GARCH Models: Structure, Statistical Inference and Financial Applications, Christian Francq, Jean–Michel Zakoian
Автор: Bradley Efron and Trevor Hastie Название: Computer Age Statistical Inference ISBN: 1107149894 ISBN-13(EAN): 9781107149892 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.
Автор: Fairhurst Danielle Stein Название: Financial Modeling in Excel for Dummies ISBN: 1119357543 ISBN-13(EAN): 9781119357544 Издательство: Wiley Рейтинг: Цена: 3483.00 р. Наличие на складе: Поставка под заказ.
Описание: Make informed business decisions with the beginner`s guide to financial modeling using Microsoft Excel Financial Modeling in Excel For Dummies is your comprehensive guide to learning how to create informative, enlightening financial models today.
Описание: An examination of system reliability theory, this title features in-depth discussion of dependability management and reliability centered systems as well as functional safety issues-matters critical to the IEC standards.
Автор: Kenichi Shimizu Название: Bootstrapping Stationary ARMA-GARCH Models ISBN: 3834809926 ISBN-13(EAN): 9783834809926 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Im Jahre 1979 hat Bradley Efron mit seiner Arbeit Bootstrap Methods: Another Look at the Jackknife das Tor zu einem in den vergangenen 30 Jahren intensiv bearbeiteten Forschungsgebiet aufgestoen. Die simulationsbasierte Methode des Bootstraps hat sich in den verschiedensten Bereichen als ein auerordentlich - ?zientes Werkzeug zur Approximation der stochastischen Fluktuation eines Sch- zers um die zu schatzende Groe erwiesen. Prazise Kenntnis dieser stochastischen Fluktuation ist zum Beispiel notwendig, um Kon?denzbereiche fur Schatzer an- geben, die die unbekannte interessierende Groe mit einer vorgegebenen Wa- scheinlichkeit von, sagen wir, 95 oder 99% enthalten. In vielen Fallen und bei korrekter Anwendung ist das Bootstrapverfahren dabei der konkurrierenden und auf der Approximation durch eine Normalverteilung basierenden Methode ub- legen. Die Anzahl der Publikationen im Bereich des Bootstraps ist seit 1979 in einem atemberaubenden Tempo angestiegen. Die wesentliche und im Grunde e- fache Idee des Bootstraps ist die Erzeugung vieler (Pseudo-) Datensatze, die von ihrer wesentlichen stochastischen Struktur dem Ausgangsdatensatz moglichst a- lich sind. Die aktuellen Forschungsinteressen im Umfeld des Bootstraps bewegen sich zu einem groen Teil im Bereich der stochastischen Prozesse. Hier stellt sich die zusatzliche Herausforderung, bei der Erzeugung die Abhangigkeitsstruktur der Ausgangsdaten adaquat zu imitieren. Dabei ist eine prazise Analyse der zugrunde liegenden Situation notwendig, um beurteilen zu konnen, welche Abhangigkei- aspekte fur das Verhalten der Schatzer wesentlich sind und welche nicht, um a- reichend komplexe, aber eben auch moglichst einfache Resamplingvorschlage fur die Erzeugung der Bootstrapdaten entwickeln zu konnen.
Описание: Serving as a text for a two semester sequence on probability and statistical inference complex Models for Probability and Statistical Inference: Theory and Applications features exercises throughout the book and selected answers (not solutions). Each section is followed by a selection of problems, from simple to more complex.
Описание: Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing computer industry and the wide applicability of computational techniques, in conjunction with new advances of analytic tools. This being the case, the need for literature that addresses this is self-evident. New publications are appearing, covering the need for information from all fields of science and engineering, thanks to the universal relevance of data analysis and statistics packages. This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis. The chapters included in this volume represent a cross-section of current concerns and research interests in these scientific areas. The material is divided into two parts: Computational Data Analysis, and Classification Data Analysis, with methods for both - providing the reader with both theoretical and applied information on data analysis methods, models and techniques and appropriate applications.
Описание: This book considers specific inferential issues arising from the analysis of dynamic shapes with the attempt to solve the problems at hand using probability models and nonparametric tests.
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