Random Coefficient Autoregressive Models: An Introduction, D.F. Nicholls; B.G. Quinn

Автор: Martin Moryson
Название: Testing for Random Walk Coefficients in Regression and State Space Models
ISBN: 3790811327 ISBN-13(EAN): 9783790811322
Издательство: Springer
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Цена: 121110.00 T
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Описание: Regression and state space models with time varying coefficients are treated in a thorough manner. Additionally, methods are developed to test for the constancy of regression coefficients in situations where one knows already that some coefficients follow a random walk, thereby one is enabled to find out which of the coefficients varies over time.

Автор: M. Arato
Название: Linear Stochastic Systems with Constant Coefficients
ISBN: 3540120904 ISBN-13(EAN): 9783540120902
Издательство: Springer
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Цена: 81050.00 T
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Автор: S. Johansen
Название: Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data
ISBN: 0387909680 ISBN-13(EAN): 9780387909684
Издательство: Springer
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Цена: 107130.00 T
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Описание: The most important statistical concepts are the general linear model for Gaussian variables and the general methods of maximum likelihood estimation as well as the likelihood ratio test.