Share

Asymptotic Theory of Statistical Inference for Time Series

2012-12-06 Mathematics
Download Asymptotic Theory of Statistical Inference for Time Series PDF Online Free

Author :
Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 62X/5 ( reviews)

GET EBOOK


Book Synopsis Asymptotic Theory of Statistical Inference for Time Series by : Masanobu Taniguchi

Download or read book Asymptotic Theory of Statistical Inference for Time Series written by Masanobu Taniguchi. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

Research Papers in Statistical Inference for Time Series and Related Models

2023-05-31 Mathematics
Download Research Papers in Statistical Inference for Time Series and Related Models PDF Online Free

Author :
Release : 2023-05-31
Genre : Mathematics
Kind : eBook
Book Rating : 035/5 ( reviews)

GET EBOOK


Book Synopsis Research Papers in Statistical Inference for Time Series and Related Models by : Yan Liu

Download or read book Research Papers in Statistical Inference for Time Series and Related Models written by Yan Liu. This book was released on 2023-05-31. Available in PDF, EPUB and Kindle. Book excerpt: This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.

Time Series: Theory and Methods

2009-05-13 Mathematics
Download Time Series: Theory and Methods PDF Online Free

Author :
Release : 2009-05-13
Genre : Mathematics
Kind : eBook
Book Rating : 208/5 ( reviews)

GET EBOOK


Book Synopsis Time Series: Theory and Methods by : Peter J. Brockwell

Download or read book Time Series: Theory and Methods written by Peter J. Brockwell. This book was released on 2009-05-13. Available in PDF, EPUB and Kindle. Book excerpt: This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC by P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.

Inference and Asymptotics

2017-10-19 Mathematics
Download Inference and Asymptotics PDF Online Free

Author :
Release : 2017-10-19
Genre : Mathematics
Kind : eBook
Book Rating : 565/5 ( reviews)

GET EBOOK


Book Synopsis Inference and Asymptotics by : D.R. Cox

Download or read book Inference and Asymptotics written by D.R. Cox. This book was released on 2017-10-19. Available in PDF, EPUB and Kindle. Book excerpt: Our book Asymptotic Techniquesfor Use in Statistics was originally planned as an account of asymptotic statistical theory, but by the time we had completed the mathematical preliminaries it seemed best to publish these separately. The present book, although largely self-contained, takes up the original theme and gives a systematic account of some recent developments in asymptotic parametric inference from a likelihood-based perspective. Chapters 1-4 are relatively elementary and provide first a review of key concepts such as likelihood, sufficiency, conditionality, ancillarity, exponential families and transformation models. Then first-order asymptotic theory is set out, followed by a discussion of the need for higher-order theory. This is then developed in some generality in Chapters 5-8. A final chapter deals briefly with some more specialized issues. The discussion emphasizes concepts and techniques rather than precise mathematical verifications with full attention to regularity conditions and, especially in the less technical chapters, draws quite heavily on illustrative examples. Each chapter ends with outline further results and exercises and with bibliographic notes. Many parts of the field discussed in this book are undergoing rapid further development, and in those parts the book therefore in some respects has more the flavour of a progress report than an exposition of a largely completed theory.

Asymptotic Theory Of Quantum Statistical Inference: Selected Papers

2005-02-21 Science
Download Asymptotic Theory Of Quantum Statistical Inference: Selected Papers PDF Online Free

Author :
Release : 2005-02-21
Genre : Science
Kind : eBook
Book Rating : 98X/5 ( reviews)

GET EBOOK


Book Synopsis Asymptotic Theory Of Quantum Statistical Inference: Selected Papers by : Masahito Hayashi

Download or read book Asymptotic Theory Of Quantum Statistical Inference: Selected Papers written by Masahito Hayashi. This book was released on 2005-02-21. Available in PDF, EPUB and Kindle. Book excerpt: Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990; the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s).This book presents the important and recent results of quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now.The reader is expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields. Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new insight into physics and statistical inference.

You may also like...