Time Series Models, Cox, D.R.

Название: Книга "Periodic Time Series Models " на английском языке/ Авторы P. Franses and R. Paap
ISBN: 0199242038 ISBN-13(EAN): 9780199242030
Издательство: Oxford Academ
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Цена: 66530.00 T
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Описание: An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic cointegration. The analysis benefits from the inclusion of many new empirical examples and results.

Автор: Philip Hans Franses
Название: Non-linear time series models in empirical finance
ISBN: 0521779650 ISBN-13(EAN): 9780521779654
Издательство: Cambridge Academ
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Цена: 54910.00 T
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Описание: An accessible guide to one of the fastest growing areas in financial analysis by one of Europes`s leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.

Автор: Meleard Sylvie
Название: Stochastic Models for Structured Populations
ISBN: 3319217100 ISBN-13(EAN): 9783319217109
Издательство: Springer
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Цена: 37260.00 T
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Описание: Stochastic Models for Structured Populations

Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo
Название: A Time Series Approach to Option Pricing
ISBN: 3662450364 ISBN-13(EAN): 9783662450369
Издательство: Springer
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Цена: 93160.00 T
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Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.

Автор: Erik Vanem; Elzbieta Maria Bitner-Gregersen; Chris
Название: Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height
ISBN: 3662521970 ISBN-13(EAN): 9783662521977
Издательство: Springer
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Цена: 88500.00 T
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Описание: This book provides an example of a thorough statistical treatment of ocean wave data in space and time. Furthermore, the book addresses the question of whether climate change has an effect of the ocean wave climate, and if so what that effect might be.

Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo
Название: A Time Series Approach to Option Pricing
ISBN: 3662522403 ISBN-13(EAN): 9783662522400
Издательство: Springer
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Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.

Автор: H. Tong
Название: Threshold Models in Non-linear Time Series Analysis
ISBN: 0387909184 ISBN-13(EAN): 9780387909189
Издательство: Springer
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Цена: 111790.00 T
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Описание: In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain.

Автор: T.S. Rao; M.M. Gabr
Название: An Introduction to Bispectral Analysis and Bilinear Time Series Models
ISBN: 0387960392 ISBN-13(EAN): 9780387960395
Издательство: Springer
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Цена: 111790.00 T
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Описание: The theory of time series models has been well developed over the last thirt,y years. The most interesting feature of such a model is that its second order covariance analysis is ve~ similar to that for a linear model. This demonstrates the importance of higher order covariance analysis for nonlinear models.

Автор: Gy?rgy Terdik
Название: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
ISBN: 0387988726 ISBN-13(EAN): 9780387988726
Издательство: Springer
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Цена: 97820.00 T
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Описание: The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.

Автор: L. Arnold; P. Kotelenez
Название: Stochastic Space—Time Models and Limit Theorems
ISBN: 902772038X ISBN-13(EAN): 9789027720382
Издательство: Springer
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Цена: 88500.00 T
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Описание: Approach your problems from It isn't that they can't see the right end and begin with the solution. the answers. Then one day, It is that they can't see the perhaps you will find the problem. final question. G.K. Chesterton. The Scandal 'The Hermit Clad 1n Crane of Father Brown 'The Point of Feathers' in R. van Gulik's a Pin'. The Chinese Maze Murders. Growing specialisation and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches wich were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Автор: Hugues Garnier; Liuping Wang
Название: Identification of Continuous-time Models from Sampled Data
ISBN: 1849967407 ISBN-13(EAN): 9781849967402
Издательство: Springer
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Цена: 174130.00 T
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Описание: This is the first book dedicated to direct continuous-time model identification for 15 years. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB (R) can be used for direct time-domain identification of continuous-time systems.

Автор: Frantisek Stulajter
Название: Predictions in Time Series Using Regression Models
ISBN: 1441929657 ISBN-13(EAN): 9781441929655
Издательство: Springer
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Цена: 102480.00 T
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Описание: This book will interest and assist people who are dealing with the problems of predictions of time series in higher education and research. It will greatly assist people who apply time series theory to practical problems in their work and also serve as a textbook for postgraduate students in statistics economics and related subjects.