maximum likelihood, and Wald's Theory of Statistical Decision Functions -- together with comparison and distances for experiments. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.

Wavelet Applications in Economics and Finance

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Publisher : Springer
ISBN 13 : 3319070614
Total Pages : 271 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Wavelet Applications in Economics and Finance by : Marco Gallegati

Download or read book Wavelet Applications in Economics and Finance written by Marco Gallegati and published by Springer. This book was released on 2014-08-04 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.