Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

New Directions in Time Series Analysis

E-BookPDF1 - PDF WatermarkE-Book
382 Seiten
Englisch
Springer New Yorkerschienen am06.12.20121993

Produkt

Details
Weitere ISBN/GTIN9781461392965
ProduktartE-Book
EinbandartE-Book
FormatPDF
Format Hinweis1 - PDF Watermark
FormatE107
Erscheinungsjahr2012
Erscheinungsdatum06.12.2012
Auflage1993
ReiheThe IMA Volumes in Mathematics and its Applications
Reihen-Nr.46
Seiten382 Seiten
SpracheEnglisch
IllustrationenXVIII, 382 p.
Artikel-Nr.8783311
Rubriken
Genre9200

Inhalt/Kritik

Inhaltsverzeichnis
Recent developments in location estimation and regression for long-memory processes.- Phase-transition in statistical physical models with discrete and continuous symmetries.- Identification of linear systems from noisy data.- Unit roots in U.S. macroeconomic time series: A survey of classical and Bayesian perspectives.- A nonparametric approach to nonlinear time series analysis: Estimation and simulation.- Asymptotics of predictive stochastic complexity.- Smoothness priors.- An extension of quadrature-based methods for solving Euler conditions.- Long memory shot noises and limit theorems with application to Burgers' equation.- On approximate modeling of linear Gaussian processes.- On the identification and prediction of nonlinear models.- Identification of stochastic time-varying parameters.- Convergence of Aström-Wittenmark's self-tuning regulator and related topics.- On the closure of several sets of ARMA and linear state space models with a given structure.- Weak convergence to self-affine processes in dynamical systems.- Recursive estimation in ARMAX models.- On adaptive stabilization and ergodic behaviour of systems with Jump-Markov parameters via nonlinear filtering.- The convergence of output error recursions in infinite order moving average noise.- Linear models with long-range dependence and with finite or infinite variance.- Posterior analysis of possibly integrated time series with an application to real GNP.- On network structure function computations.- Asymptotic properties of estimates in incorrect ARMA models for long-memory time series.mehr

Autor