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Research Papers in Statistical Inference for Time Series and Related Models, Liu


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Автор: Liu
Название:  Research Papers in Statistical Inference for Time Series and Related Models
ISBN: 9789819908028
Издательство: Springer
Классификация:
ISBN-10: 9819908027
Обложка/Формат: Hardback
Вес: 0.00 кг.
Дата издания: 15.06.2023
Язык: English
Основная тема: Statistics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchis 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, L?vy 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.
Дополнительное описание: Chapter 1. Frequency domain empirical likelihood method for infinite variance models.- Chapter 2. Diagnostic testing for time series.- Chapter 3. Statistical Inference for Glaucoma Detection.- Chapter 4. On Hysteretic Vector Autoregressive Model with Appl



The Elements of Statistical Learning

Автор: Trevor Hastie; Robert Tibshirani; Jerome Friedman
Название: The Elements of Statistical Learning
ISBN: 0387848576 ISBN-13(EAN): 9780387848570
Издательство: Springer
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Цена: 10480.00 р.
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Описание: This major new edition features many topics not covered in the original, including graphical models, random forests, and ensemble methods. As before, it covers the conceptual framework for statistical data in our rapidly expanding computerized world.

Computer Age Statistical Inference, Student Edition

Автор: Bradley Efron , Trevor Hastie
Название: Computer Age Statistical Inference, Student Edition
ISBN: 1108823416 ISBN-13(EAN): 9781108823418
Издательство: Cambridge Academ
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Цена: 5069.00 р.
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Описание: Computing power has revolutionized the theory and practice of statistical inference. Now in paperback, and fortified with 130 class-tested exercises, this book explains modern statistical thinking from classical theories to state-of-the-art prediction algorithms. Anyone who applies statistical methods to data will value this landmark text.

All of statistics: A Concise Course in Statistical Inference

Автор: Wasserman, Larry
Название: All of statistics: A Concise Course in Statistical Inference
ISBN: 1441923225 ISBN-13(EAN): 9781441923226
Издательство: Springer
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Цена: 7965.00 р.
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Описание: Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. Statistics, data mining, and machine learning are all concerned with collecting and analysing data.

A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713-1935

Автор: Hald Anders
Название: A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713-1935
ISBN: 0387464085 ISBN-13(EAN): 9780387464084
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This is a history of parametric statistical inference, written by one of the most important historians of statistics of the 20th century, Anders Hald. This book can be viewed as a follow-up to his two most recent books, although this current text is much more streamlined and contains new analysis of many ideas and developments. And unlike his other books, which were encyclopedic by nature, this book can be used for a course on the topic, the only prerequisites being a basic course in probability and statistics.The book is divided into five main sections:* Binomial statistical inference;* Statistical inference by inverse probability;* The central limit theorem and linear minimum variance estimation by Laplace and Gauss;* Error theory, skew distributions, correlation, sampling distributions;* The Fisherian Revolution, 1912-1935.Throughout each of the chapters, the author provides lively biographical sketches of many of the main characters, including Laplace, Gauss, Edgeworth, Fisher, and Karl Pearson. He also examines the roles played by DeMoivre, James Bernoulli, and Lagrange, and he provides an accessible exposition of the work of R.A. Fisher.This book will be of interest to statisticians, mathematicians, undergraduate and graduate students, and historians of science.

Predictive statistics

Автор: Clarke, Bertrand S. (university Of Nebraska, Lincoln) Clarke, Jennifer L. (university Of Nebraska, Lincoln)
Название: Predictive statistics
ISBN: 1107028280 ISBN-13(EAN): 9781107028289
Издательство: Cambridge Academ
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Цена: 12514.00 р.
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Описание: Aimed at statisticians and machine learners, this retooling of statistical theory asserts that high-quality prediction should be the guiding principle of modeling and learning from data, then shows how. The fully predictive approach to statistical problems outlined embraces traditional subfields and `black box` settings, with computed examples.

A Course in Stochastic Processes

Автор: Denis Bosq; Hung T. Nguyen
Название: A Course in Stochastic Processes
ISBN: 9048147131 ISBN-13(EAN): 9789048147137
Издательство: Springer
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Цена: 35079.00 р.
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Описание: Having in mind a mixed audience of students from different departments (Math- ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti- vation of concepts, aspects of applications and computational procedures.

New Developments in Statistical Modeling, Inference and Application: Selected Papers from the 2014 Icsa/Kiss Joint Applied Statistics Symposium in Por

Автор: Jin Zhezhen, Liu Mengling, Luo Xiaolong
Название: New Developments in Statistical Modeling, Inference and Application: Selected Papers from the 2014 Icsa/Kiss Joint Applied Statistics Symposium in Por
ISBN: 3319826115 ISBN-13(EAN): 9783319826110
Издательство: Springer
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Цена: 20962.00 р.
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Описание: The papers in this volume represent the most timely and advanced contributions to the 2014 Joint Applied Statistics Symposium of the International Chinese Statistical Association (ICSA) and the Korean International Statistical Society (KISS), held in Portland, Oregon.

Probability and statistical inference

Автор: Mavrakakis, Miltiadis C. (imperial College London, United Kingdom) Penzer, Jeremy (london School Of Economics, Uk)
Название: Probability and statistical inference
ISBN: 0367749122 ISBN-13(EAN): 9780367749125
Издательство: Taylor&Francis
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Цена: 6889.00 р.
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Описание: Many undergraduate students enter into chemistry courses, often possessing low levels of experience with the mathematical concepts necessary for carrying out applied calculations in chemistry. This third Edition provides a unified, student-friendly guide of mathematical concepts and techniques structured in the context of familiar chemical topics.

Applied Reliability Engineering and Risk Analysis - Probabilistic Models and Statistical Inference

Автор: Frenkel
Название: Applied Reliability Engineering and Risk Analysis - Probabilistic Models and Statistical Inference
ISBN: 1118539427 ISBN-13(EAN): 9781118539422
Издательство: Wiley
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Цена: 20584.00 р.
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Modelling, Inference and Data Analysis

Автор: Mavrakakis
Название: Modelling, Inference and Data Analysis
ISBN: 158488939X ISBN-13(EAN): 9781584889397
Издательство: Taylor&Francis
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Цена: 19906.00 р.
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Описание: Covers aspects of probability, distribution theory and random processes that are fundamental to a proper understanding of inference. This book discusses the properties of estimators constructed from a random sample of ends, with sections on methods for estimating parameters in time series models.

New Developments in Statistical Modeling, Inference and Application

Автор: Jin
Название: New Developments in Statistical Modeling, Inference and Application
ISBN: 3319425706 ISBN-13(EAN): 9783319425702
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The papers in this volume represent the most timely and advanced contributions to the 2014 Joint Applied Statistics Symposium of the International Chinese Statistical Association (ICSA) and the Korean International Statistical Society (KISS), held in Portland, Oregon. The contributions cover new developments in statistical modeling and clinical research: including model development, model checking, and innovative clinical trial design and analysis. Each paper was peer-reviewed by at least two referees and also by an editor. The conference was attended by over 400 participants from academia, industry, and government agencies around the world, including from North America, Asia, and Europe. It offered 3 keynote speeches, 7 short courses, 76 parallel scientific sessions, student paper sessions, and social events.

Models for Probability and Statistical Inference -  Theory and Applications

Автор: Stapleton
Название: Models for Probability and Statistical Inference - Theory and Applications
ISBN: 0470073721 ISBN-13(EAN): 9780470073728
Издательство: Wiley
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Цена: 22802.00 р.
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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.


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