Heavy-Tailed Time Series, Kulik Rafal, Soulier Philippe
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 73920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
Автор: Agung Название: Advanced Time Series Data Analysis: Forecasting Using Eviews ISBN: 1119504716 ISBN-13(EAN): 9781119504719 Издательство: Wiley Рейтинг: Цена: 90760.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Introduces the latest developments in forecasting in advanced quantitative data analysis
This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable.
Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers.
Presents models that are all classroom tested
Contains real-life data samples
Contains over 350 equation specifications of various time series models
Contains over 200 illustrative examples with special notes and comments
Applicable for time series data of all quantitative studies
Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.
Автор: Li Wai Keung, Stanford David A., Yu Hao Название: Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift ISBN: 1493982389 ISBN-13(EAN): 9781493982387 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.
Автор: Ajoy K. Palit; Dobrivoje Popovic Название: Computational Intelligence in Time Series Forecasting ISBN: 1849969701 ISBN-13(EAN): 9781849969703 Издательство: Springer Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Foresight in an engineering business can make the difference between success and failure, and can be vital to the effective control of industrial systems. The authors of this book harness the power of intelligent technologies individually and in combination.
Автор: J. Franke; W. H?rdle; D. Martin Название: Robust and Nonlinear Time Series Analysis ISBN: 038796102X ISBN-13(EAN): 9780387961026 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data.
Автор: Box-Steffensmeier Название: Time Series Analysis for the Social Sciences ISBN: 0521691559 ISBN-13(EAN): 9780521691550 Издательство: Cambridge Academ Рейтинг: Цена: 30610.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
Автор: Nolan John P. Название: Univariate Stable Distributions: Models for Heavy Tailed Data ISBN: 3030529142 ISBN-13(EAN): 9783030529147 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Поставка под заказ. Описание: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.
Автор: Marat Ibragimov; Rustam Ibragimov; Johan Walden Название: Heavy-Tailed Distributions and Robustness in Economics and Finance ISBN: 3319168762 ISBN-13(EAN): 9783319168760 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations.
Автор: V. Pisarenko; M. Rodkin Название: Heavy-Tailed Distributions in Disaster Analysis ISBN: 9400732856 ISBN-13(EAN): 9789400732858 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents new approaches to seismic risk estimation and forecasting the damage caused by all types of earthquakes. It examines trends in the costs inferred by damage as related to changing social and economic situations for different regions.
Автор: A.A. Borovkov Название: Asymptotic Analysis of Random Walks: Light-Tailed Distributions ISBN: 1107074681 ISBN-13(EAN): 9781107074682 Издательство: Cambridge Academ Рейтинг: Цена: 132000.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author`s earlier monograph on heavy-tailed distributions.
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