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Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (594 download)
Download or read book Varieties of Long Memory Models written by Clive William John Granger and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald A. Norman
Publisher : Elsevier
ISBN 13 : 1483258203
Total Pages : 556 pages
Book Rating : 4.4/5 (832 download)
Download or read book Models of Human Memory written by Donald A. Norman and published by Elsevier. This book was released on 2013-10-22 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models of Human Memory provides an overview of the state of knowledge on human memory models. The book begins with an introductory chapter on the basic stages of the memory system and the historical roots of memory models. The remaining chapters are organized into five parts. Part I on memory systems covers topics such as a system for perception and memory; multi-trace strength theory of memory; and a model for postperceptual verbal memory that postulates a single memory store, with multiple copies, called replicas, created in memory by rehearsal processes. Part II presents studies phoneme storage and word recognition. Part III on memory for associations examines the storage-retrieval theory for the memorizing processes and presents simple model of short-term memory (STM) for paired associates. Part IV on storage and retrieval mechanisms deals with mechanisms of repetition and rehearsal in short-term memory; models of recall and recognition; and memory search models. Part V presents a theory of human long-term associative memory; and examines conceptual and methodological interactions between information-processing investigations of cognitive activity and attempts to build models of memory.
Author : Richard Baillie
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Long Memory, Realized Volatility and Heterogeneous Autoregressive Models written by Richard Baillie and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The presence of long memory in realized volatility () is a widespread stylized fact. The origins of long memory in have been attributed to jumps, structural breaks, contemporaneous aggregation, nonlinearities, or pure long memory. An important development has been the heterogeneous autoregressive () model and its extensions. This article assesses the separate roles of fractionally integrated long memory models, extended models and time varying parameter models. We find that the presence of the long memory parameter is often important in addition to the models.
Author : Michael K. Andersson
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)
Download or read book Do Long-memory Models Have Long Memory? written by Michael K. Andersson and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gilles Teyssière
Publisher : Springer Science & Business Media
ISBN 13 : 3540346252
Total Pages : 394 pages
Book Rating : 4.5/5 (43 download)
Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Author : Esben P. Høg
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (245 download)
Download or read book Analyzing Continuous-time Long-memory Models with Wavelets written by Esben P. Høg and published by . This book was released on 1996 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eric Zivot
Publisher : Springer Science & Business Media
ISBN 13 : 0387217630
Total Pages : 632 pages
Book Rating : 4.3/5 (872 download)
Download or read book Modeling Financial Time Series with S-PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Author : Paolo Zaffaroni
Publisher :
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.:/5 (247 download)
Download or read book Nonlinear long memory models with applications in finance written by Paolo Zaffaroni and published by . This book was released on 1997 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chaleampong Kongcharoen
Publisher :
ISBN 13 :
Total Pages : 93 pages
Book Rating : 4.:/5 (914 download)
Download or read book Model Selection and Prediction for Long Memory Models in Economic Time Series written by Chaleampong Kongcharoen and published by . This book was released on 2011 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Beran
Publisher : Springer Science & Business Media
ISBN 13 : 3642355129
Total Pages : 892 pages
Book Rating : 4.6/5 (423 download)
Download or read book Long-Memory Processes written by Jan Beran and published by Springer Science & Business Media. This book was released on 2013-05-14 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Author : Albert Rex Bergstrom
Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 344 pages
Book Rating : 4.:/5 (43 download)
Download or read book Continuous Time Econometric Modelling written by Albert Rex Bergstrom and published by Oxford University Press, USA. This book was released on 1990 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. A. Tieslau
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (596 download)
Download or read book Long Memory Models and Macroeconomic Time Series written by M. A. Tieslau and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Esben P. Høg
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (476 download)
Download or read book Analyszing Continuous-time Long-memory Models with Wavelets written by Esben P. Høg and published by . This book was released on 1996 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Esben P. Høg (IFI)
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (464 download)
Download or read book Analyzing Continuous-time Long-memory Models with Wavelets written by Esben P. Høg (IFI) and published by . This book was released on 1997 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter M. Robinson
Publisher : Advanced Texts in Econometrics
ISBN 13 : 9780199257300
Total Pages : 396 pages
Book Rating : 4.2/5 (573 download)
Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.
Author : Panel on Modeling Human Behavior and Command Decision Making: Representations for Military Simulations
Publisher : National Academies Press
ISBN 13 : 0309523893
Total Pages : 433 pages
Book Rating : 4.3/5 (95 download)
Download or read book Modeling Human and Organizational Behavior written by Panel on Modeling Human Behavior and Command Decision Making: Representations for Military Simulations and published by National Academies Press. This book was released on 1998-08-14 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulations are widely used in the military for training personnel, analyzing proposed equipment, and rehearsing missions, and these simulations need realistic models of human behavior. This book draws together a wide variety of theoretical and applied research in human behavior modeling that can be considered for use in those simulations. It covers behavior at the individual, unit, and command level. At the individual soldier level, the topics covered include attention, learning, memory, decisionmaking, perception, situation awareness, and planning. At the unit level, the focus is on command and control. The book provides short-, medium-, and long-term goals for research and development of more realistic models of human behavior.
Author : Dennis S. Dalin
Publisher :
ISBN 13 :
Total Pages : 418 pages
Book Rating : 4.:/5 (65 download)
Download or read book Semantic Response Latency and Three Long-term Memory Models written by Dennis S. Dalin and published by . This book was released on 1979 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:
