Estimation and Analysis of Insect Populations, Lyman L. McDonald; Bryan F.J. Manly; Jeffrey A. Lo
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 11088.00 р. 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: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.
Topics covered include:
Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models
Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences
Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
Описание: Provides an introduction to the concepts of statistical analysis of data for students at undergraduate and graduate level. This text also provides tools for data reduction and error analysis commonly required in the physical sciences. It features a variety of numerical and graphical techniques, and emphasizes methods of handling data than theory.
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Название: Analysis of longitudinal data ISBN: 0199676755 ISBN-13(EAN): 9780199676750 Издательство: Oxford Academ Рейтинг: Цена: 8395.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second edition has been completely revised and expanded to become the most up-to-date and thorough professional reference text in this fast-moving area of biostatistics. It contains an additional two chapters on fully parametric models for discrete repeated measures data and statistical models for time-dependent predictors.
Автор: Alexandre B. Tsybakov Название: Introduction to Nonparametric Estimation ISBN: 0387790519 ISBN-13(EAN): 9780387790510 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents basic nonparametric regression and density estimators and analyzes their properties. This book covers minimax lower bounds, and develops advanced topics such as: Pinsker`s theorem, oracle inequalities, Stein shrinkage, and sharp minimax adaptivity.
Автор: Eric Gautier and Pierre Alquier Название: Inverse problems and high-dimensional estimation ISBN: 3642199887 ISBN-13(EAN): 9783642199882 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The product of a high-flying summer school in Paris in 2009, this volume synthesises the state of the art on ill-posed statistical inverse problems and high-dimensional estimation and explores the ways these techniques can be applied to economics.
Автор: Pourahmadi Mohsen Название: High-dimensional Covariance Estimation ISBN: 1118034295 ISBN-13(EAN): 9781118034293 Издательство: Wiley Рейтинг: Цена: 12664.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences.
Автор: Agresti Alan Название: Categorical Data Analysis ISBN: 0470463635 ISBN-13(EAN): 9780470463635 Издательство: Wiley Рейтинг: Цена: 20109.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for the Second Edition "A must-have book for anyone expecting to do research and/or applications in categorical data analysis. " Statistics in Medicine "It is a total delight reading this book.
Автор: Pao-Liu Chow; Boris S. Mordukhovich; G. George Yin Название: Topics in Stochastic Analysis and Nonparametric Estimation ISBN: 1441925813 ISBN-13(EAN): 9781441925817 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held.
Описание: of the spectral density I obtained by applying a certain statistical procedure to the observed values of the variables Xl` . , X , usually depends in n a complicated manner on the cyclic frequency). , are approximated by values of a certain sufficiently simple function 1 = 1
Автор: Werner Schiehlen; Walter Wedig Название: Analysis and Estimation of Stochastic Mechanical Systems ISBN: 3211820582 ISBN-13(EAN): 9783211820582 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main aspects of the course are random vibrations of discrete and continuous systems, analysis of nonlinear and parametric systems, stochastic modelling of fatigue damage, parameter estimation and identification with applications to vehicle road systems and process simulations by means of autoregressive models.
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