Long-Memory Processes, Jan Beran; Yuanhua Feng; Sucharita Ghosh; Rafal Ku

Автор: E.G. Phadia.
Название: Prior Processes and Their Applications
ISBN: 3642392792 ISBN-13(EAN): 9783642392795
Издательство: Springer
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Цена: 12577.00 р.
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Описание: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the last four decades in order to deal with the Bayesian approach to solving some nonparametric inference problems.

Автор: Richard Boucherie; Nico M van Dijk
Название: Markov Decision Processes in Practice
ISBN: 3319477641 ISBN-13(EAN): 9783319477640
Издательство: Springer
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Цена: 30745.00 р.
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Описание: This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach.

Автор: Gilles Teyssi?re; Alan P. Kirman
Название: Long Memory in Economics
ISBN: 3642061540 ISBN-13(EAN): 9783642061547
Издательство: Springer
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Цена: 20263.00 р.
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Описание: Statistical Methods.- Recent Advances in ARCH Modelling.- Intermittency, Long-Memory and Financial Returns.- The Spectrum of Euro-Dollar.- Hцlderian Invariance Principles and Some Applications for Testing Epidemic Changes.- Adaptive Detection of Multiple Change-Points in Asset Price Volatility.- Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory.- Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series.- Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm.- Economic Models.- A Nonlinear Structural Model for Volatility Clustering.- Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models.- The Microeconomic Foundations of Instability in Financial Markets.- A Minimal Noise Trader Model with Realistic Time Series Properties.- Long Memory and Hysteresis.

Автор: Beran Jan
Название: Long Memory Processes
ISBN: 3642355110 ISBN-13(EAN): 9783642355110
Издательство: Springer
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Цена: 19564.00 р.
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Описание: This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples.

Автор: Grimmett
Название: Probability and Random Processes 3ed
ISBN: 0198572220 ISBN-13(EAN): 9780198572220
Издательство: Oxford Academ
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Цена: 7206.00 р.
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Описание: Love Your Home is an inspiring and thought-provoking sourcebook of ideas for home design. It explores the concept of `home` and its role as a private retreat and sanctuary, as well as a social hub for entertaining and the centre of family life. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.

Автор: Fan Yang; Ping Duan; Sirish L. Shah; Tongwen Chen
Название: Capturing Connectivity and Causality in Complex Industrial Processes
ISBN: 3319053795 ISBN-13(EAN): 9783319053790
Издательство: Springer
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Цена: 6986.00 р.
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Описание: Introduction.- Examples of Applications for Connectivity and Causality Analysis.- Description of Connectivity and Causality.- Capturing Connectivity and Causality from Process Knowledge.- Capturing Causality from Process Data.- Case Studies.